Biography:Agnès Sulem
Agnès Sulem (born 1959)[1] is a French applied mathematician whose research topics include stochastic control, jump diffusion, and mathematical finance.
Education
Sulem earned a Ph.D. in 1983 at Paris Dauphine University, with the dissertation Résolution explicite d'Inéquations Quasi-Variationnelles associées à des problèmes de gestion de stock supervised by Alain Bensoussan.[2]
Career
She is a director of research at the French Institute for Research in Computer Science and Automation (INRIA) in Paris, where she heads the MATHRISK project on mathematical risk handling.[3] She is currently a professor at the University of Luxembourg in the Mathematics department. She is a coauthor of the book Applied Stochastic Control of Jump Diffusions (with Bernt Øksendal, Springer, 2005; 2nd ed., 2007; 3rd ed., 2019).[4] Sulem is also an associate editor at the Journal of Mathematical Analysis and Applications and at the SIAM Journal on Financial Mathematics.
References
- ↑ Birth year from VIAF authority control record, retrieved 2021-08-31
- ↑ Agnès Sulem at the Mathematics Genealogy Project
- ↑ "Agnès SULEM", MATHRISK (INRIA), https://www.rocq.inria.fr/mathfi/Sulem.html, retrieved 2021-08-31
- ↑ "Agnès Sulem". https://www.rocq.inria.fr/mathfi/Sulem.html.
External links
- Agnès Sulem publications indexed by INRIA
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