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A list of all the posts and pages found on the site. For you robots out there is an XML version available for digesting as well.
Pages
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Posts
Some notes on Generative Modelling through mean field games
Published:
In this blog post, we will try to give some basics concept on an emerging area in the Generative modelling community through the use of MFG-MFC theory. This blog post will be mostly inspired from the recent paper $\textbf{A mean-field games laboratory for generative modeling}$ available at this link. We will also discuss other approaches
An overview of Mean Field Games
Published:
In this blog post, we will focus on the some analysis on the space of probability measures as it is the main technical component arising in Mc-Kean Vlasov SDEs.
Analysis on Wasserstein space
Published:
In this blog post, we will focus on the some analysis on the space of probability measures as it is the main technical component arising in Mc-Kean Vlasov SDEs.
Efficient XVA computation using supervised learning algorithms
Published:
We will show how supervised learning algorithms can help to handle the main issues of the computations of XVAs.
portfolio
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Portfolio item number 2
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publications
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems
Published in , 2025
Recommended citation: https://arxiv.org/abs/2506.05595
talks
Stochastic maximum principle for optimal control problem of non exchangeable mean field systems with application to the L-Q case
Published:
All the informations are available online. Slides are available here.
Non-Exchangeable Mean Field Markov Decision Processes with common noise : from Bellman equation to quantitative propagation of chaos
Published:
Informations about the seminar will be made available soon. Slides are available here.
teaching
Probability Theory L3
Undergraduate course, ENSAE Paris, 2025
Course about all the fundamental notions of probability theory
Financial Mathematics M1
Undergraduate course, ENSAE Paris, 2025
An introductive course in Financial Mathematics
Machine Learning For Finance M2
Undergraduate course, M2MO/ENSAE Paris, 2025
About some theoretical foundations in Machine Learning for Finance
Probability and Statistics M1
Undergraduate course, Ecole Polytechnique, 2025
An introductive course in Probability and Statistics