Inria
/
Raweb 2009
Presentation of the Project Tosca
Logo Inria
Tosca
TO Simulate and CAlibrate stochastic processes
2009 Research Team Activity Report
Sophia Antipolis - Méditerranée
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Nancy - Grand Est
Area :
Applied Mathematics, Computation and Simulation
Theme : Stochastic Methods and Models
Presentation of the Project-Team
- Activity Report in
PDF
or
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format
Members
Overall Objectives
Scientific Foundations
Application Domains
Software
Exitbm library
New Results
Probabilistic numerical methods, stochastic modelling and applications
Financial Mathematics
Contracts and Grants with Industry
Collaboration with ADEME: local modeling for the wind velocity
Collaboration with ADEME: carbon value and carbon tax in the context of renewable energies deployment
ANR MAEV: Modélisation Aléatoire et Évolution du Vivant (stochastic modelling of the evolution of living systems)
ANR ECRU: Exploration des Chemins RUgueux
ANR MODECOL: Using mathematical MODeling to improve ECOLogical services of prairial ecosystems
ANR MANDy: Mathematical Analysis of Neuronal Dynamics
Stochastic Analysis and Mathematical Physics Research Network
Contract with Calyon
Contract with Natixis: adaptive Monte Carlo methods
Contract with Natixis: portfolio optimization in incomplete markets
Other Grants and Activities
NCCR FINRISK
Natixis Fundation
Dissemination
Animation of the scientific community
Animation of workshops
Teaching
Ph.D. theses and habilitations
Participation to congresses, conferences, invitations...
Bibliography
Major publications
Publications of the year
References in notes