LPMA

Board and administration

Directeur : Francis Comets

Administration : Florence Deschamps - florence.deschamps@upmc.fr

Secrétariat : Valérie Juvé - valerie.juve@univ-paris-diderot.fr

Tél. : +33 (0)1 44 27 53 19 - Fax : + 33 (0)1 42 86 41 44

Adresses : UPMC, 4 place Jussieu, Couloir 16-26 1er étage, 75252 Paris Cedex 05 - Case courrier 188

Université Paris Diderot, Avenue de France, Bâtiment Sophie Germain 5ème étage, 75205 Paris Cedex 13 - Case courrier 7012

Webhttp://www.proba.jussieu.fr/indexen.php

Team

The lab comprises about 150 members: 70 permanent teacher-researcher, 70 PhD students and an administration team of 6 people. 

It hosts the activities of two masters second year, which represent more than 200 students each year.

- Ergodic Theory and Dynamic Systems (Head: Raphaël KRIKORIAN)
- Stochastic Modelisation (Head: Giambattista GIACOMIN)
- Stochastic Processes (Head: Thomas DUQUESNE)
- Statistics (Head: Stéphane BOUCHERON)
- Financial Mathematics and Numerical Probabilities (Head: Huyên PHAM)
- Stochastics and Biology (Head: Amaury LAMBERT)

Research themes

The laboratory's activities take place in the applied mathematics field and deals with the modelisation, the description and the estimation of random phenomena. 

The research themes cover a wide range of domains, from pure mathematics to applications in various field such as medical, humanities, astrophysics, ensurance or finance,...

Ergodic Theory and Dynamic Systems


Stochastic Modelisation:

- Disordered systems
- Large deviations
- Nonequilibrium statistical mechanics
- Networks and trees
- Random matrices and algebraic structures in statistical physics
- Stochastic processes
- Biological systems


Stochastic Processes



Statistics:

- Wavelet methods
- Multiple testing
- Learning theory and data mining
- Model selection
- Concentration inequalities
- Bayesian inference
- Frontiers


Financial Mathematics and Numerical Probabilities:


- Stochastic control and applications in finance
- Financial modeling and statistics
- Numerical methods in finance
- Stochastic analysis
- Numerical probabilities
- Market microstructure and high frequency data
- Longevity risk
- Energy markets
- Counterparty risk in post-crisis markets


Stochastics and Biology:

- Population biology: ecology, population genetics, evolution
- Neuroscience
- Genomics : gene networks, microarray analysis, detection of DNA motifs

Laboratoire de Probabilités et Modéles Aléatoires

UMR 7599 UPMC, Université Paris Diderot