Agnès Sulem

Agnès Sulem is a French applied mathematician whose research topics include stochastic control, jump diffusion, and mathematical finance.

Education

Sulem earned a Ph.D. in 1983 at Paris Dauphine University, with the dissertation Résolution explicite d'Inéquations Quasi-Variationnelles associées à des problèmes de gestion de stock supervised by Alain Bensoussan.

Career

She is a director of research at the French Institute for Research in Computer Science and Automation in Paris, where she heads the MATHRISK project on mathematical risk handling. She is currently a professor at the University of Luxembourg in the Mathematics department. She is a coauthor of the book Applied Stochastic Control of Jump Diffusions. Sulem is also an associate editor at the Journal of Mathematical Analysis and Applications and at the SIAM Journal on Financial Mathematics.