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Homogenization and enhancement of the $G-$equation in random environments
International audience -
Differential games and Zubov's method
To appear in SIAM Journal on Control and Optimization -
NONLOCAL FIRST-ORDER HAMILTON-JACOBI EQUATIONS MODELLING DISLOCATIONS DYNAMICS
International audience -
A Hamilton-Jacobi approach to junction problems and application to traffic flows
This paper is dedicated to J.-B. Hiriart-Urruty. Note on v3: to appear in ESAIM: COCV -
On Neumann Type Problems for nonlocal Equations set in a half Space
International audience -
A journey through second order BSDEs and other contemporary issues in mathema...
This PhD dissertation presents two independent research topics dealing with contemporary issues in mathematical finance, the second one being divided into into two... -
Hamilton-Jacobi equations constrained on networks
The previous versions of this preprint had the different title Hamilton-Jacobi equation on networks. The link for these old versions is hal-00503910 - version 4 -
Lipschitz Regularity of Solutions for Mixed Integro-Differential Equations
We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the... -
A general Hamilton-Jacobi framework for nonlinear state-constrained control p...
International audience -
A homogenization approach for the motion of motor proteins
International audience -
A Non-Local Mean Curvature Flow and its semi-implicit time-discrete approxima...
30 pages GNAMPA and the ERC grant 207573 -
A fast algorithm for the two dimensional HJB equation of stochastic control
This paper analyses the implementation of the generalized finite differences method for the HJB equation of stochastic control, introduced by two of the authors in .... -
A mathematical and algorithmic study of the Lambertian SFS problem for orthog...
This report proposes a mathematical and algorithmic study of the Lambertian SFS problem for orthographic and pinhole cameras. Our approach is based upon the notion of... -
Shape-from-Shading and Viscosity Solutions
This research report presents an approach to the shape from shading problem which is based upon the notion of viscosity solutions to the shading partial differential... -
Signed distance functions and viscosity solutions of discontinuous Hamilton-J...
In this paper, we first review some properties of the signed distance function. In particular, we examine the skeleton of a curve in ^2 and get a complete description... -
Counter-example in 3D and homogenization of geometric motions in 2D
In this paper we give a counter-example to the homogenization of the forced mean curvature motion in a periodic setting in dimension $N\ge 3$ when the forcing is... -
American Option Prices as Unique Viscosity Solutions to Degenerated Hamilton-...
In this paper we show that the American price of standard (bounded) options in the Black-Scholes one-dimensional model, which is classically given by the value... -
Stochastic Optimal Control and Linear Programming Approach
International audience -
Viability, invariance and reachability for controlled piecewise deterministic...
International audience
