Mireille Bossy

Directrice de Recherche

at Inria Sophia Antipolis - Mediterranee Research Centre, France

   Research Interests

Probabilistic interpretation of PDEs
Stochastic particle algorithms and related Monte Carlo methods
Discretisation schemes for SDEs
Financial Mathematics/Model risk analysis/Power market models
   Research Projetcs
Particle methods for Lagrangian approach in Fluid mechanics.
Stochastic Downscaling Method for the simulation of Wind at Small Scales.

        About the WindPoS-SDM project
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
Inria Sophia Antipolis - Méditerranée
2004, route des Lucioles - BP 93
06902 Sophia Antipolis Cedex
Phone :  +33 4 92 38 79 82
Mireille "dot" Bossy "at" inria.fr
Office: Galois 31

Events

Wokshop EDF-UCA : HPC et mécanique des fluides
Dans le cadre du projet Inria Sophia Antipolis November 23 - 24, 2017


MECASIF Closing workshop
On reduced order methods for wind and marine power
held at Inria Sophia Antipolis February 20-22, 2017


Publications

My list with links
Inria hal
Google scholar

Teaching

I'm member of the TOSCA Project-Team



I'm an External Contributor of the CMA MinesParisTech Laboratory



(Last modified: January,  2018)