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).


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On a Wasserstein-type distance between solutions to stochastic differential equations.

And phrases Stochastic differential equations, Stochastic control, Wasserstein distance

On the Wasserstein distance between mutually singular measures.

49A99, 49B99, 49M29, 49Q20, Perimeter penalization 2010 Mathematics Subject Classification 49J45, Singular measures, Wasserstein distance

Systems of interacting particles, gradient flow approach in Wasserstein space.

Augmented lagrangian, Benamou-Brenier formula, Cross-Diffusion, Crowd motions, Diffusions croisées, Diffusions non linéaires, Distance de Wasserstein, Dérive non locale, Espèces en interaction, Flots de gradient, Formule de Benamou-Brenier, Gradient flows, Hele-Shaw equation, Interacting species, JKO scheme, Lagrangien augmenté, Mouvement de foules, Multi-Marginal transport, Nonlinear diffusions, Nonlocal drift, Optimal transport, Reaction-Diffusion systems, Schéma JKO, Splitting, Systèmes de réaction-Diffusion, Transport multi-Marges, Transport optimal, Wasserstein distance, Équations d'Hele-Shaw

On the Wasserstein distance between mutually singular measures.

49A99, 49B99, 49M29, 49Q20, Perimeter penalization 2010 Mathematics Subject Classification 49J45, Singular measures, Wasserstein distance

Concentration for Coulomb gases and Coulomb transport inequalities.

Concentration of measure, Coulomb gas, Ginibre ensemble, Kantorovich distance, Random matrix, Talagrand inequality, Transport inequality, Transport of measure, Wasserstein distance

Theoretical contributions to Monte Carlo methods, and applications to Statistics.

Couplages, Couplings, Distance de Wassertein, Ergodicité géométrique, Geometric ergodicity, M-Estimateurs, M-Estimators, MCMC sampling, Mixing time, Temps de mélange, Wasserstein distance, Échantillonnage MCMC

On the stability of the martingale optimal transport problem.

Convex order, Couplages martingale, Distance de Wasserstein, Finance robuste, Martingale Optimal Transport, Martingale couplings, Ordre convexe, Robust finance, Stability, Stabilité, Transport optimal martingale, Wasserstein distance

Stochastic Optimization for Large-scale Optimal Transport.

Optimal transport, RKHS, Stochastic optimization, Wasserstein distance

Wasserstein barycentric coordinates.

Barycentric coordinates, Fitting, Optimal transport, Sinkhorn algorithm, Wasserstein distance

A multitype sticky particle construction of Wasserstein stable semigroups solving one-dimensional diagonal hyperbolic systems with large monotonic data.

Hyperbolic systems, Large data, Nonlinear semigroups, Sticky Particle Dynamics, Wasserstein distance

Propagation of chaos for rank-based interacting diffusions and long time behaviour of a scalar quasilinear parabolic equation.

Long time behaviour, Nonlinear evolution equation, Particle system, Propagation of chaos, Wasserstein distance

Approximation rate in Wasserstein distance of probability measures on the real line by deterministic empirical measures.

Deterministic empirical measures, Rate of convergence, Wasserstein distance