Biography
Since October 1, 2025, I have been an Assistant Professor (Lecturer-Researcher) in Applied Mathematics with a focus on Finance at ESILV – De Vinci Research Center (DVRC), Paris, France.
My main research topics are centered around stochastic analysis and statistics of diffusion processes:
Stochastic Analysis : Hitting times density, local time, SDEs with singular coefficients, strong existence and uniqueness.
Statistics of diffusion process: Likelihood, Quasi-Likelihood, CLT, Mixing, Test.
Analysis : Spectral decomposition, Parabolic cylinder function.
Curriculum Vitae CV - français
Education
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2024-2025 : Postdoctoral researcher | Applied Mathematics, Decentralized Finance and Blockchain: Modeling and Analysis in the Context of Uniswap V2 under the supervision of Emmanuel Gobet.
CMAP / École Polytechnique
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2021-2024 : PhD | Applied Mathematics, Ornstein-Uhlenbeck processes with constant piecewise coefficients under the supervision of Christophette Blanchet-Scalliet and Diana Dorobantu.
Institut Camille Jordan / École Centrale Lyon
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2020-2021 : Master 2 | Maths en action, option: Mathematics for Biology and Medicine.
Université Claude Bernard Lyon 1
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2019-2020 : Master 1 |Applied mathematics and statistics.
Université Claude Bernard Lyon 1
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2016-2019 : Bachelor's degree | General Mathematics and Applications.
Université Claude Bernard Lyon 1
Academic projects
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2021 : Master thesis - Estimation of the drift and volatility of an oscillating Ornstein Uhlenbeck process. Supervised by Christophette Blanchet-Scalliet, Diana Dorobantu.
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2020-2021 : Second year Master Project - Sensitivity analysis for optimization with variable selection. Supervised by Christophette Blanchet-Scalliet, Céline Helbert.
2019-2020 : First year Master Project - Morphogenesis and regeneration of organisms Creation of patterns with Turing theory and with the use of a hysteresis loop. Supervised by Thomas Lepoutre.
Teaching
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2018-2019 Bachelor tutoring (L1-L2).
Université Claude Bernard Lyon 1
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2021-2024 Tutorials in Numerical Analysis (L3).
École Centrale de Lyon
2021-2024 Tutorials in Applied Analysis (L3).
École Centrale de Lyon
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2022-2024 Tutorials deepening of mathematics (M1).
École Centrale lyon
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2024-2025 Introduction to Stochastic Calculus (M2).
ENSTA
Talks and Contributions
2024 : Séminaire Probabilités-Statistiques-Contrôle , In Palaiseau.Slides
2024 : Séminaire de Probabilités , In Evry.Slides
2024 : Stochastic Analysis Seminar , In Jena, Germany.Slides
2024 : Séminaire de Statistique et Optimisation , In Toulouse.Slides
2023 : Colloque Jeunes Probabilistes et Statisticiens , In Ile-d'Oléron.Slides
2023 : INFORMS Applied Probability Society conference, In Nancy.Slides
2023 : Les journées de probabilités, In Anger.Slides
2022 : Seminar Team Inria PASTA, In Nancy.Slides
2022 :Seminars Lyon-Lausanne ISFA, In Lyon.Slides
2022 : Workshop on Singular diffusions : theoretical and numerical aspects, In Nancy.Slides
[2] - C. Blanchet-Scalliet, D. Dorobantu, B. Nieto, A pseudo-likelihood estimator of the Ornstein-Uhlenbeck parameters from suprema observations , in "Statistical Inference for Stochastic Processes" , 2023. PDF Link
[3] - S. Mazzonetto, B. Nieto, Parameters estimation of a Threshold CKLS process from continuous and discrete observations , in revision , 2024. PDF Link
PhD thesis
- Multi-Mean Reverting Processes: Analytical and Statistical Approaches. PDF Slides
Jury: Stefan Ankirchner, Christophette Blanchet-Scalliet (supervisor), Diana Dorobantu (supervisor), Ahmed Kebaier (reviewer), Adeline Leclerc Samson, Antoine Lejay (reviewer), Paolo Pigato, Anthony Réveillac (president).
Contact
Location:
École Polytechnique :
Office 053094, CMAP,
Route de Saclay, 91120 Palaiseau
Email:
benoit.nieto@devinci.fr
Call:
+33(0) 1 69 33 46 41