Research Interests
Numerical probability analysis, stochastic analysis;
Probabilistic methods for fluid mechanics ;
Stochastic Lagrangian method for particles and flows ;
Stochastic particle algorithms and related Monte Carlo methods ;
Discretisation schemes for SDEs ;
Probabilistic interpretation of PDEs
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
ORCID ID : 0000-0002-6972-9022
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
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