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.

I teach at ENSIMAG, and do my research in the team IPS of 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).

- Mathematical statistics and stochastic processes, sensitivity analysis for SDEs (recently).

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