Laurent Mertz is an Associate Professor of Practice at NYU Shanghai. Prior to joining NYU Shanghai, he was a Courant Instructor / Visiting Assistant Professor with the Courant Institute at New York University and an Assistant Professor at University of Nice Sophia Antipolis. He holds a PhD from University of Paris VI, an M.Eng. / Diplôme d'Ingénieur from Ecole des Ponts, Paristech, and a B.Sc. from University of Strasbourg.
Bensoussan, A; Mertz, L; Yam, S.C.P. Nonlocal boundary value problems of a stochastic variational inequality modeling an elasto-plastic oscillator excited by a filtered noise. SIAM J. Math. Anal. 48 (2016), no. 4, 2783–2805.
Feau, C; Lauriere, M; Mertz, L. Asymptotic formulae for the risk of failure related to an elasto-plastic problem with noise, to appear in Asymptotic Analysis (2017).
Mertz, L; Stadler, G; Wylie, J. A backward Kolmogorov equation approach to compute means, moments and correlations of path-dependent stochastic dynamical systems, arxiv.org/abs/1704.02170. submitted.