Stochastic Analysis

• Stochastic Integrals (stables, Poisson, Wiener-Itô)
  
  
• Concentration and deviation inequalities
  
  
• Convex concentration
  
  

Limit Theorems

• Local invariance principle
  
  
• Convergence in variation
  
  
• Random balls models
  
  
• Longest increasing subsequences in random words
  
  

Regularity of Stochastic Functionals

• Malliavin calculus
  
  
• Stratification and superstructure methods
  
  
• Absolute continuity of laws
  
  
• Convergence in variation of laws
  
  

Links:

• Training to agrégation option proba&stat : EdT, Ressources
• Irmar
• Department of Mathematics
• Center of Mathematics Henri Lebesgue

• Stable multiple integrals
  
  
  
  
  
  
  
  
  
• Stable deviations