homepage of
Alexis Anagnostakis
Post-doctoral researcher
Université Grenoble-Alpes
Contact info:
alexis.anagnostakis (at) univ-grenoble-alpes.fr
LJK
Bâtiment IMAG
Université Grenoble Alpes
700 avenue Centrale
Domaine Universitaire - 38401 St Martin d'Hères
I am currently a Post-doctoral researcher at the Laboratoire Jean Kuntzmann of the University of Grenoble-Alpes. My main research interests are applied stochastic calculus, singular diffusions and hypoellipticity. I am mostly interested in the short range and long range behavior of diffusions.
A short CV
2022-now: Post-doctoral researcher at the Laboratoire Jean Kuntzmann of the University of Grenoble-Alpes with Pierre Etoré and Clémentine Prieur
2018-2022: PhD thesis at the Institut Elie Cartan, Université de Lorraine under the supervision of Antoine Lejay and Denis Villemonais. (PhD thesis: tel-03846475)
2017-2018: M2 Probabilités et Finance at Sorbonne Universités (Université Pierre et Marie Curie)
2011-2013: M2 Probabilités et Finance at Université Pierre et Marie Curie
2006-2011: Bsc (Hons) at University of Crete
Research
In case this page is not updated, you may find most of my works on google scholar: https://scholar.google.com/citations?hl=en&user=jM6yTlEAAAAJ
Alexis Anagnostakis and Sara Mazzonetto. "Sticky-threshold diffusions, local time approximation and parameter estimation." arXiv preprint arXiv:2403.08754 (2024). [submitted, online version: hal, ArXiv]
Alexis Anagnostakis. "Pricing and hedging for a sticky diffusion." arXiv preprint arXiv:2311.17011 (2023). [submitted, online version: ArXiv]
Alexis Anagnostakis. "Functional convergence to the local time of a sticky diffusion." Electronic Journal of Probability 28 (2023): 1-26. [online version: projecteuclid.org]
Alexis Anagnostakis, Antoine Lejay, and Denis Villemonais. "General diffusion processes as limit of time-space Markov chains." The Annals of Applied Probability 33.5 (2023): 3620-3651. [online version: ArXiv]
Alexis Anagnostakis. Path-wise study of singular diffusions. Diss. Université de Lorraine (Nancy), 2022. [online version: hal]
Conferences
Séminaire CALISTO (Inria), Sophia-Antipolis, Jun 2024
FDM seminar, Freiburg, Feb 2024
Séminaire ISFA, Lyon, Jan 2024
Séminaire MATHRISK (Inria), Paris, Jan 2024
Séminaire de probabilités, ICJ, Lyon 2023
Séminaire de probabilités, Rennes 2022
Journées des probabilités, édition 2022
Singular diffusions: numerical and theoretical aspects (co-organizer), Nancy 2022
German Probability & Statistics Days Mannheim 2021
Bernoulli-IMS One World Symposium 2020
Software
stmca_cpp: Simulation of one-dimentional diffusions via space-time Markov Chain approximations (remote repository: https://gitlab.com/alexganagn/stmca_cpp)
Teaching
Probabilités et statistique, FST-Université de Lorraine, spring 2022
Probabilités, FST-Université de Lorraine, spring 2022
Probabilités 1A, Ecole des Mines de Nancy, fall 2021
Mathématiques pour la biologie, Université de Lorraine - FST, fall 2021
Statistique pour la biologie, Université de Lorraine - FST, fall 2021
Probabilités 1A, Ecole des Mines de Nancy, fall 2020
Méthodes de Monte Carlo, Ecole des Mines de Nancy, spring 2020
Probabilités 1A, Ecole des Mines de Nancy, fall 2019
Méthodes de Monte Carlo, Ecole des Mines de Nancy, spring 2019
Analyse de données, Ecole des Mines de Nancy, fall 2018