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[J1] A stochastic particle method for some one-dimensional nonlinear PDE. M. Bossy and D. Talay. Mathematics and Computer in Simulation, 38 :43-50, 1995.

[J2] Convergence rate for the approximation of the limit law of weakly interacting particles : application to the Burgers equation. M. Bossy and D. Talay. Ann. Appl.Probab., 6 :818-61, 1996.

[J3] Etude numérique de sensibilité d'un bilan de société d'assurance dans le cadre de contrats avec option de sortie. M. Bossy, N. Pistre, and D. Talay. Banque & Marchés, (28) :21-31, 1997.

[J4] Comparison of a stochastic particle method and a finite volume deterministic method applied to Burgers equation. M. Bossy, L. Fezoui, and S. Piperno. Monte Carlo Methods and Appl., 3(2):113-140, 1997.

[J5] A stochastic particle method for the McKean-Vlasov and the Burgers equation. M. Bossy and D. Talay. Mathematics of Computation, 66(217) :157-192, 1997.

[J6] Volatility model risk measurement and strategies against worst case volatilities. M. Bossy, R. Gibson, F-S.Lhabitant, N. Pistre, D. Talay, and Z. Zheng. Journal de la Société Française de Statistique, 141, 2000.

[J7] Risque associé au contrat d'assurance-vie pour la compagnie d'assurance. C. Berthelot, M. Bossy, and N. Pistre. Économie et Prévision,3(149 juillet-septembre), 2001.

[J8] Rate of convergence of a particle method for the solution of a 1D viscous scalar conservation law in a bounded interval. M. Bossy and B. Jourdain. Ann. Probab., 30(4) :1797-1832, 2002.

[J9] Optimal rate of convergence of a stochastic particle method to solutions of 1D viscous scalar conservation laws. M. Bossy. Mathematics of Computation, 73(246) :777-812, 2004.

[J10] A symmetrized Euler scheme for an efficient approximation of reflected diffusions. M. Bossy, E. Gobet, and D. Talay. J. Appl. Probab., 41(3) :877-889, 2004.

[J11] Model misspecification analysis for bond options and Markovian hedging strategies. M. Bossy, R. Gibson, F-S. Lhabitant, N. Pistre, and D. Talay. Rev. Deriv. Res.,9(2) :109-135, 2006. Published online August 2007.

[J12] Euler sheme for SDEs with non-Lipschitz diffusion coeffcient : strong convergence. A. Berkaoui, M. Bossy, and A. Diop. ESAIM Probability and Statistics, 12 :1-11, 2008. Published online November 2007.

[J13] Stochastic Downscaling Methods: Application to Wind Refinement. F. Bernardin, M. Bossy, C. Chauvin, P. Drobinski, A. Rousseau, and T. Salameh. Stoch. Environ. Res Risk. Assess, 23(6), 2009.

[J14] On mean numbers of passage times in small balls of discretized Itô processes. F. Bernardin, M. Bossy, M. Martinez, and D. Talay. Elect. Comm. in Probab., 14 :302-316, 2009.

[J15] Stochastic Lagrangian Method for Downscaling Problems in Computational Fluid Dynamics. F. Bernardin, M. Bossy, C. Chauvin, J.F. Jabir, and A. Rousseau. ESAIM M2AN, Volume 44, Number 5, September-October 2010 Special Issue on Probabilistic methods and their applications, 885-920.

[J16] Propabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics. M. Bossy, N. Champagnat, S. Maire, and D. Talay. ESAIM M2AN, Volume 44, Number 5, September-October 2010, Special Issue on Probabilistic methods and their applications, 997-1048.

[J17] Parallel pricing algorithms for multi-dimensional Bermudan/American options using Monte Carlo methods. V. Dung Doan, A. Gaiwad, M. Bossy, F. Baude, and I. Stokes-Rees. Math. Comput. Simulation, 81(3):568--577, 2010.

[J18] Stochastic representations of derivatives of solutions of one dimensional parabolic variational inequalities with Neumann boundary conditions. M. Bossy, M. Cisse, and D. Talay. Ann. Inst. H. Poincaré Probab. Statist. Volume 47, Number 2 (2011), 395-424.

[J19] On conditional McKean Lagrangian stochastic models. M. Bossy, J-F. Jabir, and D. Talay. Probab. Theory Relat. Fields. (2011) 151:319--351, doi:10.1007/s00440-010-0301-z.

[J20] On confined McKean Langevin processes satisfying the mean no-permeability boundary condition. M. Bossy and J-F. Jabir Stochastic Process and their Applications (2011), 121 (2011) 2751–2775; doi:10.1016/

[J21] Local existence of analytical solutions to an incompressible Lagrangian stochastic model in a periodic domain. M. Bossy, J. Fontbona, J-F. Jabir and P-E. Jabin. Communications in Partial Differential Equations, 38(7):1141--1182, 2013.

[J22] Monte carlo methods for linear and non-linear poisson-boltzmann equation.Mireille Bossy, N. Champagnat, H. Leman, S. Maire, L. Violeau, M. Yvinec. ESAIM: Proceedings and Surveys, 48, Decembre 2014.

[J23] Lagrangian stochastic models with specular boundary condition. M. Bossy, J-F. Jabir. Volume 268, Issue 6, 15 March 2015, Pages 1309-1381, Journal of Functional Analysis

[J24] Clarification and Complement to "Mean-Field Description and Propagation of Chaos in Networks of Hodgkin-Huxley and FitzHugh-Nagumo Neurons. M. Bossy, O. Faugeras and D. Talay. Volume 5, Number 1, 2015, The Journal of Mathematical Neuroscience

[J25] Modeling the wind circulation around mills with a Lagrangian stochastic approach. M. Bossy, J. Espina, J. Morice, C. Paris, A. Rousseau. Volume 2, 2016, p. 177-214, SMAI-Journal of Computational Mathematics

[J26] Particle approximation for Lagrangian Stochastic Models with specular boundary condition. M. Bossy, J-F. Jabir. Electron. Commun. Probab., 23:1--14, 2018.

[J27] Strong convergence of the symmetrized Milstein scheme for some CEV-like SDEs. M. Bossy, H. Olivero Quinteros. Bernoulli Journal Volume 24, Number 3 (August 2018), 1995-2042.


[Pre1] Weak convergence analysis of the symmetrized Euler scheme for one dimensional SDEs with diffusion coefficient |x|^a, a in [1/2,1). M. Bossy and A. Diop. Research report RR-5396, INRIA. arXiv:1508.04573

[Pre2] On the wellposedness of some moderated or singular McKean diffusion coefficient models. M. Bossy, J-F. Jabir. To appear

[Pre3] Synchronization of stochastic mean field networks of Hodgkin-Huxley neurons with noisy channels. Mireille Bossy, Joaquin Fontbona, Hector Olivero. Preprint

Book Chapters

[C1] Numerical analysis and misspecifications in finance : from model risk to localization error estimates for nonlinear PDEs. C. Berthelot, M. Bossy, and D. Talay. In Stochastic processes and applications to mathematical finance, pages 1-25. World Sci. Publ., River Edge, NJ, 2004. 

[C2] Electricity prices in a game theory context. M. Bossy, N. Maïzi, G.J. Olsder, O. Pourtallier, and E. Tanre. In Dynamics Games : Theory and Applications, volume 10 of GERAD 25th Anniv. Ser., pages 135-159. Springer, 2005.

[C3] Markov processes and parabolic partial differential equations. M. Bossy and N. Champagnat. In Encyclopedia of Quantitative Finance. Cont R. (Ed). John Wiley & Sons Ltd. Chichester, UK. pp.1142-1159, 2010.

[C4] Game theory analysis for carbon auction market through electricity market coupling. M. Bossy, N. Maïzi, O. Pourtallier. In: Aïd R., Ludkovski M., Sircar R. (eds) Commodities, Energy and Environmental Finance. Fields Institute Communications, vol 74. Springer, New York, NY.

[C5] Stochastic Lagrangian approach for wind farm simulation Mireille Bossy, Aurore Dupre, Philippe Drobinski, Laurent Violeau, Christian Briard In Forecasting and Risk Management of Renewable Energy, In press

Conference Proceedings

[P1] A Stochastic Particle Method for McKean-Vlasov PDE's and the Burgers Equation. M. Bossy and D. Talay. In O. Mahrenholtz, K. Marti, and R. Mennicken, editors, Applied Stochastics and Optimisation, proceedings of ICIAM 95, number 3 in Special issue of Zeitschrift für Angewandte Mathematik und Mechanik, pages 319-322. Akademie Verlag, 1996.

[P2] A particle method for the solution of a 1D viscous scalar conservation law in a bounded interval. M. Bossy and B. Jourdain. In Monte Carlo Methods Appl., pages 45-53. Proc. Internat. Conf. on Monte Carlo and Probabilistic methods for PDEs, Monaco, July 2000, 2001.

[P3] Some stochastic particle methods for nonlinear parabolic PDEs. M. Bossy. In Proceedings of 2005 GRIP Summer School, volume 15 of ESAIM Proc., pages 18-57. EDP Sci., Les Ulis, 2003.

[P4] The statistics of spikes trains for some types of neuron models. O. FAUGERAS, T. PAPADOPOULOS, J. TOUBOUL, M. Bossy, D. Talay, and E. Tanre. In Neurocomp 2006. 23-24 octobre 2006.

[P5] Stochastic resonance for the lif model : a stochastic approach. M. Bossy, A. Grorud, K. Pakdaman, D. Talay, and E. Tanre. In Neurocomp 2006. 23-24 octobre 2006.

[P6] A fault tolerant and multi-paradigm grid architecture for time constrained problems. Application to financial option pricing. S. Bezinne, V. Galtier, S. Vialle, F. Baude, M. Bossy, V. Dung Doan, and L. Henrio. In IEEE Digital Libray, editor, In 2nd IEEE International Conference on e-Science and Grid Computing, December 2006.

[P7] Stochastic particle method applied to local wind simulation. A. Rousseau, F. Bernardin, M. Bossy, P. Drobinski, and T. Salameh. In Proc. IEEE International Conference on Clean Electrical Power, Capri, Italy, 2007. IEEE.

[P8] Solving the uniform density constraint in a downscaling stochastic model. C. Chauvin, S. Hirstoaga, P. Kabelikova, A. Rousseau, F. Bernardin, and M. Bossy. In CEMRACS 2007, volume 24 of ESAIM Proc., pages 97-110, 2008.

[P9] Gridifying Classification-Monte Carlo algorithm for pricing high-dimensional American options. V. Dung Doan, A. Gaikwad, F. Baude, and M. Bossy. In Workshop on High Performance Computational Finance, IEEE/ACM Supercomputing November 2008, IEEE Xplore http ://ieeexplore. ?arnumber=4745402&isnumber=4745391, Austin, Texas, 2008.

[P10] Managing parallel and distributed Monte Carlo simulations for computational finance in a Grid environment. I. Stokes-Rees, F. Baude, V. Dung Doan, and M. Bossy. In Simon Lin, editor, Proceedings of the International Symposium on Grid Computing 2007, Taipei, Taiwan, 2008. Springer Verlag.

[P11] Wind Simulation Reffinement: some New Challenges for Particle Methods C. Chauvin, F. Bernardin, M. Bossy and A. Rousseau. In Progress in industrial mathematics at ECMI 2008, 765--770, Math. Ind., 15 Springer, Berlin, 2010.

[P12] Superquant financial benchmark suite for performance analysis of grid middlewares. A. Gaikwad, V.D. Doan, M. Bossy, F. Abergel, and F. Baude. In Modeling, Simulation and Optimization of Complex Processes, Proceedings of the Fourth International Conference on High Performance Scientific Computing, March 2-6, 2009, Hanoi, Vietnam. 103--113, Springer 2012.

[P13] Nash equilibria for coupling of CO2 allowances and electricity markets. M. Bossy, N. MAÏZI, O. Pourtallier. In ESAIM: Proceedings, EDP Sciences, 2014, Congres SMAI 2013, volume 45, pages 98 -- 107, September 2014.

[P14] A stochastic approach to colloidal particle collision/agglomeration. R.E. Maftei, M. Bossy, J-P. Minier and C. Profeta. In ICMF-2016 - 9th International Conference on Multiphase Flow, May 22nd-27th 2016, Firenze, Italy.

International Conferences and Workshops

[W1] Picsougrid, a framework for financial computations on the grid. F. Baude, M. Bossy, V.D. Doan, and I. Stokes-Rees. In International Symposium of Grid Computing, Taiwan, 2007, march. 2007.

[W2] Local wind simulation using a stochastic particle method. F. Bernardin, M. Bossy, A. Rousseau, T. Salameh, and P. Drobinski. In SciCADE 2007, International Conference on Scientific Computation and Differential Equations, Saint-Malo, France, 2007.

[W3] Comparison of parallel distributed american option pricing : Through continuation values classification versus optimal exercise boundary computation. V. Dung Doan, M. Bossy, F. Baude, and I. Stokes-Rees. In Sixth IMACS Seminar on Monte Carlo Methods (MCM 2007), Extended abstarct, Reading, UK, 2007.

[W4] Optimal dynamic cross pricing of CO2 market. C. Durville, D. Varone, M. Bossy, N. Maïzi, and O. Pourtallier.In EURO XXII, 22nd European Conference on operational Research, Prague, Ceská Republika, 2007.

Short papers

[S1] Vitesse de convergence d'un algorithme particulaire stochastique pour l'équation de Burgers. M. Bossy and D. Talay. C.R. Acad Sci. Paris, 1(320) :1129-1134, 1995.

[S2] Probabilistic numerical methods for physical and financial problems. M. Bossy, M. Picasso, and D. Talay. Computer in Physics, 11(4) :325-330, 1997.

[S3] Life insurance contract simulations. M. Bossy. ERCIM NEWS, special Financial Mathematics, (38), July 1999.

[S4] Valuing CO2 emission allowances with stochastic control. O. Davidau, M. Bossy, N. Maïzi, and O. Pourtallier. ERCIM NEWS, special Mathematics for finance and economy, (78), July 2009.

[S5] Bèves de maths, chapter Combien pour ma tonne de CO2 ? Mireille Bossy, Odile Pourtallier, and Nadia Maïzi. Nouveau Monde Éditions, 2014.

Research reports and Internal reports

[R1] Rapport de Contrat d'étude EDF/INRIA (Projet Oméga). Marché de l'électricité M. Bossy, M. Deaconu, and E. Tanre. Rapport final de collaboration INRIA-EDF, 2004.

[R2] Using game theory for the electricity market.M. Bossy, N. MAÏZI, G.J. Olsder, O. Pourtallier, and E. Tanre. Research report RR-5274, INRIA, 2005.

[R3] Rapport de contrat de collaboration INRIA-EDF. J-F. Jabir, M. Bossy, and D. Talay. 39 pages, Décembre 2005.

span style="font-weight: bold;">[R4] Rapport final de contrat de collaboration INRIA-ADEME. F. Bernardin, M. Bossy, J-F. Jabir, and A. Rousseau. 45 pages, Décembre 2006.

[R5] A financial engineering benchmark for performance analysis of grid middlewares. V. Dung Doan, A. Gaikwad, M. Bossy, F. Baude, and F. ABERGEL. Technical Report RT-365, INRIA, 2009.


[T1] Vitesse de Convergence d'Algorithmes Particulaires Stochastiques et Application à l'Equation de Burgers. M. Bossy. PhD thesis, Université de Provence, 1995.

[T2] Méthodes particulaires stochastiques et modèles stochastiques lagrangiens; Discrétisation d'EDS avec condition de bord; Quelques modélisations et méthodes numériques pour la finance. M. Bossy. Habilitation à Diriger des Recherches, Université de Nice Sophia Antipolis, 2010.

(Last modified: June,  2016)