Gaoyue GUO (郭高月)

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    Laboratory MICS, CentraleSupélec, Université Paris-Saclay
    Phone : +33 1 75 31 66 81
    Email : gaoyue (dot) guo (at) centralesupelec (dot) fr

About Me

I am a tenured Assistant Professor (Maître de Conférences) of Laboratory in Mathematics and Computer Science (MICS) at CentraleSupélec and a researcher in the "Fédération de Mathématiques de CentraleSupélec" (CNRS FR3487). Before joining CentraleSupélec MICS, I was postdoc respectively in Department of Mathematics, University of Michigan (2018-2020) and Mathematical Institute, University of Oxford (2016-2018). I received the Ph.D degree in Oct, 2016, from Centre de Mathématiques Appliquées, Ecole Polytechnique.

Research Interests

  • (martingale) optimal transport
  • stochastic analysis
  • (quantum) stochastic control
  • particle system
  • numerical analysis