Pierre étoré - Personal Web Page



Since september 2008, I am Assistant Professor at INP Grenoble.

I teach at ENSIMAG, and do my research in the departement of Probability and Statistics at LJK.

My scientific interests are:

- Diffusion processes with discontinuous coefficients: theoritical aspects, simulation issues (approximation schemes, exact simulations).

- Financial mathematics, with a special emphasis on numerical methods.

- Inference of stochastic processes (recently).