L² Workshop in Probability and Statistics

15-16 September 2022, Belval.

The L² Workshop in Probability and Statistics is a scientific meeting organized jointly by the University of Luxembourg and the University of Lorraine. It takes place in Belval campus, in the Grand Duchy of Luxembourg. The conference room is MSA 3.370


How to access Belval campus

You can use the following map or the dedicated webpage from the University of Luxembourg to find your way to Belval campus.



The conference room is MSA 3.370

Thursday 15th September

15:30 - 16:00: Welcome, registration and coffee
16:00 - 16:45: Talk by Valentin Féray (University of Lorraine)
17:00 - 17:45: Talk by Tara Trauthwein (University of Luxembourg)
17:45 - 18:30: Talk by Julian Wendt (Friedrich Schiller University Jena)
19:30 - ...: Conference Dinner

Friday 16th September

09:00 - 09:45: Talk by Leonardo Maini (University of Luxembourg)
10:00 - 10:45: Talk by Sara Mazzonetto (University of Lorraine)
11:00 - 11:45: Talk by Mark Podolskij (University of Luxembourg)
12:00 - ...: Lunch


Valentin Féray

Valentin Féray is a CNRS researcher at the Institut Élie Cartan de Lorraine, located in Nancy. His research interests include random permutations, central limit theorems for sums of weakly dependent variables, deviation probabilities and speed of convergence for combinatorial random variables.


Mark Podolskij

Mark Podolskij is a full professor in financial mathematics at the departments of mathematics and finance of the University of Luxembourg. His research focuses on statistical and probabilistic analysis of stochastic processes with applications to finance and physics. He recently received an ERC Consolidator Grant "Statistical methods for high dimensional diffusions" in an aim to develop statistical methodology to better understand big data stemming from diffusion models.

Leonardo Maini

Leonardo Maini is a doctoral researcher in probability at the department of mathematics of the University of Luxembourg under the supervision of Prof. Ivan Nourdin. His current research concerns the combination of Malliavin-Stein method and Fourier analysis techniques to prove central limit theorems for functionals of Gaussian fields.


Sara Mazzonetto

Sara Mazzonetto is a maître de conférences (associate professor) at the Institut Élie Cartan de Lorraine, in Nancy. She studies theoretical, simulation and -since recently- statistical aspects of certain stochastic processes which show abrupt changes in the dynamics.

Tara Trauthwein

Tara Trauthwein is a PhD student under the supervision of Prof. Giovanni Peccati. Her research focus is on quantitative central limit theorems for Poisson functionals, by means of Malliavin calculus and Stein’s method.


Julian Wendt

Julian Wendt is a PhD student at the Friedrich Schiller University Jena (since 2019) under the supervision of Prof. Stefan Ankirchner. His research interests include forward-backward stochastic differential equations, stochastic control theory, stochastic game theory and mean field games. His main focus lies in problems, where a player/controller can control the diffusion coefficient of her state process.

Practical information

The conference dinner will be offered to all registered participants.

Travel and accomodation costs are in charge of the particpants.

We recommend the hotel ibis Esch Belval which is located on campus and within walking distance of the conference venue.



The following researchers have confirmed their participation.
Yannick Baraud - University of Luxembourg
Chinmoy Bhattacharjee - University of Luxembourg
Yavain Bruned - University of Edinburgh
Philippe Chassaing - University of Lorraine
Akram Heidari - University of Luxembourg
Nabil Kazi-Tani - University of Lorraine
Angelo Efoevy Koudou - University of Lorraine
Antoine Lejay - University of Lorraine
Nicolas Lengert - University of Luxembourg
Christophe Ley - University of Luxembourg
Laurent Loosveldt - University of Luxembourg
Leonardo Maini - University of Luxembourg
Rafał Martynek - University of Luxembourg
Sara Mazzonetto - University of Lorraine
Pascal Moyal - University of Lorraine
Ivan Nourdin - University of Luxembourg
Giovanni Peccati - University of Luxembourg
Pierre Perruchaud - University of Luxembourg
Rémi Peyre - University of Lorraine
Francesca Pistolato - University of Luxembourg
Jonathan Rotge - University of Lorraine
Krzysztof Smutek - University of Luxembourg
Tara Trauthwein - University of Luxembourg
Pierre Valois - University of Lorraine
Julian Wendt - University of Jena
Yuan Wangjun - University of Luxembourg