Applied Probability Team

The applied probability team works on numerical methods in probability, the probabilistic interpretation of PDEs, optimal transport, probabilistic models in finance, risk management, and biology, and statistical machine learning.

Main collaborations

Team Leader:

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Julien GUYON , Team Leader
Researcher, PROBA, Coriolis B207

Permanent members:

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Aurélien ALFONSI
Researcher, PROBA, Coriolis B205

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Jean-Francois DELMAS
Researcher, PROBA, Coriolis B204

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Julien GUYON , Team Leader
Researcher, PROBA, Coriolis B207

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Benjamin JOURDAIN
Researcher, PROBA, Coriolis B206

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Andrew McRae
Researcher, PROBA, Coriolis B313

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Loucas PILLAUD-VIVIEN
Researcher, PROBA, Coriolis B215

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Julien REYGNER , CERMICS Deputy Director
Researcher, PROBA, Coriolis B215

Associated Members:

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Ahmed KEBAIER
Associated researcher, PROBA,

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Jérôme LELONG
Associated researcher, PROBA, Coriolis

Postdoctoral fellows:

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Guillaume CHENNETIER
Postdoctoral fellow, PROBA, Coriolis B210

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Paul MAURER
Postdoctoral fellow, PROBA, Coriolis B209

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Leo PARENT
Postdoctoral fellow, PROBA, Coriolis

PhD Students:

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Faten BEN SAID
PhD Student, PROBA, Coriolis B210

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Arthur BOURDON
PhD Student, PROBA,


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Pierre GERMAIN
PhD Student, PROBA, Coriolis

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Jean-Baptiste HIMBERT
PhD Student, PROBA, Coriolis

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Paul INVERNIZZI
PhD Student, PROBA, Coriolis B210

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Thibault JEANNIN
PhD Student, PROBA, Coriolis B210

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Owen JOSSE
PhD Student, PROBA, Coriolis

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Grégoire OUNNOUGHENE
PhD Student, PROBA, Coriolis


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Rémi SURAT
PhD Student, PROBA,