Mamadou Pathe LY
Evolutionary and Integrodifferential equations,
Diffusion Models and applications,
Affine processes
Ph.D. in Stochastic Analysis, 2021-2024
Gaston Berger University, Saint Louis, Senegal.
Master in Mathematical Modeling and Scientific computing, Gaston Berger University, Saint Louis, Senegal.
Advisor: Mamadou Abdoul Diop.
Bsc in Applied Maths and computer science, 2013-2016 Gaston Berger University, Saint Louis, Senegal.
I defended my doctoral thesis in stochastic analysis and control theory in May 2024 under the supervision of Prof. Mamadou Abdoul Diop and Prof. Khalil Ezzinbi.
My research focuses on nonlocal (in time and space) and nonlinear stochastic partial differential equations, which describe models with memory effects, and interacting particle diffusion. These equations arise in diverse areas such as mathematical physics, biology, finance, and social sciences.
I am currently working on two projects :
The first concerns stability and metastability in nonlinear and nonlocal Fokker-Planck dynamics, which I began at Imperial College London during my research stay.
The second concerns infinite-dimensional affine semi-martingales with stochastic discontinuities, in collaboration with the University of Freiburg, Germany.
I hail from the cosmopolitan village of Herico Torobhe in Guinea, situated between the sub-prefectures of Niagara and Timbo. In 2006, I moved to Conakry for my secondary education, where I earned a Baccalaureate in Natural Science. I then pursued my higher education in Applied Mathematics at Gaston Berger University in Saint Louis of Senegal, where I earned my Bachelor's, Master's, and doctoral degrees, culminating in a postgraduate research stay at Imperial College London.
Summer School: A-PIC 2025: Probability, Information, Computing (2025), at College of Science and Technology, University of Rwanda, Kigali. 24th-28th Nov. 2025.
New trends and applications around generalized Fokker-Planck operators, at Bernoulli Center in Lausanne from 16 Jun to 11 July 2025.
Foundational Methods in Data Science, March 19, 2023 to April 8, 2023, Quantum Leap Africa, AIMS Rwanda, Kigali.
2022 CIMPA school: Partial differential equations (PDE), calculus of variations, 29 August–9 September 2022 / IMSP - Dangbo (Benin).
Imperial College London, UK
Quantum Leap Africa, Rwanda
IMSP, Benin