Gregoire Vechambre

Postdoctoral Fellow in Mathematics, NYU Shanghai


Grégoire Véchambre is a Postdoctoral Research Fellow in Mathematics at NYU Shanghai. He holds a Ph.D. from Orléans University, received in November 2016, and prepared under the supervision of Dr. Pierre Andreoletti. Before his PhD, he studied mathematics in the Britanian branch of ENS Cachan (that school became ENS Rennes in 2014).

Grégoire Véchambre's work lies in probability theory. His research interest are mainly in processed random environments, Lévy processes, and exponential functionals of Lévy processes.


  • G. Véchambre (2015). Exponential functionals of spectrally one-sided Lévy processes conditioned to stay positive. Available on arxiv (reference 1507.02949). 38 pages.
  • G. Véchambre (2016). Path decomposition of a spectrally negative Lévy process, and local time of a diffusion in this environment. Available on arxiv (reference 1605.05084). 54 pages.
  • G. Véchambre (2017). Almost sure behavior for the local time of a diffusion in a spectrally negative Lévy environment. Available on arxiv (reference 1703.08035). 58 pages. 
  • P. Andreoletti, A. Devulder, G. Véchambre (2016). Renewal structure and local time for diffusions in random environment, ALEA, Lat. Am. J. Probab. Math. Stat. 13, 863923