• Stochastic Processes and their Applications (2002-) (Area editor)
• Journal of the European Mathematical Society (JEMS) (2019-)
• Annals of Applied Probability (2002-2010)
• ESAIM Probability & Statistics (2001-)
• Stochastics and Dynamics (2000-)
• SIAM Journal on Numerical Analysis (2002-2011)
• SIAM Journal Scientific Computing (2015-)
• SIAM Journal on Financial Mathematics (2009-2012)
• Mathematics of Computation (1999-2011)
• SMAI-JCM (2014-)
• Finance and Stochastics (1995-2003)
• Monte Carlo Methods and Applications (1999-)
• Oxford IMA Journal of Numerical Analysis (2003-2018)
• Journal of Scientific Computing (2006-)
• Journal of Mathematics in Industry (2013-2017)
• MathematicS In Action (Co-Editor-in-Chief 2008-)
• Stochastic Environmental Research and Risk Assessment (2000-2012)
• Communications in Applied Mathematics and Computational Science (2008-)
• Editions de l'Ecole polytechnique (2011-)

Management Committees:

• Publications Committee of the Bernoulli Society (2014-)
• Electronic Journal of Probability (2005-2007)
• Electronic Communications in Probability (2005-2007)