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).
Progressive probabilistic representation of nonlinear nonconservative PDEs and particle algorithms.
Chaos propagation, Equations Différentielles Stochastiques de type McKean, Equations aux Dérivées Partielles Nonlinéaires, Fonctionnelle nonlinéaire de type Feynman-Kac, McKean type Stochastic Differential Equations, Nonlinear Feynman-Kac type functional, Nonlinear Partial Differential Equations, Particles Systems, Probabilistic representation, Propagation du Chaos, Représentation probabiliste, Systèmes Particulaires
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
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