02 32 95 65 37 HDR

  • Thèmes de recherche: Processus de Levy, Théorie du scattering
  • Collaborations: M. Mnif (LAMSIN, ENIT, Tunisie), M. Sifi et W. Jedidi.
  • Enseignement: Génie Mathématique
  • Activités Administratives: Membre du CS de l'INSA Rouen

Publications récentes

  • S. Fourati, H. Heinich et M. Itmi, Estimation selon le transport optimal et les fonctions caractérisantes, aEstimation selon le transport optimal et les fonctions caractérisantes. (French) [Estimation based on optimal transport and characterizing functions] Ann. I.S.U.P. 59 (2015), no. 3, 47–79.
  • Alpha-stable densities are HCM for alpha \in ]0,1/4[ and ]1/3,1/2[, S. Fourati, 2015, ArXiv.
  • Explicit solutions of the exit problem for a class of Lévy processes; Applications to the pricing of double-barrier options, 
    Fourati, S., 2012, Stochastic Processes and their Applications 122 (3) , pp. 1034-1067.
  • Fourati, S.,  Fluctuations of lévy processes and scattering theory,  2010, Transactions of the American Mathematical Society 362 (1) , pp. 441-475.

Conference organization

The biennial conference of the ANR program "self-similarity" will be held from 4 to 9 November 2013 in Hammamet. It  is a follow up to the ones held in Clermont-Ferrand (2002), Toulouse (2005), Angers (2009) and Le Touquet-Paris-Plage (2011).
A doctoral  school ("CIMPA school") is coupled to the conference. It begins in Tunis from October 28  and it joins the conference in Hammamet until November 9.  Working groups  devoted to Franco-Tunisian cooperation will take place in Tunis during the afternoons.