Jean Bertoin | |
---|---|
Born | 1961 |
Nationality | French |
Alma mater | University of Paris VI |
Awards | Rollo Davidson Prize (1996) |
Scientific career | |
Fields | Probability theory |
Institutions | University of Zurich |
Thesis | Étude des processus de Dirichlet (1987) |
Doctoral advisor | Marc Yor |
Doctoral students | Grégory Miermont |
Jean Bertoin (born 1961) is a French mathematician, specializing in probability theory and professor at the University of Zurich.
Bertoin received in 1987 his doctorate from University of Paris VI under Marc Yor with Étude des processus de Dirichlet. [1] Bertoin taught and did research there and is now a professor at the University of Zurich.
In 1996 he received the Rollo Davidson Prize. In 2002 he was an Invited Speaker with talk Some aspects of additive coalescents at the International Congress of Mathematicians in Beijing. In 2012 he was an Invited Speaker with talk Coagulation with limited aggregations at the European Congress of Mathematicians in Kraków. He is a corresponding member of the Mexican Academy of Sciences. [2]
His research deals with Lévy processes, Brownian motion, branching processes, random fragmentation, and coalescence processes.
His doctoral students include Grégory Miermont.
In probability theory and related fields, a stochastic or random process is a mathematical object usually defined as a sequence of random variables in a probability space, where the index of the sequence often has the interpretation of time. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology, neuroscience, physics, image processing, signal processing, control theory, information theory, computer science, and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance.
Albert Nikolayevich Shiryaev is a Soviet and Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics.
Coalescent theory is a model of how alleles sampled from a population may have originated from a common ancestor. In the simplest case, coalescent theory assumes no recombination, no natural selection, and no gene flow or population structure, meaning that each variant is equally likely to have been passed from one generation to the next. The model looks backward in time, merging alleles into a single ancestral copy according to a random process in coalescence events. Under this model, the expected time between successive coalescence events increases almost exponentially back in time. Variance in the model comes from both the random passing of alleles from one generation to the next, and the random occurrence of mutations in these alleles.
Michel Pierre Talagrand is a French mathematician. Docteur ès sciences since 1977, he has been, since 1985, Directeur de Recherches at CNRS and a member of the Functional Analysis Team of the Institut de Mathématique of Paris. Talagrand was elected as correspondent of the Académie des sciences of Paris in March 1997, and then as a full member in November 2004, in the Mathematics section. In 2024, Talagrand received the Abel Prize.
Jean-François Le Gall is a French mathematician working in areas of probability theory such as Brownian motion, Lévy processes, superprocesses and their connections with partial differential equations, the Brownian snake, random trees, branching processes, stochastic coalescence and random planar maps. He received his Ph.D. in 1982 from Pierre and Marie Curie University under the supervision of Marc Yor. He is currently professor at the University of Paris-Sud in Orsay and is a senior member of the Institut universitaire de France. He was elected to French academy of sciences, December 2013.
Gregory Francis Lawler is an American mathematician working in probability theory and best known for his work since 2000 on the Schramm–Loewner evolution.
Bálint Tόth is a Hungarian mathematician whose work concerns probability theory, stochastic process and probabilistic aspects of mathematical physics. He obtained PhD in 1988 from the Hungarian Academy of Sciences, worked as senior researcher at the Institute of Mathematics of the HAS and as professor of mathematics at TU Budapest. He holds the Chair of Probability at the University of Bristol and is a research professor at the Alfréd Rényi Institute of Mathematics, Budapest.
Nicole El Karoui is a French mathematician and pioneer in the development of mathematical finance, born 29 May 1944 in Paris. She is considered one of the pioneers on the French school of mathematical finance and trained many engineers and scientists in this field. She is Professor Emeritus of Applied Mathematics at Sorbonne University, and held professorship positions at the École Polytechnique and Université du Maine. Her research has contributed to the application of probability and stochastic differential equations to modeling and risk management in financial markets.
Marc Yor was a French mathematician well known for his work on stochastic processes, especially properties of semimartingales, Brownian motion and other Lévy processes, the Bessel processes, and their applications to mathematical finance.
Sir Martin Hairer is an Austrian-British mathematician working in the field of stochastic analysis, in particular stochastic partial differential equations. He is Professor of Mathematics at EPFL and at Imperial College London. He previously held appointments at the University of Warwick and the Courant Institute of New York University. In 2014 he was awarded the Fields Medal, one of the highest honours a mathematician can achieve. In 2020 he won the 2021 Breakthrough Prize in Mathematics.
Nicholas Charles Wormald is an Australian mathematician and professor of mathematics at Monash University. He specializes in probabilistic combinatorics, graph theory, graph algorithms, Steiner trees, web graphs, mine optimization, and other areas in combinatorics.
Grégory Miermont is a French mathematician working on probability, random trees and random maps.
Ofer Zeitouni is an Israeli mathematician, specializing in probability theory.
Frank den Hollander is a Dutch mathematician.
Christina Anna Goldschmidt is a British probabilist known for her work in probability theory including coalescent theory, random minimum spanning trees, and the theory of random graphs. She is professor of probability in the department of statistics, University of Oxford and a fellow of Lady Margaret Hall, Oxford.
Stanislav Alexeyevich Molchanov is a Soviet and American mathematician.
François Ledrappier is a French mathematician.
Jürgen Gärtner is a German mathematician, specializing in probability theory and analysis.
Erwin Bolthausen is a Swiss mathematician, specializing in probability theory, statistics, and stochastic models in mathematical physics.
Ashkan Nikeghbali Cisakht is a French mathematician and university professor of Iranian descent. He holds the chair of Financial Mathematics at the University of Zurich.