Table of Contents
FITOUSSI Mathis
PhD Student under the supervision of S. Menozzi since 2022
Topics : singular drift SDEs, Euler schemes for SDEs, McKean Vlasov SDEs, kinetic models
Université d'Évry - Paris-Saclay
Laboratoire de Mathématiques et Modélisation d'Évry (UMR 8071)
I.B.G.B.I., 23 Bd. de France, 91037 Évry Cedex
Desk: 414
E-mail : first name dot last name at univ-evry dot fr
ORCID
Pre-publications
- M. Fitoussi, S. Menozzi, Weak error on the densities for the Euler scheme of stable additive SDEs with Hölder drift arXiv,HAL (2024).
- M. Fitoussi, B. Jourdain, S. Menozzi, Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift arXiv,HAL (2024).
Publications
Past slides, posters, ...
- Bologna Stochastic Analysis seminar - Università di Bologna, Weak discretization error techniques for singular drift SDEs
- Trajectoires Rugueuses 2024 - Université Côte d'Azur, Weak discretization error techniques for singular drift SDEs
- Mean field interactions with singular kernels and their approximations, 2023 - Institut Henri Poincaré Poster: Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift
- Master 2 Seminar, 2023 - Université d'Evry Paris-Saclay, Construction du mouvement Brownien et cas d’application : la régularisation par le bruit
- Workshop on singular SDEs, 2023 - Torino, Heat kernel estimates for stable-driven SDEs with distributional drift
- Working Group Stochastic Analysis, 2023 - Bielefeld, Heat kernel estimates for stable-driven SDEs with distributional drift
Ongoing research projects
- Since 2024 - EDARI project number AD011015151
Analyse de vitesse de convergence pour des schémas de discrétisation d’EDS à coefficients irréguliers (computational resources associated with the analysis of discretization schemes for singular drift SDEs).
Teaching
- Since 2021 : Colles CPGE MPSI, Lycée Chaptal (Paris), 1st year
- 2021 - 2022 : Colles CPGE ECG2, Lycée Chaptal (Paris), 2nd year
Life before PhD
- Master 2 internship - Extension d’une méthode Monte-Carlo dans un cadre instationnaire, CEA. Project report (French), Defense slides (French)
- Master 2 project - ECG registration using Kalman Filtering Defense slides (French).
- Master 2 project - Ajout d’une structure de graphe à un modèle SIR pour le calcul de la taille et de la sévérité de l’épidémie Defense slides (French), Project report (French).
- Master 1 project with Julien Béguinot - Extension of some of the results presented in this paper on optimal weights for adaptative importance sampling.
- Problem sheets (French) for CPGE students. For solutions, please send me an e-mail.
- Lecture notes (French) in mathematics from my second year of CPGE (MPX Lycée Chaptal).