I'm currently a postdoctoral researcher in LMBA (Brest), working with Ismael Bailleul. Previously, I was an ATER in Univeristé Paris-Cité, and before that I was a PhD student in Université Paris-Dauphine, working with Paul Gassiat. In the past, before my PhD, I was working in the software industry, as a part of R&D teams working on machine learning-adjacent projects. I was in Samsung Research and smaller companies in Poland (DaftCode, OKE Poland).

It is an ancient tradition of mathematicians to obfuscate their email. You can contact me at the following address:
lmadry [you-know-the-sign] univ-brest.fr

My PhD thesis was entitled On the selection and reflection problem for the singular fractional SDEs. The defence took place on 27 June 2024. Here's the composition of the jury:
  • President: Laure Coutin (IMT, Toulouse)
  • Reviewer: Fabien Panloup (Univ. Angers)
  • Alexandre Richard (Centrale Supeléc, Saclay)
  • Stephano Menozzi (LaMMÉ, Évry)
  • Francesco Russo (ENSTA, Saclay)
    • Reviewer nr.2 : Samy Tindel (Univ. Purdue (USA)) (not present)

    Here's my CV - French version, English version

    My research interests are in stochastic analysis, in particular:
  • Regularisation by noise and long time behaviour of singular systems
  • Singular SPDEs, paracontrolled calculus
  • Fractional Brownian motion

    • Research

    Probability theory
  • Ergodic theory for fractional SDEs with singular coefficients, submitted, arXiv 2511.20556, with Avi Mayorcas. Slides
  • Zero noise limits for singular ODEs regularized by fractional noise, accepted in AIHP:PS, with Paul Gassiat. Slides
  • Perturbations of singular fractional SDEs, Stochastic Processes and Applications, 161:137–172, 2023 with Paul Gassiat

    • Machine learning and applications (old, I'm no longer active in the field)
  • Traffic signal settings optimization using gradient descent, published in Schedae Informaticae Vol. 27 (2018) with M. Możejko, M. Brzeski, Ł. Skowronek, P. Gora

    • Talks

  • Workshop "Young Researchers in Stochastic Analysis", September 2025, EPFL (Lausanne)
  • Probability seminar of LMBA, June 2025, LMBA (Brest, France)
  • Seminar "Markov working group", January 2025, Jussieu (Paris)
  • Seminar "Probability, control, analysis" in ENSTA (invited), April 2024, ENSTA (Paris)
  • Seminar of INRIA Calisto (invited), March 2024, INRIA Sophia Antipolis (Nice)
  • Conference SDAIM, January 2024, (CIRM Luminy)
  • "SDEs with low-regularity coefficients: theory and numerics", September 2023, University of Turin
  • CEREMADE "PhD students day", April 2023, University Paris-Dauphine
  • Conference: "Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis", May 2023, TU Berlin/WIAS
  • Conference: "GDR TRAG", June 2023, Université Paris-Dauphine
  • Conference: "GDR TRAG Young Researchers meeting", December 2021, Institut d'Henri Poincaré (Paris)
  • Conference: "Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis", May 2022, TU Berlin/WIAS