Project-Tosca:Ph.D. theses and habilitations

Team Tosca

Members

Overall Objectives

Scientific Foundations

Scientific Foundations

Application Domains

Application Domains

Software

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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

Inria / Raweb 2009
Presentation of the Project Tosca

Section: Dissemination

Ph.D. theses and habilitations

Samuel Herrmann defended his habilitation entitled Calcul asymptotique lié à l'étude de certains processus stochastiques at Université Henri Poincaré in November.

Junbo Huang defended his Ph.D. thesis entitled Théorème de Berry-Esseen pour martingales normalisées et algorithmes stochastiques. Application en contrôle stochastique at Université Pierre et Marie Curie in July.

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