Biography
Since October 1, 2025, I have been a 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 - françaisEducation
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2025-Present — Lecturer and Researcher | Finance and Applied Mathematics.
DVRC / ESILV
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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.
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2019-2020 — First year Master Project: Morphogenesis and regeneration of organisms — creation of patterns with Turing theory and the use of a hysteresis loop.
Supervised by Thomas Lepoutre.
Teaching
2025–Present Advanced Probability (M1).
ESILV – Pôle Léonard de Vinci
2025–Present Stochastic Calculus (M1).
ESILV – Pôle Léonard de Vinci
2025–Present Simulation Methods (M1).
ESILV – Pôle Léonard de Vinci
2025–Present Machine Learning and Asset Management (M1).
ESILV – Pôle Léonard de Vinci
2025–Present Extreme Value Theory, Dependence Modeling and Game Theory (M1).
ESILV – Pôle Léonard de Vinci
2025–Present Statistics (L3).
ESILV – Pôle Léonard de Vinci
2025–Present Numerical Probability (L3).
ESILV – Pôle Léonard de Vinci
2025–Present Supervision of 4 Actuarial Master's Theses.
ISUP – Sorbonne University
2024–2025 Introduction to Stochastic Calculus (M2).
ENSTA
2022–2024 Tutorials in Advanced Mathematics (M1).
École Centrale de Lyon
2021–2024 Tutorials in Numerical Analysis (L3).
École Centrale de Lyon
2021–2024 Tutorials in Applied Analysis (L3).
École Centrale de Lyon
2018–2019 Bachelor Tutoring (L1–L2).
Université Claude Bernard Lyon 1
Talks and Contributions
2025 — Séminaire Probabilités et Statistiques, In Nancy. Slides
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
Research Funding
2026 – SMAI BOUM Project (700€)
With Maxime Estavoyer
Project: Exploring Waddington's Landscape through Stochastic Modeling and scRNA-seq
Interdisciplinary project on mathematical modeling of cellular dynamics using single-cell transcriptomics data, combining stochastic analysis, dynamical systems, and developmental biology.
Publications and Preprints
[5] S. Mazzonetto, B. Nieto, Existence and uniqueness for singular stochastic differential equations with piecewise well-behaved coefficients, Submitted, 2026.
[4] C. Blanchet-Scalliet, D. Dorobantu, B. Nieto, On the distribution of the first exit time from an interval of a threshold Ornstein-Uhlenbeck process, Submitted, 2025.
[3] S. Mazzonetto, B. Nieto, Parameters estimation of a Threshold CKLS process from continuous and discrete observations, in "Scandinavian Journal of Statistics", 2024.
[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.
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:
ESILV – Pôle Léonard de Vinci
12 Avenue Léonard de Vinci
92916 Paris La Défense, France