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Maximal monotone model with history term
International audience -
Time-local dissipative formulation and stable numerical schemes for a class o...
International audience -
Optimal control in limit order books
We propose a quantitative approach to some high frequency trading problematics. We are interested in several aspects of this field, from minimizing indirect trading... -
Direct Numerical Simulation of Turbulence using divergence-free wavelets
International audience -
Discrete dynamical systems with friction and Identification in biomechanics
This report is devoted to the study of discrete dynamical systems with friction and to problems of identification in biomechanics. The first part concerns theoretical... -
Cell transmission model and numerical schemes for mixed traffic
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Weak backward error analysis for Langevin process
arXiv admin note: substantial text overlap with arXiv:1105.0489 by other authors; and substantial text overlap with arXiv:1310.2404 -
Solvability and numerical simulation of BSDEs related to BSPDEs with applicat...
International audience -
Hedging Expected Losses on Derivatives in Electricity Futures Markets
International audience -
Stochastic differential equations : strong well-posedness of singular and deg...
This thesis deals with two subjects: the strong well-posedness of stochastic differential equations with Hölder drift and hypoelliptic noise and the simulation of...
