 Invited speaker at the Abel Symposium 2016. August 1619, 2016, Barony Rosendal (Norway).
 Invited speaker at a special session about probability theory, at the first joint meeting of the Brazilian and Italian mathematical societies, Rio de Janeiro, August 29September 2, 2016.
 Invited Speaker Royal Statistical Society meeting on "Recent Progress in the Central Limit Theorem", to take place on June 22, 2016, in Bristol, UK
 Invited speaker at a special session on Stein's method at the 9th World Congress of Probability and Statistics, July 1115 2016, Fields Institute, Toronto, Canada
 Invited speaker at the conference "Advances in Statistics, Probability and Mathematical Physics. A conference in honour of Eugenio Regazzini". June 1011, 2016, Pavia (Italy).
 Invited speaker at the conference "Stochastic Geometry and its Applications", April 68 2016, Nantes (France).
 May 35, 2016. Invited speaker at the colloquium "Random Waves in London". King's College, London.
 March 10, 2016. Colloquium in Lille.
 January 20, 2016. Talk at IMUB, Barcelona.
 November 18, 2015. Colloquium of the Mathematics Department of the University of Rome Tor Vergata.
 Invited speaker at a round table about the Future of Probability Research at a conference in honour of F. Thomas Bruss. Bruxelles, September 1011, 2015.
 Invited speaker at a special session about Stein's method: SPA 2015, Oxford, July 1317, 2015.
 Invited speaker at a special session about Compressed sensing: SPA 2015, Oxford, July 1317, 2015.
 Invited speaker at a section about Integration by parts and convergence in total variation, at the 30th European Meeting of Statisticians. Amsterdam, The Netherlands, July 610, 2015.
 Organiser of a special invited session about Recent progresses in Stein's method at the 30th European Meeting of Statisticians. Amsterdam, The Netherlands, July 610, 2015.
 Member of the scientific committee and speaker at the Workshop "New Directions in Stein's Method", IMS Singapore, 1829 May 2015.
Talk at ICMAT, Madrid, Spain. February 19, 2015. Talk at the working group CTop, IHP, Paris, France. January 8, 2015. Invited speaker at the workshop " Probabilistic and geometric facets of high dimensions", Bochum, Germany, October 910, 2014. Invited speaker at a special session about "Directional Statistics", ERCIM Conference 2014, Pisa, Italy, December 68, 2014.
 Course (and a talk) in the framework of the special month "Kinetics, non standard diffusions and stochastics: emerging challenges in the sciences", May 89, 2014, UT Austin (USA)
 Invited speaker at the VII Conference on HighDimensional Probability, May 2631, 2014. Institut d'Études Scientifiques de Cargèse (IESC).
Invited speaker at the workshop on Limit Theorems in Dynamics and Application, CIRM, Luminy, France. July 711, 2014  March 6, 2014: talk at Bocconi University, Milan.
 Invited speaker at the special session ''Stochastic processes in noncommutative probability". AMS Western Spring Sectional Meeting. April 56, 2014, Albuquerque, New Mexico, USA.
 Talk: "Entropic CLTs on a Gaussian space". München, April 25, 2013.
 Invited speaker at the conference Probabilistic and statistical techniques for cosmological applications. Rome, June 57, 2013.
 Invited speaker at SGSIA 2013. Torun, Poland. June 1014, 2013
 Institut MittagLeffler; Stockholm, Sweden. June 2428, 2013.
Meeting of the ANR project `Malliavin, Stein and Stochastic Equations with Irregular Coefficients', Paris. January 78, 2013.  Together with Matthias Reitzner, I organize a miniworkshop in Oberwolfach, about stochastic analysis for point processes, with applications in stochastic geometry. February 1016, 2013. The slides of some talks are online, here.
 Invited speaker at the Statistics Seminar of Collegio Carlo Alberto, Moncalieri (Turin, Italy). March 1, 2013.
 Invited speaker at a two days conference on stochastic analysis at Humboldt University, Berlin. November 1617, 2012
 Together with Roland Speicher, I was a main speaker at the ''XVIII Incontro Italiano di Combinatoria Algebrica", Matera, September 912, 2012.
 Invited professor at the University of Paris 5, May 29June 1, 2012.
Plenary speaker at the first joint meeting of the Belgian Mathematical Society (BMS), the Royal Spanish Mathematical Society (RSME) and the Luxembourg Mathematical Society (SML). Liège, Belgium; June 68, 2012.  Invited speaker at the session "Modern Applications of Malliavin Calculus" at the 8th World Congress in Probability and Statistics, Istanbul, Turkey, July 914, 2012.
 Plenary speaker at the "Journées MAS 2012", ClermontFerrand, August 2931, 2012.
 Plenary speaker at the "Seminar on Stochastic Processes 2012", to be held in Kansas, March 2224, 2012.
 Invited speaker at a conferece about longrange dependence, selfsimilarity and heavy tails, in honour of Prof. M.S. Taqqu, to be held on April 1921, 2012, in the Research Triangle Area, North Carolina, USA.
 Invited speaker at the "Stan Days 2012", Nancy; May 911, 2012.
 I delivered a course about Stein's method at the Université Libre de Bruxelles, on March 1214, 2012.
 Cours au Collège de France, le 13 Février 2012  dans le cadre de cet événement.
 I delivered a talk at Osnabrück University (Germany), on November 11, 2011.
 Invited speaker at the "Workshop on Ambit Stochastics", Sandbjerg (DK), September 1114, 2011.
 Keynote speaker at the workshop "Geometry and Physics of spatial random systems", Bad Herrenalb, 2629 July 2011.
 I have organized a special invited section about "New perspectives of Malliavin calculus" at the 35th SPA conference, held in Oaxaca, Mexico. June 1924, 2011.
 Invited speaker at the "Meeting on Selfsimilarity and Related Fields", LeTouquetParisPlage, June 610, 2011.
 I gave a talk at the Stochastic Analysis Seminar of Warwick University, March 16, 2011.
 Invited speaker at the Conference "Malliavin Calculus and Stochastic Analysis", held in honor of D. Nualart at Kansas University, March 1921, 2011.
 Invited speaker at the Workshop on Malliavin Calculus for Jump Processes, Marne la Vallée, November 1820, 2010.
 I gave the Inaugural Lecture of the Ph. D. Program in Mathematics and Statistics of Pavia University, on November 25, 2010.
 Exposé "Ustatistiques et processus d'urne: une caractérisation des lois de Dirichlet", Séminaire de Nancy, 21 Octobre 2010
 Invited speaker at a special session on Malliavin calculus, at the conference Probability and Stochastic Processes, Indian Statistical Institute, Bangalore, August 1317, 2010.
 Invited speaker at the 10th Vilnius Conference on Probability Theory and Mathematical Statistics. Vilnius, June 28  July 2, 2010
 Exposé : "Universalité du chaos de Wiener". Université de Rennes, 15 février 2010
 Une belle matinée mathématique, en occasion de mon départ au Luxembourg (merci Ivan et Marc !), à Chevaleret, le 13 janvier 2010
 Exposé : "Méthode de Stein et calcul de Malliavin". Université de Grenoble, 7 janvier 2010
 Exposé: "Universalité du chaos de Wiener". Colloquim du Map5 , Paris, 11 décembre 2009
 Exposé: "Méthode de Stein et calcul de Malliavin". GdT en Probabiltés du Map5, Paris ,11 décembre 2009
 Invited speaker at the Northeast Probability Seminar. New York, November 1920, 2009
 Exposé: "Méthode de Stein, inégalités de Poincaré et universalité". GdT Inegalités fonctionnelles et équations d'évolution, IHP, 26 novembre 2009
 Invited speaker at the event Stochastic Analysis at Purdue  2009. Purdue, September 28  October 2, 2009
 I was in Oxford from August 31 to September 4, 2009
 Invited speaker at the conference New random geometries and other recent developments in probability. Bath, September 711, 2009
 Invited speaker at the International conference on selfsimilar processes and their applications. Angers. July 2024, 2009
 I was in Rome Tor Vergata, from July 6 to July 17, 2009
 I was in Turin on June 2125 2009, attending the (beautiful) 7th Workshop on Bayesian nonparametrics
 Invited speaker at the Conference in the honour of Marc Yor. Paris, June 2627, 2009
 Invited speaker at the conference Nonsemimartingales and related topics. Helsinki, Finland, May 2628, 2009
 Invited speaker at the Workshop on Infinitely Divisible Processes. CIMAT, Guanajuato, Mexico. March 1521, 2009.
 Seminar, University of Zurich, April 1, 2009
 Invited tutorial lectures on "Stein's method and infinitedimensional Gaussian analysis". Progress in Stein's method, Singapore, January 59, 2009.
 Invited speaker at the Workshop on Stein's method. Progress in Stein's method, Singapore, January 1216, 2009.
 Talk: "Stein's method and stochastic analysis on Wiener chaos". Thiele Seminar, Aarhus (DK). April 24, 2008.
 Exposé au Séminaire de Probabilités du LPMA (Paris VI). 13 mai 2008.
 Convegno in onore del Prof. D.M. Cifarelli. Università Bocconi (Milano). 67 giugno 2008.
 Invited speaker at the conference Journées Fractionnaires Parisiennes. Paris, 910 juin 2008.
 Talk: "Stein's method on a Gaussian space". UAB, Barcelona. March 12, 2008.
 Talk: "Highresolution asymptotics on the sphere and ClebschGordan coefficients". Luxembourg University, march 18, 2008.
 Invited speaker at the Workshop on Stein's Method. Singapore, March 31  April 4, 2008.
 Exposé : "La méthode de Stein sur un espace Gaussien: bornes de BerryEsséen et développements de Edgeworth locaux", Université de MarnelaVallée, 11.4.2008.
 Exposé: "La méthode de Stein sur un espace Gaussien". 13 février 2008, GdT Aspects Fractals (Paris VI)
 Invited speaker at the conference Limit Theorems and Applications. Université Paris I, January 1416, 2008.
 Talk : "Pathdependence and stochastic processes", Boston University. October 25, 2007.
 Invited talk: "Highfrequency asymptotics for subordinated isotropic fields". Conference Probability and Statistics in Science and Technology. Porto, 30th Aug. / 1st Sept. 2007
 Invited talk: "Highresolution asymptotics on the sphere and ClebschGordan random walks". Conference Stochastic Analysis and Related Fields. Toulouse, June 2021, 2007
 Invited talk: "Stable convergence, projection and prediction: the example of fractional processes". ASMDA_2007. Crete, May 28 / June 1st, 2007.Exposé : "Théorèmes à haute fréquence sur un espace homogène : cumulants et convolutions". LPMA, Paris VI. 27 Avril 2007.
 Talk : "Stable convergence of generalized stochastic integrals, and applications to Bayesian survival analysis". Boston University, March 6, 2007
 Exposé : "Convergence faible et stable des fonctionnelles des mesures aléatoires : quelques applications", Toulouse, 27 février 2007
 Exposé : "Théorèmes limites pour les fonctionnelles des mesures aléatoires : une application aux champs aléatoires isotropiques". Université de Evry, 18 janvier 2007.
 Exposé : "Théorèmes limites à haute fréquence pour les champs isotropiques sur les espaces homogènes". CEREMADE, 5 décembre 2006.
 I visited the Department of Mathematics of Warsaw University from Monday, September 25 until Friday, September 29, 2006. I also gave a talk there on September 28, with the title "Pathdependence and chaos".
 I was one of the organizers and speakers of the special session "Stochastic processes and their applications" (july 6, 2006), in the occasion of the joint SIMAISMAISMFUMI meeting "Mathematics and Applications", held in Turin on july 37, 2006.
 Talk : "Convergenza stabile di integrali stocastici generalizzati". Università di Roma Tor Vergata. 27 aprile 2006
 Talk: "Stable convergence of multiple stochastic integrals, I: diagonal measures, cumulants and martingales". Tuesday, February 7, 2006. Boston University, Departement of Mathematics.
 Talk: "Stable convergence of multiple stochastic integrals, II: decoupling, filtrations on Gaussian spaces and applications to statistics". Thursday, February 9, 2006. Boston University, Departement of Mathematics.
 Talk: "Quadratic functionals of Gaussian processes and irreducible group representations". Friday, September 30, 2005. University of Technology in Helsinki. Institute of Mathematics.
 Talk: "On a class of stochastic integrals related to the notion of pathdependence". Wednesday, October 5, 2005. University of Jyva¨skyla¨.Exposé: "Convergence stable sur l'espace de Wiener". Séminaire de l'ENSAE. Jeudi, 30 juin 2005.
 Exposé: "Intégration de Skorohod basèe sur la notion de dépendance trajectorielle". Matinée Calcul Stochastique, Université Paris I. Vendredi, 17 juin 2005.
 Talk: "Anticipative stochastic integration based on the notion of path dependence". Joint session of the Midland Probability Seminars and of the Stochastic Analysis Seminars. University of Warwick, UK. May 25, 2005.
 Invited talk: "Stable convergence on Wiener space, the principle of conditioning and martingale theory", in the occasion of the conference Analytical methods in number theory, Probability and Statistics (Linnik memorial). St. Petersbourg, Russia . April 28, 2005.
 Invited Talk at the conference "Approximation and Probability" (Bedlewo, Poland. September 2024, 2004)Talk for the Bernoulli Conference 2004 (Barcelona, Spain. July 2631, 2004)

