Voir aussi

• [Multi angle] Forward and backward simulation of Euler scheme / Auteur de la Conférence Gobet, Emmanuel.
• [Multi angle] Stochastic variational inequalities for random mechanics / Auteur de la Conférence Mertz, Laurent.
• [Multi angle] Mean field type control with congestion / Auteur de la Conférence Laurière, Mathieu.
• [Multi angle] On the discretization of some nonlinear Fokker-Planck-Kolmogorov equations and applications / Auteur de la Conférence Silva Álvarez, Francisco José.
• [Multi angle] Project evaluation under uncertainty / Auteur de la Conférence Zubelli, Jorge P..
• [Multi angle] Some asymptotic results about American options and volativity / Auteur de la Conférence De Marco, Stefano.
• [Multi angle] Projected particle methods for solving McKean Vlasov SDEs / Auteur de la Conférence Belomestny, Denis.
• [Multi angle] Splitting algorithm for nested events / Auteur de la Conférence Goudenège, Ludovic.
• [Multi angle] Lecture 2: Introduction to HPC - MPI: design of parallel program and MPI / Auteur de la Conférence Lelong, Jérôme.
• [Multi angle] Lecture 1: Introduction to HPC, random generation, and OpenMP / Auteur de la Conférence Lelong, Jérôme.
• [ Post-edited] Numerical methods for mean field games - Lecture 2: Monotone finite difference schemes / Auteur de la Conférence Achdou, Yves.
• [Multi angle] Numerical methods for mean field games - Lecture 3: Variational MFG and related algorithms for solving the discrete system of nonlinear equations / Auteur de la Conférence Achdou, Yves.
• [Multi angle] Numerical methods for mean field games - Lecture 1: Introduction to the system of PDEs and its interpretation. Uniqueness of classical solutions / Auteur de la Conférence Achdou, Yves.
• [Multi angle] Metamodels for uncertainty quantification and reliability analysis / Auteur de la Conférence Marelli, Stefano.
• [Multi angle] Global sensitivity analysis in stochastic systems / Auteur de la Conférence Le Maître, Olivier.
• [Multi angle] Subsurface flow with uncertainty : applications and numerical analysis issues / Auteur de la Conférence Charrier, Julia.
• [Multi angle] Dynamic formulations of optimal transportation and variational MFGs / Auteur de la Conférence Benamou, Jean-David.
• [Multi angle] Least squares regression Monte Carlo for approximating BSDES and semilinear PDES / Auteur de la Conférence Turkedjiev, Plamen.
• [Multi angle] Bandits in auctions (& more) / Auteur de la Conférence Perchet, Vianney.
• [Multi angle] Multilevel and multi-index sampling methods with applications - Lecture 2: Multilevel and Multi-index Monte Carlo methods for the McKean-Vlasov equation / Auteur de la Conférence Tempone, Raul.
• [Multi angle] Multilevel and multi-index sampling methods with applications - Lecture 1: Adaptive strategies for Multilevel Monte Carlo / Auteur de la Conférence Tempone, Raul.
• [Multi angle] Model-free control and deep learning / Auteur de la Conférence Bellemare, Marc.
• [Multi angle] Optimal vector quantization: from signal processing to clustering and numerical probability / Auteur de la Conférence Pagès, Gilles.
• [Multi angle] The Metropolis Hastings algorithm: introduction and optimal scaling of the transient phase / Auteur de la Conférence Jourdain, Benjamin.
• [Multi angle] Branching for PDEs / Auteur de la Conférence Warin, Xavier.
• [Multi angle] On the interplay between kinetic theory and game theory / Auteur de la Conférence Degond, Pierre.
• [Multi angle] Cubature methods and applications / Auteur de la Conférence Crisan, Dan.
• [Multi angle] Capacity expansion games with application to competition in power generation investments / Auteur de la Conférence Aïd, René.
• [Multi angle] An introduction to BSDE / Auteur de la Conférence Imkeller, Peter.
• [Multi angle] Mean field games with major and minor players / Auteur de la Conférence Carmona, René.

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Durbin, P.A., & Speziale, C.G. (1994). Realizability of second-moment closure via stochastic analysis. Journal of Fluid Mechanics, 280, 395-407 - http://dx.doi.org/10.1017/S0022112094002983


Jourdain, B., & Méléard, S. (1998). Propagation of chaos and fluctuations for a moderate model with smooth initial data. Annales de l'Institut Henri Poincaré. Probabilités et Statistiques, 34(6), 727-766 - http://dx.doi.org/10.1016/S0246-0203(99)80002-8


Minier, J.-P., & Pozorski, J. (1999). Wall-boundary conditions in probability density function methods and application to a turbulent channel flow. Physics of Fluids, 11(9), 2632-2644 - http://dx.doi.org/10.1063/1.870125


Pope, S.B. (1994). Lagrangian PDF methods for turbulent flows. Annual Review of Fluid Mechanics, 26, 23-63 - https://doi.org/10.1146/annurev.fl.26.010194.000323