Teaching
On set-valued intertwining duality for diffusion processes (lecture 1)
On set-valued intertwining duality for diffusion processes (lecture 2)
On set-valued intertwining duality for diffusion processes (lecture 3)
On set-valued intertwining duality for diffusion processes (lecture 4)
Mini-lectures given at the conference Intertwining between Probability, Analysis and Statistical Physics at Singapore in August 5-15, 2024.
On links between quantitative ergodicity and absorption
Mini-lectures given at the meeting of the ANR Stab which took place at Paris
in November 25-27, 2015.
On the convergence of stochastic algorithms
The draft (in PalucheTeX) of the lectures given at the IFCAM Summer School in Bangalore (India) in July 2014. They presented stochastic some algorithms finding Fréchet means on Riemannian manifolds (joint work with Marc Arnaudon), as well as the principles of simulated annealing on which they are based.
Processus de Markov inhomogènes finis
All the structural preliminaries (except French) needed about finite time-inhomogeneous Markov processes before working more seriously with them: Markov property, canonical set of trajectories, generators, semi-groups, invariant and reversible measures, martingale problems, Girsanov’s type transformations, probabilistic construction, the example of generalized simulated annealing etc.