Portrait of Laurent Loosveldt
New 2023 Lecturers Honoured
Lecturer in Probability - Stochastic Analysis.
Could you briefly describe your background, your research topics and your conception of university teaching?
I studied mathematics at ULiège. I then obtained an FNRS fellowship to carry out my thesis project in Pr Nicolay's department. I then became a postdoc researcher in Pr Nourdin's team at the University of Luxembourg. My research focuses on the study of stochastic processes, using three main tools.
Firstly, the wavelet transform, which was already at the heart of my thesis work and which, in this context, makes it possible to transcribe the randomness contained in a process via a family of simpler random variables, conducive to the use of fundamental results of probability theory.
Secondly, Malliavin's calculus, which gives a notion of derivability and hence variation for random variables. This theory fascinates me because it allows us to develop results similar to those of real analysis, in a context which, a priori, does not lend itself to it. Thirdly, local time offers another way of looking at the behavior of a process, which sometimes makes it "easy" to answer questions that seem difficult when tackled with more conventional approaches.
University education is the glue that holds our society together, because it directly trains the workers of tomorrow, and in particular a large proportion of the future teachers who will in turn have to pass on their knowledge to future generations. We must therefore be demanding of ourselves when it comes to the quality of our training. My aim is to maintain a high standard of teaching, while being available to guide students towards a thorough understanding of the subject, and thus towards success. Ever since I was young, I've wanted to teach. So I teach with passion, and I hope that my students feel it, and that it even gives them extra motivation to tackle my courses.
The same passion drives me when I take part in science popularization activities. Two years ago, this enabled me to travel to the World Expo in Dubai as part of a project devised by my friends Hugo Parlier and Bruno Teheux from the University of Luxembourg. It was an unforgettable experience that I hope to repeat in my new role at Liège.
