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Joachim Lebovits

 

Email:

joachim.lebovits@ecp.fr

Phone:

+33 (0) 1 41 13 12 70 / +33 (0) 6 20 47 27 68

Address:

 

Bureau C419 A, laboratoire MAS,
Ecole Centrale Paris
Grande Voie des Vignes
92290 Chatenay Malabry
France

  

Research Areas

 

I am writing my PhD thesis under the direction of Jacques Lévy-Véhel and Marc Yor.

  • Multifractional Brownian motion (mBm)
  • Stochastic calculus with respect to mBm
  • White noise theory
  • Mathematical finance.

 

 

Teaching

 

At the École Centrale Paris, department of mathematics (M.A.S.):

  • Introduction to measure theory, integration and probability (tutorial)
  • Mathematical finance (tutorial)
  • Stochastic calculus (tutorial).

 

Preprints & Publications

 

  1. J. LEBOVITS, J. LÉVY-VÉHEL (2011): White Noise-based Stochastic Calculus with respect to multifractional Brownian motion, Submitted for publication (available on HAL).

 

Talks

    5- June 19-24, 2011. Contributed talk at the 35th Conference on Stochastic Processes and their Applications, in Oaxaca, (Mexico).

    4- May 2, 2011. Invited at the Seminar “Finanzmathematik”. Responsible Prof. W. Schachermayer in Vienna (Austria).

    3- August 30 - September 3, 2010. Contributed talk at the “Prague Stochastics 2010” conference in Prague (Czech Republic).

    2- June 21-25, 2010. Contributed talk at the “Journées de Probabilités” conference in Dijon (France).

    1- May 3-7, 2010. Contributed talk at the “9-ème colloque des jeunes probabilistes et statisticiens” in Le Mont-Dore (France).

 

 

 

 

 

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