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hal-00555590v2  Chapitre d'ouvrage
François Delarue. Stochastic Analysis for the Complex Monge-Ampère Equation. (An Introduction to Krylov's Approach.)
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>
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hal-00016374v3  Article dans une revue
François Delarue. Hitting Time of a Corner for a Reflected Diffusion in the Square
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institute Henri Poincaré, 2008, 44 (5), pp.946-961
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hal-00789830v1  Article dans une revue
François Delarue, Franco Flandoli. The transition point in the zero noise limit for a 1D Peano example
Discrete and Continuous Dynamical Systems - Series A, American Institute of Mathematical Sciences, 2014, 34, pp.4071--4084
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hal-00330023v1  Article dans une revue
François Delarue. Krylov and Safonov Estimates for Degenerate Quasilinear Elliptic PDEs
Journal of Differential Equations, Elsevier, 2010, 248, pp.924--951
hal-00212028v1  Article dans une revue
François Delarue, S. Menozzi. An interpolated stochastic algorithm for quasi-linear PDEs
Mathematics of Computation, American Mathematical Society, 2008, 77 (261), pp.125-158
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hal-00005448v2  Article dans une revue
François Delarue, Stéphane Menozzi. A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs
The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2006, 16, pp.140-184
hal-00340271v1  Article dans une revue
François Delarue. Hitting time of a corner for a reflected diffusion in the square
Annales de l'IHP - Probabilités et Statistiques, 2008, 44 (5), pp.946-961
hal-00023476v1  Article dans une revue
François Delarue, S. Menozzi. A forward-backward stochastic algorithm for quasi-linear PDEs
The Annals of Applied Probability : an official journal of the institute of mathematical statistics, The Institute of Mathematical Statistics, 2006, 16 n.1, pp.140-184
hal-00128486v1  Article dans une revue
F. Comets, François Delarue, R. Schott. Distributed algorithms in an ergodic Markovian environment
Random Structures Algorithms, 2007, 30 n.1-2, pp.131-167
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hal-01144844v1  Article dans une revue
François Delarue. Martin Hairer, l'équation de KPZ et les structures de régularité
Gazette des Mathématiciens, Société Mathématique de France, 2015, 143, pp.15--28
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hal-01144845v1  Pré-publication, Document de travail
Jean-François Chassagneux, Dan Crisan, François Delarue. A probabilistic approach to classical solutions of the master equation for large population equilibria
2015
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hal-01144847v1  Article dans une revue
René Carmona, François Delarue, Daniel Lacker. Mean field games with common noise
Annals of Probability, 2016, To appear
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hal-00555591v2  Article dans une revue
René Carmona, François Delarue, Gilles-Edouard Espinosa, Nizar Touzi. Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2012, 23, pp.1086--1128
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hal-00747565v4  Article dans une revue
François Delarue, James Inglis, Sylvain Rubenthaler, Etienne Tanré. Global solvability of a networked integrate-and-fire model of McKean-Vlasov type
Annals of Applied Probability, Institute of Mathematical Statistics (IMS), 2015, 25 (4), pp.2096--2133
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hal-01001716v3  Article dans une revue
François Delarue, James Inglis, Sylvain Rubenthaler, Etienne Tanré. Particle systems with a singular mean-field self-excitation. Application to neuronal networks.
Stochastic Processes and their Applications, Elsevier, 2015, 125, pp.2451--2492. <10.1016/j.spa.2015.01.007>
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hal-00004089v2  Article dans une revue
François Delarue, Giuseppina Guatteri. Weak Solvability Theorem for Forward-Backward SDEs
Stochastic Processes and their Applications, Elsevier, 2006, 116 (12), pp.1712-1742
hal-00123951v1  Article dans une revue
François Delarue, G. Guatteri. Weak existence and uniqueness for forward–backward SDEs
Stochastic Processes and their Applications, Elsevier, 2006, 116 n.12, pp.1712-1742
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hal-00979789v3  Direction d'ouvrage, Proceedings
René Carmona, François Delarue. The Master Equation for Large Population Equilibriums
France. Springer, 2014, Stochastic Analysis and Applications 2014, Editors : D. Crisan, B. Hambly, T. Zariphopoulou
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hal-00599543v3  Article dans une revue
Dan Crisan, François Delarue. Sharp Derivative Bounds for Solutions of Degenerate Semi-Linear Partial Differential Equations
Journal Functional Analysis, 2012, 263 (10), pp.3024-3101
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hal-00141167v1  Article dans une revue
François Delarue, Rémi Rhodes. Stochastic Homogenization of Quasilinear PDEs with a Spatial Degeneracy
Asymptotic Analysis, IOS Press, 2009, pp.61--90
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hal-01196045v1  Pré-publication, Document de travail
P Cardaliaguet, François Delarue, J.-M Lasry, P.-L Lions. The master equation and the convergence problem in mean field games
2015
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hal-00008328v1  Pré-publication, Document de travail
François Delarue. Additive Functionals of a Non-Divergence Diffusion in a Random Medium
2005
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hal-00002980v1  Pré-publication, Document de travail
François Delarue, Séphane Menozzi. A Forward-Backward stochastic algorithm for quasi-linear PDEs
2004
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hal-00623883v1  Article dans une revue
René Carmona, François Delarue. Singular FBSDEs and Scalar Conservation Laws Driven by Diffusion Processes
Probability Theory and Related Fields, Springer Verlag, 2012, pp.DOI 10.1007/s00440-012-0459-7. <10.1007/s00440-012-0459-7>
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hal-00947201v3  Article dans une revue
François Delarue, Roland Diel. ROUGH PATHS AND 1D SDE WITH A TIME DEPENDENT DISTRIBUTIONAL DRIFT. APPLICATION TO POLYMERS.
Probability Theory and Related Fields, Springer Verlag, 2015, pp.1-63. <10.1007/s00440-015-0626-8>
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hal-00005841v1  Article dans une revue
Francis Comets, François Delarue, René Schott. Distributed Algorithms in an Ergodic Markovian Environment
Random Structures and Algorithms, Wiley, 2007, 30, pp.131-167
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hal-00870991v1  Pré-publication, Document de travail
François Delarue, James Inglis, Sylvain Rubenthaler, Etienne Tanré. First hitting times for general non-homogeneous 1d diffusion processes: density estimates in small time
2013
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hal-01273848v1  Pré-publication, Document de travail
François Delarue, Frédéric Lagoutière, Nicolas Vauchelet. Convergence order of upwind type schemes for transport equations with discontinuous coefficients
2016
hal-00445768v1  Article dans une revue
F. Comets, François Delarue, R. Schott. Large deviations analysis for distributed algorithms in an ergodic Markovian environment
Applied Mathematics and Optimization, Springer Verlag (Germany), 2009, 60 (3), pp.341-396
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hal-00198408v1  Article dans une revue
Francis Comets, François Delarue, René Schott. Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment
Applied Mathematics and Optimization, Springer Verlag (Germany), 2009, 60 (3), pp.341--396. <10.1007/s00245-009-9079-8>
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