Agnès Sulem (born 1959) is a French applied mathematician whose research topics include stochastic control,

jump diffusion Jump diffusion is a stochastic process that involves jumps and diffusion. It has important applications in magnetic reconnection, coronal mass ejections, condensed matter physics, option pricing, and pattern theory and computational vision. In ph ...

, and mathematical finance.

Education

Sulem earned a Ph.D. in 1983 at

Paris Dauphine University Paris Dauphine University - PSL (french: Université Paris-Dauphine, also known as Paris Dauphine - PSL or Dauphine - PSL) is a public research university based in Paris, France. It is one of the 13 universities formed by the division of the ancie ...

, with the dissertation '' Résolution explicite d'Inéquations Quasi-Variationnelles associées à des problèmes de gestion de stock'' supervised by Alain Bensoussan.

Career

She is a director of research at the

French Institute for Research in Computer Science and Automation The National Institute for Research in Digital Science and Technology (Inria) () is a French national research institution focusing on computer science and applied mathematics. It was created under the name ''Institut de recherche en informatiq ...

(INRIA) in Paris, where she heads the MATHRISK project on mathematical risk handling. She is currently a professor at the

University of Luxembourg The University of Luxembourg (French: ''Université du Luxembourg''; German: ''Universität Luxemburg''; Luxembourgish: ''Universitéit Lëtzebuerg'') is a public research university in Luxembourg. History The University of Luxembourg was found ...

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). Sulem is also an associate editor at the ''

Journal of Mathematical Analysis and Applications The ''Journal of Mathematical Analysis and Applications'' is an academic journal in mathematics, specializing in mathematical analysis and related topics in applied mathematics. It was founded in 1960, as part of a series of new journals on areas o ...

'' and at the '' SIAM Journal on Financial Mathematics''.

References

External links

*Agnè
Sulem
publications indexed by INRIA {{DEFAULTSORT:Sulem, Agnes 1959 births Living people French mathematicians French women mathematicians Control theorists Mathematical economists