Research Interests

Probabilistic interpretation of PDEs

Stochastic particle algorithms

Particle methods for Lagrangian approach in Fluid mechanics.
Stochastic Downscaling Method for the simulation of Wind at Small Scales.
       About the SDM project.

Discretisation schemes for SDEs

Financial Mathematics

Model risk analysis
Power market models

CO2 market evaluation (collaboration with CMA)
       About the CarbonValue project and the ADT CarbonQuant.

Risk management in capitalization or life-insurance contract
Grid algorithms in Finance :

ANR GCPMF Grid in Mathematical Finance
See more on this project on Viet Dung Doan Home Page

   Publications

   Postal address

INRIA, TOSCA Project Team
2004 route des lucioles
BP 93
06902 Sophia Antipolis
Phone :  +33 4 92 38 79 82
Fax : +33 4 92 38 75 50

Mireille.Bossy@inria.fr
Office: Galois 32