My research interests are in Probability Theory and Applications and in some aspects of Mathematical Finance, Quantitative Biosciences and Statistics.
I was also often responsible for the Stochastics Seminar and was a previous co-organizer of the Annual Southeast Probability Days. I initiated the Georgia Tech Mathematical Finance and Financial Engineering Seminar.
I like to visit CIMAT in Mexico and, since my days as a post-doc at
CEREMADE,
I enjoy visiting Paris,
where I have had months long visits at École Centrale Paris,
École
Nationale des Ponts et Chaussées, École
Normale Supérieure de
Cachan,
INRIA,
Laboratoire de
Probabilités et Modèles Aléatoires,
École
Normale Supérieure,
Université de Paris-Est,
Université de Paris-Nord, and
Université de Nice.