I am a doctoral student in mathematics at Laboratory of Mathematics and their Applications in Pau (LMAP), in the Analysis, Geometry, and Applications team.
My thesis is supervised by Charles-Édouard Bréhier and Marc Dambrine.
Research interests : Stochastic numerical schemes, Stochastic differential equations, Stochastic partial differential equations, Modified equations.
My work focuses on the study of numerical schemes for stochastic differential equations and stochastic partial differential equations (long-time error analysis).
I am also interested in the asymptotic study of modified stochastic differential equations and modified stochastic partial differential equations.
Finally, I am studying the analysis of Kolmogorov equations in finite and infinite dimensions for weak error analysis.
Email : nassim.en-nebbazi@univ-pau.fr
Office : Bâtiment IPRA 2, Bureau 122
Université de Pau et des Pays de l'Adour
CV : [PDF french] [PDF english]
LinkedIn : Profil