Inria
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Raweb 2006
Presentation of the Project OMEGA
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OMEGA
Méthodes numériques probabilistes pour les équations aux dérivées partielles et les mathématiques financières
2006 Research Team Activity Report
Sophia Antipolis - Méditerranée
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Theme :
NUM
Presentation of the Project-Team
- Activity Report in
PDF
or
XML
format
Members
Overall Objectives
Introduction
Probabilistic numerical methods
Stochastic models: calibration and simulation
Scientific Foundations
Application Domains
New Results
Probabilistic numerical methods, stochastic modelling and applications
Interacting particle systems in Lagrangian modeling of turbulent flows
Financial Mathematics
Stochastic analysis and applications
Contracts and Grants with Industry
Collaboration with ADEME-Sophia: local modeling for the wind velocity
Meteo–Stoch project
ANR GCPMF: Grille de Calcul pour les Mathématiques Financières
ANR MAEV: Modélisation Aléatoire et Évolution du Vivant (stochastic modelling of the evolution of living systems)
ACI ``Structured Populations''
Other Grants and Activities
Dissemination
Animation of the scientific community
Animation of workshops
Teaching
Ph.D. theses
Participation to congresses, conferences, invitations, ...
Bibliography
Major publications
Publications of the year
References in notes
