Mireille Bossy

Directrice de Recherche at INRIA, France

Sophia Antipolis - Mediterranee Research Centre

RICAM Special Semester Computational Methods in Science and Engineering
School 2: Numerics for Stochastic Partial Differential Equations and their Applications, December 5-9, 2016, Linz

slides part 1


   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 WindPoS-SDM project
Discretisation schemes for SDEs

Financial Mathematics

Model risk analysis
Power market models
CO2 market design, and carbon value assessment (collaboration with CMA)
          About the CarbonValue and the project CarbonQuant

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

Contact and Postal address
2004 route des lucioles
BP 93
06902 Sophia Antipolis
Phone :  +33 4 92 38 79 82
Fax : +33 4 92 38 75 50

Office: Galois 32

Member of the TOSCA Project-Team

WindPoS home-page


Some links

The Annals of Applied Probability

The Doctoral School SFA of the University of Nice-Sophia Antipolis

(Last modified: June,  2016)