Welcome to the website of the Mathematical Research Group


The Math Research Group (MRG) is an entity of CentraleSupélec that gathers researchers in mathematics specializing in measurement theory, probability and partial differential equations.

The members of MRG are also members of the Fédération de Mathématiques de CentraleSupélec and of the Graduate School de Mathématiques of the University of Paris-Saclay.

Their PhD students are students of the Ecole Doctorale de Mathématiques Hadamard (EDMH).

Research topics of the group :

  • Analysis of partial differential equations (hyperbolic, parabolic, kinetic).
  • Harmonic analysis and geometric measure theory (fractal analysis).
  • Numerical analysis (schemes for SPDEs, for kinetic equations, long time schemes).
  • Stochastic analysis (rough paths, Fokker-Planck equation).
  • Regularity of stochastic processes (fractional processes).



Permanent members:

Associated members:

  • Ludovic Goudenège, junior researcher CNRS HDR (Fédération de Mathématiques de CentraleSupélec FR CNRS 3487)
  • Aline Lefebvre-Lepot, senior researcher CNRS (Fédération de Mathématiques de CentraleSupélec FR CNRS 3487)

Phd students and post-docs:

  • Adrien Béguinet, PhD student since 2020
  • Théo Belin, doctorant depuis 2021
  • Kren Bozanian, doctorant depuis 2023
  • El Mehdi Haress, doctorant depuis 2021
  • Jérémy Kalfoun, doctorant depuis 2022

Past members:

  • Lukas Anzeletti, PhD student (2020-2023)
  • Jules Pertinand, post-doc student (2023-2024)

February's theorem



PhD offers

  • Global behaviour of singularly interacting particle systems  (Alexandre Richard) sujet sur adum

Last publications

  • On the discrete-time simulation of the rough Heston model, A. Richard, X. Tan and F. Yang. SIAM J. Fin. Math. 14(1):223-249, 2023. arXiv
  • A lattice approach to the Beta distribution induced by stochastic dominance: Theory and application, Y. Braouezec and J. Cagnol, Journal of the Operational Research Society 2022
  • A nonlocal electron transport model in the diffusion scaling of hydrodynamics, O. Michel, R. Duclous, P.-E. Masson-Laborde, C. Enaux, P. Lafitte, Physics of Plasmas 30, 2023
  • Moving average options: Machine Learning and Gauss-Hermite quadrature for a double non-Markovian problem. L. Goudenège, A. Molent, and A. Zanette. European Journal of Operational Research, 303(2), 2022.
  • Regularity of an abstract Wiener integral, B. Hannebicque, É. Herbin, Stochastic Processes and their Applications, Volume 154:154-196, 2022.