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inria-00073598v1  Rapport
Mireille Bossy, Loula Fezoui, Serge Piperno. Comparaison d'une méthode stochastique et d'une méthode déterministe appliquées à l'équation de Burgers
[Rapport de recherche] RR-3093, INRIA. 1997, pp.28
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inria-00074265v1  Rapport
Mireille Bossy, Denis Talay. Convergence Rate for the Approximation of the Limit Law of Weakly Interacting Particles 2: Application to the Burgers Equation
[Research Report] RR-2410, INRIA. 1994, pp.49
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inria-00084905v4  Rapport
Olivier Faugeras, Théodore Papadopoulo, Jonathan Touboul, Denis Talay, Etienne Tanré et al.  The Statistics Of Spikes Trains For Some Simple Types Of Neuron Models
[Research Report] RR-5950, INRIA. 2007, pp.15
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inria-00074492v1  Rapport
Mireille Bossy, Denis Talay. Convergence rate for the approximation of the limit law of weakly interacting particles 1: smooth interacting kernels
[Research Report] RR-2180, INRIA. 1994
hal-00645033v1  Communication dans un congrès
Mireille Bossy, Dia El Hadj Ali, Nadia Maïzi, Odile Pourtallier. Indifference prices for carbon emission allowances. The European carbon market context
7th International Congress on Industrial and Applied Mathematics - ICIAM 2011, Jul 2011, Vancouver, Canada. 2011
hal-00645038v1  Communication dans un congrès
Mireille Bossy, René Carmona, Nadia Maïzi, Odile Pourtallier. Carbon Allowances and Electricity Prices: a Game-theory Approach
7th International Congress on Industrial and Applied Mathematics - ICIAM 2011, Jul 2011, Vancouver, Canada. 2011
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hal-00644924v1  Communication dans un congrès
Claire Chauvin, Frédéric Bernardin, Mireille Bossy, Antoine Rousseau. Wind Simulation Refinement: some New Challenges for Particle Methods
ECMI 2008 - The European Consortium For Mathematics In Industry, Jun 2008, London, United Kingdom. Springer-Verlag Berlin Heidelberg, 15, pp.765-770, 2010, Mathematics in Industry; Progress in Industrial Mathematics at ECMI 2008. <10.1007/978-3-642-12110-4>
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inria-00381854v4  Rapport
Mireille Bossy, Mamadou Cissé, Denis Talay. Stochastic representations of derivatives of solutions of one dimensional parabolic variational inequalities with Neumann boundary conditions
[Research Report] RR-6921, INRIA. 2009, pp.45
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inria-00345524v4  Article dans une revue
Mireille Bossy, Jean Francois Jabir, Denis Talay. On conditional McKean Lagrangian stochastic models
Probability Theory and Related Fields, Springer Verlag, 2011, 151, pp.319-351. <10.1007/s00440-010-0301-z>
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inria-00193883v2  Chapitre d'ouvrage
Mireille Bossy, Nicolas Champagnat. Markov processes and parabolic partial differential equations
Cont Rama. Encyclopedia of Quantitative Finance, John Wiley & Sons Ltd. Chichester, UK, pp.1142-1159, 2010
hal-00504620v1  Chapitre d'ouvrage
Mireille Bossy, Nadia Maïzi, Geert Jan Olsder, Odile Pourtallier, Etienne Tanré. Electricity Prices in a Game Theory Context
Alain Haurie, Georges Zaccour. Dynamic Games ; Theory and Applications, Springer, p. 135-159 - ISBN 978-0-387-24601-7, 2005, GERAD 25th anniversary series ; 10, <10.1007/0-387-24602-9_7>
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hal-00954377v1  Pré-publication, Document de travail
Mireille Bossy, Odile Pourtallier, Nadia Maïzi. Game theory analysis for carbon auction market through electricity market coupling
to appear in Commodities, Energy and Environmental Finance, eds. M. Ludkovksi, R. Sircar and R. A.. 2014
hal-01162832v1  Chapitre d'ouvrage
Mireille Bossy, Nadia Maïzi, Odile Pourtallier. Game theory analysis for carbon auction market through electricity market coupling
Ludkovski, Michael; Sircar, Ronnie; Aid, Rene. Commodities, Energy and Environmental Finance, 74, Springer, pp.335-370, 2015, Fields Institute Communications, 978-1-4939-2732-6. <10.1007/978-1-4939-2733-3_13 >. <http://www.springer.com/us/book/9781493927326>
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inria-00000177v4  Rapport
Mireille Bossy, Awa Diop. An efficient discretisation scheme for one dimensional SDEs with a diffusion coefficient function of the form |x|^a, a in [1/2,1)
[Research Report] RR-5396, INRIA. 2007, pp.44
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inria-00337526v1  Article dans une revue
Frédéric Bernardin, Mireille Bossy, Claire Chauvin, Philippe Drobinski, Antoine Rousseau et al.  Stochastic Downscaling Method: Application to Wind Refinement
Stochastic Environmental Research and Risk Assessment, Springer Verlag (Germany), 2009, 23 (6), pp.851-859. <10.1007/s00477-008-0276-9>
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inria-00559072v2  Article dans une revue
Mireille Bossy, Jean-François Jabir. On confined McKean Langevin processes satisfying the mean no-permeability boundary condition
Stochastic Processes and their Applications, Elsevier, 2011, 121 (12), pp.2751-2775. <10.1016/j.spa.2011.07.006>
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inria-00072728v1  Rapport
Mireille Bossy. Optimal Rate of Convergence of a Stochastic Particle Method to Solutions of 1D Viscous Scalar Conservation Law Equations
[Research Report] RR-3924, INRIA. 2000, pp.33
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inria-00326931v1  Communication dans un congrès
Claire Chauvin, Sever Adrian Hirstoaga, Pavla Kabelikova, Antoine Rousseau, Frédéric Bernardin et al.  Solving the Uniform Density Constraint in a Stochastic Downscaling Model
Cécile Dobrzynski and Pascal Frey and Philippe Pebay. CEMRACS 2007 - Centre d'Eté Mathématique de Recherche Avancée en Calcul Scientifique, Aug 2007, Marseille, France. EDP Sciences, 24, pp.97-110, 2008, ESAIM: Proc.; CEMRACS 2007. <10.1051/proc:2008032>
hal-00593816v1  Communication dans un congrès
Davidau Olivier, Mireille Bossy, Nadia Maïzi, Odile Pourtallier. Indifference prices for CO2 emission allowances
EURO Conference, Jul 2009, Bonn, Germany
inria-00393030v1  Communication dans un congrès
Frédéric Bernardin, Mireille Bossy, Antoine Rousseau, Tamara Salameh, Philippe Drobinski. Local wind simulation using a stochastic particle method
SciCADE 2007 - International conference on scientific computation and differential equations, Jul 2007, Saint-Malo, France. 2007
hal-00605716v1  Communication dans un congrès
Mireille Bossy. Discretization of non linear Langevin SDEs
Minisymposium at the 5-th European Congress of Mathematics, Jul 2008, Amsterdam, Netherlands
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inria-00278514v2  Article dans une revue
Viet Dung Doan, Abhijeet Gaikwad, Mireille Bossy, Françoise Baude, Ian Stokes-Rees. Parallel Pricing Algorithms for Multi--Dimensional Bermudan/American Options using Monte Carlo methods
Mathematics and Computers in Simulation, Elsevier, 2010, 81 (3), pp.568--577. <10.1016/j.matcom.2010.08.005>
hal-00913320v1  Article dans une revue
Mireille Bossy, Nadia Maïzi, Odile Pourtallier. Nash equilibrium for coupling of CO2 allowances and electricity markets
ESAIM: Proceedings, EDP Sciences, 2014, Congrès SMAI 2013, 45, September 2014, pp.98 - 107
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inria-00071255v1  Rapport
Mireille Bossy, Nadia Maïzi, Geert Jan Olsder, Odile Pourtallier, Etienne Tanré. Using game theory for the electricity market
[Research Report] RR-5274, INRIA. 2006
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inria-00121828v1  Communication dans un congrès
Sébastien Bezinne, Virginie Galtier, Stéphane Vialle, Françoise Baude, Mireille Bossy et al.  A Fault Tolerant and Multi-Paradigm Grid Architecture for Time Constrained Problems. Application to Financial Option Pricing
2nd IEEE International Conference on e-Science and Grid Computing - e-science'06, Dec 2006, Amsterdam, Netherlands. IEEE, pp.49, 2006, <10.1109/E-SCIENCE.2006.261133>
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