4. Mathematics
  5. Probability

François Delarue

Mathematics – Probability

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PMA

A forward--backward stochastic algorithm for quasi-linear PDEs

Mathematics – Probability
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Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients

Mathematics – Probability
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Distributed Algorithms in an Ergodic Markovian Environment

Mathematics – Probability
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Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment

Mathematics – Probability
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Probabilistic analysis of the upwind scheme for transport

Mathematics – Numerical Analysis
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