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Joachim Lebovits

Joachim Lebovits

Mathematician, educator and CEO building AI math learning tools

joachim-lebovits
Paris
Joined February 2026
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Summary

Academic researcher focused on stochastic analysis, especially fractional and multifractional Brownian motion and stochastic calculus. He has authored a PhD thesis and multiple papers developing white-noise and Gaussian-process-based integration techniques with applications to mathematical finance. hal+2
University educator with longstanding teaching roles: a Maître de conférences / Assistant Professor at Université Sorbonne Paris Nord since 2013 and a Senior Lecturer at NYU Paris since 2019, combining research and instruction in probability and mathematical finance. google+1
EdTech entrepreneur and product leader: co‑founder and CEO/President of PyxiScience (founded 2023), building an AI-driven adaptive mathematics platform that emphasizes handwritten equation recognition, automated grading, and personalized learning paths; the company completed a €2M fundraising round in May 2025 to support R&D and international expansion. pyxiscience+2
Active in public engagement and industry events as a speaker on learning technology and AI in education, representing the intersection of academic research and practical product development. learningtechnologiesfrance+1

Work

Education

Projects

Writing

Stochastic Calculus with Respect to Gaussian Processes

January 1, 2017

Develops a White Noise Theory–based anticipative stochastic calculus for a broad class of Gaussian processes (including fractional and multifractional Brownian motions), providing stochastic integrals, Itô and Tanaka formulas, and analysis of local times; published in Potential Analysis (DOI entry).

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Stochastic Calculus with respect to Gaussian Processes (arXiv:1408.1020)

January 1, 2014

ArXiv preprint presenting the white-noise approach to stochastic integration with respect to fractional and multifractional Gaussian processes (multiple arXiv versions available).

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Multifractional stochastic volatility models

January 1, 2014

Coauthored paper proposing multifractional stochastic volatility models in mathematical finance (Math. Finance, 2014).

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Stochastic calculus with respect to multifractional Brownian motion and applications to finance (PhD thesis)

Doctoral thesis developing stochastic calculus for multifractional Brownian motion and exploring applications in mathematical finance.

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