Agnès Sulem (born 1959)[1] is a French applied mathematician whose research topics include stochastic control, jump diffusion, and mathematical finance.

Education

Sulem earned a Ph.D. in 1983 at Paris Dauphine University, with the dissertation Résolution explicite d'Inéquations Quasi-Variationnelles associées à des problèmes de gestion de stock supervised by Alain Bensoussan.[2]

Career

She is a director of research at the French Institute for Research in Computer Science and Automation (INRIA) in Paris, where she heads the MATHRISK project on mathematical risk handling.[3] She is currently a professor at the University of Luxembourg in the Mathematics department. She is a coauthor of the book Applied Stochastic Control of Jump Diffusions (with Bernt Øksendal, Springer, 2005; 2nd ed., 2007; 3rd ed., 2019).[4] Sulem is also an associate editor at the Journal of Mathematical Analysis and Applications and at the SIAM Journal on Financial Mathematics.

References

  1. ↑ Birth year from VIAF authority control record, retrieved 2021-08-31
  2. ↑ Agnès Sulem at the Mathematics Genealogy Project
  3. ↑ "Agnès SULEM", MATHRISK, INRIA, retrieved 2021-08-31
  4. ↑ "Agnès Sulem". www.rocq.inria.fr. Retrieved 2021-09-03.
  • Agnès Sulem publications indexed by INRIA
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