Mireille Bossy
Project-Team TOSCA

   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


About TOSCA
"TO Simulate and CAlibrate stochastic models"

 
 
 

Project-Team web site






 
 
 
 


More about Tosca






 
Some links

The Doctoral School SFA of the University of Nice-Sophia
(Last modified: Mar,  2014)