Home page of the Marie Curie ITN - Brest team 

Marie Curie Initial Training Network (ITN)

Call: FP7-PEOPLE-2007-1-1-ITN, no. 213841-2

Deterministic and Stochastic Controlled Systems and Applications

Brest Team

Members of the Brest team:

Rainer Buckdahn Scientific/technical co-ordinator of the network
Professor, Lab. of Mathematics, UBO
Pierre Cardaliaguet Professor, Lab. of Mathematics, UBO
Marc Quincampoix Professor, Lab. of Mathematics, UBO
Pierre Ailliot Assistant Professor, Lab. of Mathematics, EURIA, UBO
Catherine Rainer Assistent Professor, Lab. of Mathematics, EURIA, UBO
Hervé Le Borgne Assistant Professor, Director of EURIA, UBO
Jacques Janssen Professor, CESIAF, Bruxelles, and EURIA, UBO
Ying Hu
Professor, Lab. of Mathematics, Rennes1
Khaled Bahlali Assistant Professor, Lab. of Mathematics, Toulon
Stefan Blei
Experienced Researcher (Post Doctorate)
Matteo Bedini
Early Stage Researcher (PhD Student)
Christine Gruen
Early Stage Researcher (PhD Student)
Shuai Jing
Early Stage Researcher (PhD Student)
Qian Lin
Early Stage Researcher (PhD Student)
Tianyang Nie
Early Stage Researcher (PhD Student)
Liangquan Zhang Early Stage Researcher (PhD Student)
Elodie Thirion
Project Manager

Industrial partner: CMB (Crédit Mutuel de Bretagne, bridge head of the group CM Arkea, 2nd regional bank and finacial group in finance.)


The collective and individual expertise of our team covers a large number of research areas, namely:

  • Stochastic control theory and differential games, backward stochastic differential equations (BSDEs), viscosity solutions of stochastic differential equations (SDE’s) (R. Buckdahn)
  • Optimal control and differential games, calculus of variations, front propagation (P. Cardaliaguet)
  • Optimal control theory and differential games, differential inclusions and equations, fixed point theorems, stochastic control, viability (M. Quincampoix)
  • Hidden Markov models, environmental statistics (P. Ailliot)
  • BSDEs, Azéma’s Martingale, stochastic viability, stochastic differential games (C. Rainer)
  • BSDEs, probabilistic methods for PDEs, control and optimisation, finance, potential theory (Y.Hu)
  • SDEs, BSDEs, Martingale representation and stochastic optimal control (K.Bahlali)
  • Spatial and space-time statistics, hidden Markov chain models in statistics (P.Ailliot)
  • Mathematical finance, actuarial mathematics (J.Janssen)

More information concerning the Brest team:

Members of the Brest team
Training programme in Brest
Available positions in our network   How to contact us ?