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Structure: Internal structure identifier : 98564
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Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations

Anthony Lecavil , Nadia Oudjane , Francesco Russo
Stochastics: An International Journal of Probability and Stochastic Processes, 2019, 91 (8), ⟨10.1080/17442508.2019.1594809⟩
Journal articles hal-01353757v4
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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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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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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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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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Monte-Carlo Algorithms for Forward Feynman-Kac type representation for semilinear nonconservative Partial Differential Equations

Anthony Le Cavil , Nadia Oudjane , Francesco Russo
Monte Carlo Methods and Applications, 2018, 24 (1), pp.55-70. ⟨10.1515/mcma-2018-0005⟩
Journal articles hal-01586861v1
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Optimisation du dimensionnement d'une flotte de véhicules électriques et de leurs bornes de recharge par des méthodes de décomposition

Ludovic Girault , Thomas Triboulet , Cheng Wan , Guilhem Dupuis , Rodolphe Griset et al.
23ème congrès annuel de la Société Française de Recherche Opérationnelle et d'Aide à la Décision, INSA Lyon, Feb 2022, Villeurbanne - Lyon, France
Conference papers hal-03595353v1
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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