Since August 2021, I am a postdoctoral researcher at Princeton University, in the Operations Research and Financial Engineering (ORFE) department. Pior to joining ORFE, I obtained my PhD at INRIA Sophia-Antipolis, under the direction of Etienne Tanré and Romain Veltz, in the TOSCA team.
PhD project: I studied mathematically models of spiking neurons. The neurons interact through spikes.
The dynamics of each neuron is stochastic and can be described using Point processes / Jump processes.
In the limit of large networks, the model can be reduced to a (stochastic) Mean-Field equation (McKean-Vlasov equation).
I studied its long time behavior, using both probabilistic and deterministic tools.