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).
Population dynamics: stochastic control and hybrid modeling of cancer.
Acidity, Acidité, Branching diffusion process, Contrôle stochastique, Croissance de tumeur, Dynamic programming principle, Dynamique des populations, Hamilton-Jacobi-Bellman equation, Population dynamics, Principe de la programmation dynamique, Processus de branchement-diffusion, Stochastic control, Tumor growth, Équation de Hamilton-Jacobi-Bellman
Backward SDE Representation for Stochastic Control Problems with Non Dominated Controlled Intensity.
BSDE with jumps, Conditionally Poisson random measure, Constrained BSDE, Controlled intensity, Hamilton-Jacobi-Bellman equation, Nonlinear integro-PDE, Viscosity solution
Feynman-Kac representation for Hamilton-Jacobi-Bellman IPDE.
BSDE with jumps, Constrained BSDE, Hamilton-Jacobi-Bellman equation, Inf-convolution, Nonlinear Integral PDE, Regime-switching jump-diffusion, Semiconcave approximation, Viscosity solutions