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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Convergence rate of strong approximations of compound random maps.

Euler schemes, Garsia-Rodemich-Rumsey lemma, Stochastic flow, Strong approximation

Some Contributions on Probabilistic Interpretation For Nonlinear Stochastic PDEs.

Analyse stochastique quasi-sure, Backward Doubly Stochastic Differential Equations, Convex domains, Domaine convexe, Equations aux dérivées partielles stochastiques non-linéaires, Equations différentielles doublement stochastiques rétrogrades, Flot stochastique, Monte Carlo method, Nonlinear SPDEs, Obstacle problem, Problème d'obstacle, Problème de Skorohod, Quasi-sure stochastic analysis, Second order Backward Doubly Stochastic Differential Equations, Simulations de Monte-Carlo, Skorohod problem, Stochastic flow

Backward doubly SDEs and semilinear stochastic PDEs in a convex domain.

And phrases Stochastic Partial Differential Equation, Convex Domains, Flow of Diffeomorphisms, Reflected Back, Regular Measure, Skorohod Problem, Stochastic Flow, Ward Doubly Stochastic Differential Equation

Numerical computation for backward doubly SDEs with random terminal time.

And phrases Backward Doubly Stochastic Differential Equation, Dirichlet condition, Euler scheme, Exit time, Method, Monte carlo, SPDEs, Stochastic flow

Numerical Computation for Backward Doubly SDEs with random terminal time.

And phrases Backward Doubly Stochastic Differential Equation, Dirichlet condition, Euler scheme, Exit time, Method, Monte carlo, SPDEs, Stochastic flow

Some Contributions on Probabilistic Interpretation For Nonlinear Stochastic PDEs.

Analyse stochastique quasi-sure, Backward Doubly Stochastic Differential Equations, Convex domains, Domaine convexe, Equations aux dérivées partielles stochastiques non-linéaires, Equations différentielles doublement stochastiques rétrogrades, Flot stochastique, Monte Carlo method, Nonlinear SPDEs, Obstacle problem, Problème d'obstacle, Problème de Skorohod, Quasi-sure stochastic analysis, Second order Backward Doubly Stochastic Differential Equations, Simulations de Monte-Carlo, Skorohod problem, Stochastic flow