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Preprints, Working Papers, ...
(12)
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Nadia Oudjane
(12)
Anthony Le Cavil
(3)
Stéphane Goutte
(3)
Lucas Izydorczyk
(3)
Anthony Lecavil
(2)
Jonas Lieber
(1)
Francesco Russo
(9)
Francesco Russo
(3)
Gianmario Tessitore
(1)
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(12)
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Laboratoire de Finance des Marchés d'Energie
(7)
Laboratoire Analyse, Géométrie et Applications
(3)
Inria Paris-Rocquencourt
(2)
Dipartimento di Matematica e Applicazioni [Milano]
(1)
Laboratoire de Probabilités et Modèles Aléatoires
(1)
Optimisation, Simulation, Risque et Statistiques pour les Marchés de l’Energie
(1)
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(2)
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hal-03210302
v2
Preprints, Working Papers, ...
Lucas Izydorczyk
,
Nadia Oudjane
,
Francesco Russo
.
A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems
2021
hal-01586861
v1
Preprints, Working Papers, ...
Anthony Le Cavil
,
Nadia Oudjane
,
Francesco Russo
.
Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
2017
hal-01241704
v2
Preprints, Working Papers, ...
Anthony Le Cavil
,
Nadia Oudjane
,
Francesco Russo
.
Particle system algorithm and chaos propagation related to non-conservative McKean type stochastic differential equations
2016
hal-01241701
v2
Preprints, Working Papers, ...
Anthony Le Cavil
,
Nadia Oudjane
,
Francesco Russo
.
Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
2016
hal-00786177
v1
Preprints, Working Papers, ...
Stéphane Goutte
,
Nadia Oudjane
,
Francesco Russo
.
Variance optimal hedging for continuous time additive processes and applications
2013
hal-01142337
v1
Preprints, Working Papers, ...
Anthony Lecavil
,
Nadia Oudjane
,
Francesco Russo
.
Probabilistic representation of a class of non conservative nonlinear Partial Differential Equations
2015
hal-01895210
v2
Preprints, Working Papers, ...
Jonas Lieber
,
Nadia Oudjane
,
Francesco Russo
.
On the well-posedness of a class of McKean Feynman-Kac equations
2019
hal-02397045
v1
Preprints, Working Papers, ...
Lucas Izydorczyk
,
Nadia Oudjane
,
Francesco Russo
.
McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
2019
inria-00473032
v2
Preprints, Working Papers, ...
Stéphane Goutte
,
Nadia Oudjane
,
Francesco Russo
.
Variance Optimal Hedging for discrete time processes with independent increments. Application to Electricity Markets
2012
hal-00665852
v1
Preprints, Working Papers, ...
Stéphane Goutte
,
Nadia Oudjane
,
Francesco Russo
.
On some expectation and derivative operators related to integral representations of random variables with respect to a PII process
2012
hal-02902615
v3
Preprints, Working Papers, ...
Lucas Izydorczyk
,
Nadia Oudjane
,
Francesco Russo
,
Gianmario Tessitore
.
Fokker-Planck equations with terminal condition and related McKean probabilistic representation
2021
hal-01353757
v4
Preprints, Working Papers, ...
Anthony Lecavil
,
Nadia Oudjane
,
Francesco Russo
.
Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations
2018
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