Post-Doc Position in Mathematics: Probability and applications

The post-doc researcher will work in the framework of the ERC AdG project ELISA (Exploration for Large Interacting Systems of Agents), directed by Professor François Delarue. This ERC project deals with mathematical theories and numerical tools for mean field models, which are used to describe the statistical state of a population. This includes mean-field models for which the population state is itself random. A key objective is to show that randomization can enable a form of exploration, with theoretical and numerical advantages and benefits in statistical learning. Applications include mean-field models of rational agents, such as mean-field control problems or mean-field games. The post-doc researcher will work on one of the project's axes. This is a full-time position, for 2 years. Candidates should have a PhD in mathematics or applied mathematics, with a strong background in probability and stochastic calculus. They must have demonstrated their ability to work independently and to publish in well-established international journals of mathematics or applied mathematics. Programming skills will be appreciated but are not mandatory. Knowledge in partial differential equations will also be appreciated. Université Côte d'Azur offers certain facilities. In particular, new researchers can benefit from a temporary accommodation of 1 to 3 months at the Faculty Club of Nice. The position will be open from September 1st 2022. Applicants may contact François Delarue (francois.delarue@univ-cotedazur.fr) for any questions. Applications should include: a letter of motivation, curriculum vitae, transcripts of graduate degrees, PhD viva reports (if available), PhD diploma and at least two reference letters. They should be sent to François Delarue.

Last updated: 1 May 2022