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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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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
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
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