PARIS (AFP) - British Prime Minister David Cameron said on Sunday that extremist violence would remain a threat for many years to come, as he joined a historic march against terrorism in Paris.

"We in Britain face a very similar threat, a threat of fanatical extremism ... It's a threat that has been with us for many years and I believe will be with us for many more years to come," he told British television.

Cameron said Britain had to confront the threat "every way we can".

Speaking after a bloody week of jihadist attacks in Paris, Cameron said it would be crucial to study the events in France to learn from them.

"There is always things to learn and it will be very important to look at what happened in France," he told Sky News.

Italian Prime Minister Matteo Renzi vowed that Europe would "win the challenge against terrorism", as he left the French presidency in Paris to join the march.

"We are all French today," he added, speaking to journalists as hundreds of thousands of people gathered to march in memory of the 17 victims of the Islamist killing spree.