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 team MathFi of the Probability and Statistics departement 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.

  • * variance reduction techniques in Monte Carlo methods
  • * expansion methods using Malliavin Calculus

- Application of stochastic processes to physics and statistics.