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Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
Anthony Lecavil
,
Nadia Oudjane
,
Francesco Russo
Journal articles
hal-01353757v4
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Variance optimal hedging for continuous time additive processes and applications
Stéphane Goutte
,
Nadia Oudjane
,
Francesco Russo
2013
Preprints, Working Papers, ...
hal-00786177v1
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Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations
Anthony Le Cavil
,
Nadia Oudjane
,
Francesco Russo
2016
Preprints, Working Papers, ...
hal-01241704v2
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A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems
Lucas Izydorczyk
,
Nadia Oudjane
,
Francesco Russo
Journal articles
hal-03210302v2
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Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets
Stéphane Goutte
,
Nadia Oudjane
,
Francesco Russo
2012
Preprints, Working Papers, ...
inria-00473032v2
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Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
Anthony Le Cavil
,
Nadia Oudjane
,
Francesco Russo
ALEA : Latin American Journal of Probability and Mathematical Statistics, 2016, 13, pp.1189-1233. ⟨10.30757/ALEA.v13-43⟩
Journal articles
hal-01241701v2
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Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
Anthony Lecavil
,
Nadia Oudjane
,
Francesco Russo
2015
Preprints, Working Papers, ...
hal-01142337v1
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Fokker-Planck equations with terminal condition and related McKean probabilistic representation
Lucas Izydorczyk
,
Nadia Oudjane
,
Francesco Russo
,
Gianmario Tessitore
Journal articles
hal-02902615v3
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On some expectation and derivative operators related to integral representations of random variables with respect to a PII process
Stéphane Goutte
,
Nadia Oudjane
,
Francesco Russo
2012
Preprints, Working Papers, ...
hal-00665852v1
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Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
Anthony Le Cavil
,
Nadia Oudjane
,
Francesco Russo
Journal articles
hal-01586861v1
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McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
Lucas Izydorczyk
,
Nadia Oudjane
,
Francesco Russo
Conference papers
hal-02397045v1
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On the well-posedness of a class of McKean Feynman-Kac equations
Jonas Lieber
,
Nadia Oudjane
,
Francesco Russo
Markov Processes And Related Fields, 2017, 25 (5), pp.821-862
Journal articles
hal-01895210v2
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