Selected Topics in Malliavin Calculus
Laurent Decreusefond - Hardback
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Laurent Decreusefond is a former student of Ecole Normale Supérieure de Paris-Saclay. He received the Agrégation in 1989, his PhD in 1994 and his Habilitation in 2001 in Mathematics. He is now a full professor of Mathematics at the Institut Polytechnique de Paris, one of the most renowned French research and teaching institutions.
His research topics are twofold. The theoretical part is devoted to Malliavin calculus and its applications. He is the author of a highly cited paper about fractional Brownian motion that paved the way to a thousand research articles. Recently, he has been interested in the functional Stein-Malliavin method, which gives the convergence rate in functional limit theorems.
On a more applied part, he proposed new paradigms for stochastic modelling of telecom systems, including stochastic geometry and random topological algebra.
He coauthored several papers that gave a new approach to the coverage analysis of cellular systems. The performance of some of the algorithms so defined may be analysed with mathematical tools coming from the Malliavin calculus, such as concentration inequalities.