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Emmanuelle Clément

LAMA UMR 8050 - Université Gustave Eiffel

5 Bld Descartes Champs sur Marne 77454 Marne-la-Vallée Cedex 2 FRANCE Bâtiment Copernic 4B071 E-mail : emmanuelle.clement@univ-eiffel.fr

Research project

• 2022-2026 : PRC EFFI Efficient inference for large and high-frequency data ANR-21-CE40-0021-02
  

Research interests

• Discretization of SDE's : strong error, weak error, coupling
  
• Statistics for stochastic processes : estimation from discrete time observations, LAMN property, convolution theorem
  
• Malliavin calculus for jump processes : existence and regularity of the law
• Large deviations-moderate deviations
  
• Mathematical finance