• Juan Jimenez (2021-present). Thesis: TBA
• Xiao Liang (2020-present). Thesis: Smoothness with respect to noise parameters for parabolic/hyperbolic Anderson model with regular or rough noise in space.
• Becem Saidani (2015-2019). Thesis: “Construction and approximation of stable Lévy motion with values in the Skorohod space“.
• Cheick Bécaye Ndongo (2012-2016). Thesis: “Equations aux dérivées partielles stochastiques avec bruit de Lévy“
• Luai Al Labadi (2008-2012). Thesis: “On new constructive tools in Bayesian non-parametric inference“. Co-supervised with Mahmoud Zarepour.
• Laura Dumitrescu (2006-2011). Thesis: “Asymptotic results for some longitudinal regression models“. Co-supervised with Ioana Schiopu-Kratina

Publications from doctoral theses that I supervised

• Liang, X. (2024+). Continuity in law for the solution of the parabolic Anderson model with general initial condition. Stochastic Analysis and Applications. e-print: 2312.08607
• Jimenez, J. (2024+). Stochastic wave equation with heavy-tailed noise: uniqueness of solutions and past-light cone property. Stochastic Processes and Their Applications. e-print: 2310.05907
• Al Labadi, L. and Zarepour, M. (2012). On a rapid simulation of the Dirichlet process. Statistics and Probability Letters 82, 916-924.
• Dumitrescu, L. (2010). Estimation for a longitudinal linear model with measurement errors. Electronic Journal of Statistics 4, 486-524.

Master’s Students

• Xiao Liang (2018-2020). Thesis: “Continuity in law with respect to the spatial Hurst index of the solutions to some linear SPDEs“
• Yiping Ma (2018-2020). Thesis: “A study of Parabolic and Hyperbolic Anderson Models driven by fractional Brownian sheet with spatial Hurst index in (0,1)“
• Dina Jankovic (2016-2018). Thesis: “Analysis of longitudinal data with missing responses adjusted by inverse probability weights“
• Jeanseong Park (2013-2015). Thesis: “Longitudinal data analysis using generalized linear model with missing responses“. Co-supervised with Ioana Schiopu-Kratina
• Diouldé Habibatou Mariko (2013-2015). Thesis: “Multivariate regular variation and its applications“. Co-supervised with Rafal Kulik
• Blanche Nadege Nhogue Wabo (2011-2013). Thesis: “Hedge funds and survival analysis“. Co-supervised with Pierre-Jérôme Bergeron
• Zuojing Li (2004-2006). Thesis: “Longitudinal data analysis using generalized linear models“