Selected Lectures
Machine learning and stochastic control,
34th Jyväskylä Summer school, Lectures, August 4-15, 2025
Nelder Fellow Lectures, Imperial College London, May 2025
Oxford-Berlin Summer School in Mathematics of Random Systems, September 2024
Summer School, Gaeta, Italy, May 2024
VanEenam Lectures, Ann Arbor University, April 2022
Plenary lecture given at the Vienna Congress on Mathematical Finance, (VCMF) Educational Worlshop, Vienna, September 2019
Control of stochastic McKean-Vlasov and financial applications, [pdf]
Plenary talk given at the 9th world congress of the Bachelier Finance Society, New York, july 2016
BSDEs and Applications: overview and recent advances, [pdf]
Lecture given at Dublin university, june 2014
Summer school on Stochastic control and related PDEs, Milano, June -July 2011.
Stochastic control and applications in finance, [pdf].
Lectures given at the Autumn school on ``Stochastic Control Problems for FBSDEs and Applications'' Marrakech, December 1- 18, 2010, and at the Academia Sinica, Taiwan, May 2010.
Large deviations in finance, [pdf].
Lectures given at the third SMAI European school in Financial Mathematics, Paris, August 23-27, 2010.
Contrôle stochastique: un outil d'aide à la décision pour la gestion des risques, [pdf].
Conference given at the award ceremony of the Acacademy of Sciences, Collège de France, December 12, 2008.
Optimal Quantization methods in nonlinear filtering and applications to finance, [pdf].
Talk given at the Symposium on Optimal Quantization and Applications to Mathematical Finance, Paris, September 1-2, 2008.