Presentation

Christophette Blanchet obtained her PhD in 2001 and became a lecturer in applied probability and statistics. She obtained her Habilitation to direct research in 2016.

Research projects

  • Stochastic process (Reach time, Oscillating diffusions)
  • Stochastic control (Retrograde Stochastic differential equation, Hamiltonjacobi-Bellman equation)
  • Kriging and robust optimization

Training activities

  • Probability and Statistics, Applied Analysis, Numerical Analysis
  • Financial Mathematics