Agnès Sulem

Also named Agnès Sulem-Bialobroda, known as a violinist for the Rosamonde Quartet

Agnès Sulem (born 1959)^[1] 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.^[2]

Career

She is a director of research at the French Institute for Research in Computer Science and Automation (INRIA) in Paris, where she heads the MATHRISK project on mathematical risk handling.^[3] 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 (with Bernt Øksendal, Springer, 2005; 2nd ed., 2007; 3rd ed., 2019).^[4] Sulem is also an associate editor at the Journal of Mathematical Analysis and Applications and at the SIAM Journal on Financial Mathematics.