Research

Publications

[1] Nonparametric estimation of an integral transform of the transition density for diffusion processes, ESAIM: Probability & Statistics, to appear (2026)

Preprints

• January 2026 - Nonparametric estimation of the transition density in dependence of time
• April 2025 - Nonparametric estimation of an integral transform of the transition density for diffusion processes

Theses

• (coming soon…)

Talks (upcoming)

• 21. Doktorand:innentreffen der Stochastik 2026 (Justus Liebig Unviersität Giessen), August 2026: Nonparametric estimation for hypoelliptic diffusion processes

• DYNSTOCH meeting (Chalmers University of Technology), June 2026: Nonparametric estimation of the transition density in dependence of time

• 57èmes Journées de Statistique de la SFdS (Université Clermont Auvergne), June 2026: Nonparametric estimation of the transition density in dependence of time

• Groupe de Travail des Éphémères (MAP5, Université Paris Cité), May 2026: Nonparametric estimation of the transition density for diffusion processes

• 56èmes Journées de Statistique de la SFdS (Aix-Marseille Université), June 2025: Nonparametric estimation for an integral transform of the transition density

• Groupe de Travail des Éphémères (MAP5, Université Paris Cité), April 2025: Nonparametric estimation of an integral transform of the transition density for diffusion processes

Conferences attended

• Statistical Inference for Particle Systems (Institut Henri Poincaré, Université Évry Paris-Saclay), April 2026

• Journées de Statistique Mathématique 2026 “Learning (and) statistics with Talagrand” (Institut de Mathématique d’Orsay, Université Paris-Saclay), January 2026