François Delarue

Allocataire Moniteur at the Université de Provence
 

 
 

Projet SYSDYS

INRIA/LATP
Institut Méditerranéen de Technologie
38, rue Joliot-Curie
13 451 Marseille Cedex 20
04 91 05 46 77
fdelarue@sophia.inria.fr

Research interests :

 
Forward Backward stochastic differential equations : 
Existence and uniqueness of solutions
Connection with quasilinear PDEs :
Existence and uniqueness of solutions
Estimations of the solutions with probabilistic techniques
Homogenization in periodic media, in random media

Works :

 
 
PhD Thesis ( with supervision of Etienne Pardoux) :
Forward Backward stochastic differential equations.
Application to the homogenezation of quasilinear PDEs.

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Publications :
1. On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. 
To appear in Stochastic Processes and their Applications.

2. Estimates of the solutions of a system of quasilinear PDEs. 
A probabilistic scheme.
Preprint.

3.  Probabilistic schemes for homogenization of quasilinear PDEs
with periodic coefficients.
Preprint

Curriculum Vitae :

 
Doctorat  (PhD) at the Universite de Provence : 1999-2002
Agregation de Mathematiques (rank 4) :  1999
Student at the ENS de Lyon : Scolarship from 1996 to 2000

 
Last update : 19 Feb 2002