User Tools

Site Tools


members:mfitoussi:welcome

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

  • M. Fitoussi, Heat kernel estimates for stable-driven SDEs with distributional drift arXiv,HAL,Journal (2023).

Past slides, posters, ...

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 1 project with Julien Béguinot - Extension of some of the results presented in this paper on optimal weights for adaptative importance sampling.

Project report (French)

Miscellaneous

members/mfitoussi/welcome.txt · Last modified: 2024/10/15 23:08 by FITOUSSI Mathis

Page Tools