Stochastic Analysis Papers

(with D. Lacker) The weak formulation for Mean Field Games pdf file
(with F. Delarue) Mean Field Forward-Backward Stochastic Differential Equations pdf file
(with F. Delarue) Control of McKean Vlasov Dynamics pdf file
(with F. Delarue) Probabilistic Analysis of Mean Field Games pdf file
(with J. Hinz) Least Squares Monte Carlo Approach to Convex Control Problems pdf file
(with F. Delarue and A. Lachapelle) Control of McKean-Vlasov Dynamics versus Mean Field Games pdf file
(with F. Delarue) Singular FBSDEs and Scalar Conservation Laws Driven by Diffusion Processes pdf file
(with F. Delarue, G-E. Espinosa and N. Touzi) Singular forward-backward stochastic differential equations and emissions derivatives pdf file
(with S. Dayanik) Optimal Multiple Stopping of Linear Diffusions pdf file
(with L. Wang) Monte Carlo Malliavin Sensitivity Computations for Solutions of SPDE's. pdf file
(with Ph. Briand) BSDEs with Polynomial Growth Generators pdf file
(with S. Grishin and S.A. Molchanov) Asymptotics for the Boundary Parabolic Anderson Problem in a Half Space pdf file
(with L. Xu) Renormalization for the Transport Properties of Gaussian Velocity Fields.
(with F. Cerou) Transport Simulations with 2-D Incompressible O.U. Velocity Fields.
(with L. Xu) Homogenization for Time Dependent Gaussian Velocity Fields.
(with S. Grishin, S.A. Molchanov and L.Xu) Surface Stretching for Ornstein Uhlenbeck Velocity Field.
(with Cerou) Transport Properties of Gaussian Velocity Fields.
(with F. Viens) Almost Sure Exponential Behavior of a Stochastic Anderson Model with Continuous Space Parameter.
(with F. Viens and S.A. Molchanov) Sharp Upper Bound for a Parabolic Stochastic Partial Differential Equation.
(with S. Grishin and S.A. Molchanov) Massively Parallel Simulations of Motions in a Gaussian Velocity Field.