Research
Research
I'm passionate about mathematics, particularly in areas that delve into the complexities of uncertainty and randomness. My expertise lies in stochastic processes, where I've specialized in understanding the intricate behaviors of systems influenced by randomness, such as McKean-Vlasov equations with common noise and interacting particle systems. I've also focused on high-dimensional and nonparametric statistics, exploring how to make sense of vast data sets without strict parametric assumptions. My work has consistently aimed at uncovering convergence rates, asymptotic behavior, and the nuances of random measures
Some remarks on the long time behaviour of Stochastic McKean-Vlasov Equation with common noise, R. Maillet, In revision, Annals of Applied Probability, - https://arxiv.org/pdf/2306.16130.pdf;
Estimation of the invariant measure of a multidimensional diffusion from noisy observations, R. Maillet, G. Szymanski, Under Submission - https://arxiv.org/abs/2404.12181;
Ergodicity of some stochastic Fokker-Planck equations with additive common noise, F. Delarue, R. Maillet, E. Tanré, In revision, Annals of Institut Henri Poincaré (B) - https://arxiv.org/pdf/2405.09950
Capital Fund Managment - Paris, France 2024
Groupe de Travail des Ephémères - Paris Cité University, France 2024
Young Researchers Seminar - Paris Dauphine Université , France 2024
Journées MAS - Poitiers, France 2024
Seminari di Probabilità e Finanza - Padova, Italy 2024
52nd Probability Summer School - Saint-Flour, France 2024
Séminaire de Vulgarisation - Université d'Orsay, France 2024
Matinées du Ceremade - Paris Dauphine University, France 2024
Rencontres Statistiques du Ceremade - Paris Dauphine University, France 2023
Young Researcher Seminar- Paris Dauphine University, France 2023
Edinburgh University Probability Seminar - Edinburgh, United Kingdom 2023
StatML Summer School on Reinforcement Learning - Great Missenden, United Kingdom 2023
51th Probability Summer School- Saint Flour, France 2023
Young Reaserchers Days - Paris Dauphine University, France 2023
Groupe de Travail des Ephémères - Paris Cité University, France 2023
Journées des Statistiques - Lyon, France 2022
The 9th International Colloquium on BSDEs and Mean Field Systems - Annecy, France 2022