Patrimony
The Louis Bachelier Group's patrimony has been defined as all the publications produced by academic researchers thanks to Group funding (ILB, FdR, IEF, Labex) or via the use of EquipEx data (BEDOFIH, EUROFIDAI).
Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations.
Nonlinear Feynman-Kac type functional, Particle systems, Probabilistic representation of PDEs, Semilinear Partial Differential Equations
Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations.
Chaos propagation, McKean Vlasov models, Nonlinear Partial Differential Equations, Nonlinear Stochastic Differential Equations, Particle systems, Probabilistic representation of PDEs
Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations.
Euler schemes, Nonlinear Feynman-Kac type functional, Particle systems, Semilinear Partial Differential Equations
Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations.
Chaos propagation, McKean type Non-linear Stochastic Differential Equations, Nonlinear Partial Differential Equations, Particle systems, Probabilistic representation of PDEs