Pierre étoré - Personal Web Page
Maître de conférences HDR.
Since september 2008, I am Assistant Professor at INP Grenoble. I have obtained my HDR ("Habilitation à Diriger des Recherches") in december 2016.
My scientific interests are:
- Diffusion processes with discontinuous coefficients: theoritical aspects, simulation issues (approximation schemes, exact simulations).
- Mathematical statistics and stochastic processes, sensitivity analysis for SDEs (recently).
- Financial mathematics, with a special emphasis on numerical methods.