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Mathematical works

Below is the list of the mathematical reseach works that I have achieved during my career. My reaserch topics mostly deal with probability theory and analysis, with a special taste for questions inspired by physics: you may find a more detailed description of these topics here.

Articles published in scientific journals

Because of laws on copyright, unfortunately I cannot broadcast on the web the final versions of my articles as they were published by the journals—only my prepublications. However, I own a copy of the .pdf of these final publications: if you do not manage to get them online, you may write to me personally so that I send the files to you.

  1. (2008) A probabilistic Approach to Carne's Bound.
    Potential Analysis #29, pp. 17-36.
    article — preprint — BibTeX

  2. (2009) Some Ideas About Quantitative Convergence of Collision Models to Their Mean Field Limit.
    Journal of Statistical Physics #136(6), pp. 1105-1130.
    article — preprint — BibTeX.

  3. (2010) Quelques problèmes d'inspiration physique en théorie des probabilités.
    Ph.D. thesis at École Normale Supérieure de Lyon, order number 596
    memoir — local copy — BibTeX

  4. (2013) Sharp equivalence between ρ- and τ-mixing coefficients.
    Studia Mathematica #216(3), pp. 245-270.
    article — preprint — BibTeX

  5. (2015) Fractional Brownian motion satisfies two-way crossing.
    Bernoulli #23(4B), pp. 3571-3597.
    article — local copy — BibTeX

  6. (2018) Comparison between W2 distance and Ḣ−1 norm, and Localization of Wasserstein distance.
    ESAIM: COCV #24(4), pp. 1489-1501.
    article — preprint — BibTeX

  7. (2018; with C. Czichowsky, W. Schachermayer & J. Yang) Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs
    Finance and Stochastics #22, pp. 161-180.
    article — preprint — BibTeX

Preprints and works in progress

  1. Tensorizing maximal decorrelations, 165 pp.


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