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

stochastic control Stochastic control or stochastic optimal control is a sub field of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system. The system designer assumes, in a Bayesi ...

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

, and

mathematical finance Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that req ...

Education

Sulem earned a Ph.D. in 1983 at

Paris Dauphine University Paris Dauphine University - PSL () is a Grande École and public institution of higher education and research based in Paris, France, Collegiate university, constituent college of PSL University. As of 2022, Dauphine has 9,400 students in 8 fields ...

, 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 French Institute for Research in Comp ...

(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 language, French: ''Université du Luxembourg''; German language, German: ''Universität Luxemburg''; Luxembourgish language, Luxembourgish: ''Universitéit Lëtzebuerg'') is a Public university, public researc ...

in the Mathematics department. She is a coauthor of the book ''Applied Stochastic Control of Jump Diffusions'' (with

Bernt Øksendal Bernt Karsten Øksendal (born 10 April 1945 in Fredrikstad) is a Norwegian mathematician. He completed his undergraduate studies at the University of Oslo, working under Otte Hustad. He obtained his PhD from University of California, Los Angeles ...

, 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 by Richard Bellman, as part of a series of new ...

'' 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 21st-century French women mathematicians 21st-century French mathematicians Control theorists Mathematical economists