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 the well-posedness of a class of McKean Feynman-Kac equations.

35C99, 35K58, 60H30, 60J60, And phrases McKean Stochastic Differental Equations, McKean Feynman-Kac equation, McKean Stochastic Differental Equations, Probabilistic representation of PDEs, Probabilistic representation of PDEs 2010 AMS-classification 60H10, Semilinear Partial Dif- ferential Equations, Semilinear Partial Differential Equations

Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations.

Nonlinear McKean type Stochastic Differential Equations, Nonlinear Partial Differential Equations, Probabilistic representation of PDEs, Wasserstein type distance

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

Fokker-Planck equations with terminal condition and related McKean probabilistic representation.

35R30, 60H30, 60J60, And phrases Inverse problem, Fokker Planck equation, Fokker Planck equation 2020 AMS-classification 60H10, Inverse problem, McKean stochastic differential equation, Probabilistic represen- tation of PDEs, Probabilistic representation of PDEs, Time-reversed diffusion

A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems.

Demand-side management, HJB equation, Ornstein-Uhlenbeck processes, Probabilistic representation of PDEs, Regression Monte-Carlo scheme, Stochastic control, Time-reversal of diffusion

McKean Feynman-Kac probabilistic representations of non-linear partial differential equations.

Backward diffusion, Feynman-Kac measures, HJB equation, McKean stochastic differential equation, Probabilistic representation of PDEs, Time reversed diffusion

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