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Pierre Patie is an associate professor in the School of Operations Research and Information Engineering at Cornell University, currently on leave. He has a strong academic background, holding a Bachelor’s degree from Université de Pau et des Pays de l'Adour, a Master's degree from Ecole Polytechnique in Paris, and a Ph.D. from the Swiss Federal Institute of Technology in Zurich. His research interests lie in the study of stochastic processes and their applications in financial mathematics and insurance. Professor Patie emphasizes Markov processes and their connections to functional analysis, focusing on problems that explore the interplay between probability theory and functional analysis. His work includes studying exit times in possibly time-dependent domains and additive functionals of special classes of Markov processes and Lévy processes. The research reveals interesting connections to classical problems in analysis, spectral theory of non-selfadjoint operators, and boundary behavior of Green functions. Additionally, he investigates applications to various fields, including biology, neurology, physics, and economics, with a particular focus on risk theory and pricing exotic options in financial mathematics.
Department of Architecture