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authFullName_s : François Delarue
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Rearranged Stochastic Heat Equation

François Delarue , William R. P. Hammersley
Preprints, Working Papers, ... hal-03800329v1
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Propagation of chaos for mean field rough differential equations

Ismaël Bailleul , Rémi Catellier , François Delarue
Annals of Probability, 2021, 49 (2), pp.944-996. ⟨10.1214/20-AOP1465⟩
Journal articles hal-02339372v1
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Finite state Mean Field Games with Wright-Fisher common noise

Erhan Bayraktar , Alekos Cecchin , Asaf Cohen , François Delarue
Journal de Mathématiques Pures et Appliquées, 2021, 147, pp.98-162. ⟨10.1016/j.matpur.2021.01.003⟩
Journal articles hal-02953518v1
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François Delarue , Rinel Foguen Tchuendom
Stochastic Processes and their Applications, 2020
Journal articles hal-01864267v1
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Network of interacting neurons with random synaptic weights

Paolo Grazieschi , Marta Leocata , Cyrille Mascart , Julien Chevallier , François Delarue et al.
ESAIM: Proceedings and Surveys, 2019, CEMRACS 2017 - Numerical methods for stochastic models: control, uncertainty quantification, mean-field, 65, pp.445-475. ⟨10.1051/proc/201965445⟩
Journal articles hal-01928990v1
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Numerical schemes for the aggregation equation with pointy potentials

Benoît Fabrèges , Hélène Hivert , Kévin Le Balc’h , Sofiane Martel , François Delarue et al.
ESAIM: Proceedings and Surveys, 2019, ⟨10.1051/proc/201965384⟩
Journal articles hal-01788050v1
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Convergence analysis of upwind type schemes for the aggregation equation with pointy potential

François Delarue , Frédéric Lagoutìère , Nicolas Vauchelet
Annales Henri Lebesgue, In press, ⟨10.5802/ahl.30⟩
Journal articles hal-01591602v2
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The master equation and the convergence problem in mean field games

Pierre Cardaliaguet , François Delarue , Jean-Michel Lasry , Pierre Louis Lions
Princeton University Press. , 381, 2019, AMS-201, 9780691190709
Books hal-01196045v1
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François Delarue
Journées MAS 2016 de la SMAI – Phénomènes complexes et hétérogènes., 2017, Grenoble, France
Conference papers hal-01457409v1
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Convergence order of upwind type schemes for transport equations with discontinuous coefficients

François Delarue , Frédéric Lagoutière , Nicolas Vauchelet
Journal de Mathématiques Pures et Appliquées, 2017
Journal articles hal-01273848v1
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Mean field games with common noise

René Carmona , François Delarue , Daniel Lacker
Annals of Probability, 2016, 44 (6), pp.3740-3803
Journal articles hal-01144847v1
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François Delarue , Roland Diel
Probability Theory and Related Fields, 2015, pp.1-63. ⟨10.1007/s00440-015-0626-8⟩
Journal articles hal-00947201v3
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Global solvability of a networked integrate-and-fire model of McKean-Vlasov type

François Delarue , James Inglis , Sylvain Rubenthaler , Etienne Tanré
Annals of Applied Probability, 2015, 25 (4), pp.2096--2133. ⟨10.1214/14-AAP1044⟩
Journal articles hal-00747565v4
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Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics

René Carmona , François Delarue
Annals of Probability, 2015, 43, pp.2647-2700
Journal articles hal-00803683v2
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The Landau Equation for Maxwellian molecules and the Brownian Motion on SO_R(N).

François Delarue , Stephane Menozzi , Eulalia Nualart
Electronic Journal of Probability, 2015, 20 (92), pp.1-39
Journal articles hal-01005083v2
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A probabilistic approach to classical solutions of the master equation for large population equilibria

Jean-François Chassagneux , Dan Crisan , François Delarue
Preprints, Working Papers, ... hal-01144845v1
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Particle systems with a singular mean-field self-excitation. Application to neuronal networks.

François Delarue , James Inglis , Sylvain Rubenthaler , Etienne Tanré
Stochastic Processes and their Applications, 2015, 125, pp.2451--2492. ⟨10.1016/⟩
Journal articles hal-01001716v3
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Martin Hairer, l'équation de KPZ et les structures de régularité

François Delarue
Gazette des Mathématiciens, 2015, 143, pp.15--28
Journal articles hal-01144844v1
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The transition point in the zero noise limit for a 1D Peano example

François Delarue , Franco Flandoli
Discrete and Continuous Dynamical Systems - Series A, 2014, 34, pp.4071--4084
Journal articles hal-00789830v1
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Information transmission under random emission constraints

Francis Comets , François Delarue , René Schott
Combinatorics, Probability and Computing, 2014, 23, pp.973-1009. ⟨10.1017/S096354831400039X⟩
Journal articles hal-00637304v2
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Noise prevents collapse of Vlasov--Poisson point charges

François Delarue , Franco Flandoli , Dario Vincenzi
Communications on Pure and Applied Mathematics, 2014, 67, pp.1700-1736
Journal articles hal-00683127v2
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First hitting times for general non-homogeneous 1d diffusion processes: density estimates in small time

François Delarue , James Inglis , Sylvain Rubenthaler , Etienne Tanré
Preprints, Working Papers, ... hal-00870991v1
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Probabilistic Analysis of Mean-Field Games

René Carmona , François Delarue
SIAM Journal on Control and Optimization, 2013, 51, pp.2705--2734
Journal articles hal-00714589v3
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Mean Field Forward-Backward Stochastic Differential Equations

René Carmona , François Delarue
Electronic Communications in Probability, 2013, 18, 15 pp
Journal articles hal-00752997v1
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Sharp Derivative Bounds for Solutions of Degenerate Semi-Linear Partial Differential Equations

Dan Crisan , François Delarue
Journal Functional Analysis, 2012, 263 (10), pp.3024-3101
Journal articles hal-00599543v3
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Control of McKean-Vlasov Dynamics versus Mean Field Games

René Carmona , François Delarue , Aimé Lachapelle
Mathematics and Financial Economics, 2012, pp.DOI 10.1007/s11579-012-0089-y. ⟨10.1007/s11579-012-0089-y⟩
Journal articles hal-00655842v2
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Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives

René Carmona , François Delarue , Gilles-Edouard Espinosa , Nizar Touzi
Annals of Applied Probability, 2012, 23, pp.1086--1128
Journal articles hal-00555591v2
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Stochastic Analysis for the Complex Monge-Ampère Equation. (An Introduction to Krylov's Approach.)

François Delarue
Complex Monge-Ampère Equations and Geodesics in the Space of Kähler Metrics. Lectures Notes in Mathematics 2038. (Editor: V. Guedj), Springer, pp.55-198, 2012, Lecture Notes in Mathematics, ⟨10.1007/978-3-642-23669-3⟩
Book sections hal-00555590v2
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Singular FBSDEs and Scalar Conservation Laws Driven by Diffusion Processes

René Carmona , François Delarue
Probability Theory and Related Fields, 2012, pp.DOI 10.1007/s00440-012-0459-7. ⟨10.1007/s00440-012-0459-7⟩
Journal articles hal-00623883v1
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Probabilistic analysis of the upwind scheme for transport

François Delarue , Frédéric Lagoutière
Archive for Rational Mechanics and Analysis, 2011, 199, pp.229--268
Journal articles hal-00199856v1