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Stochastic Homogenization of Quasilinear PDEs with a Spatial Degeneracy

 François Delarue , Rémi Rhodes
Asymptotic Analysis, 2009, pp.61--90
Article dans une revue hal-00141167v1
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Control of McKean-Vlasov Dynamics versus Mean Field Games

 René Carmona , François Delarue , Aimé Lachapelle
Mathematics and Financial Economics, 2012, pp.DOI 10.1007/s11579-012-0089-y. ⟨10.1007/s11579-012-0089-y⟩
Article dans une revue hal-00655842v2
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Mean field games with common noise

 René Carmona , François Delarue , Daniel Lacker
Annals of Probability, 2016, 44 (6), pp.3740-3803
Article dans une revue hal-01144847v1

Editorial: Second Issue on Mean Field Games

 Alain Bensoussan , François Delarue
Applied Mathematics and Optimization, 2017, 76 (1), pp.1 - 3. ⟨10.1007/s00245-017-9436-y⟩
Article dans une revue hal-01868155v1
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Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics

 René Carmona , François Delarue
Annals of Probability, 2015, 43, pp.2647-2700
Article dans une revue hal-00803683v2
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Global solvability of a networked integrate-and-fire model of McKean-Vlasov type

 François Delarue , James Inglis , Sylvain Rubenthaler , Etienne Tanré
The Annals of Applied Probability, 2015, 25 (4), pp.2096--2133. ⟨10.1214/14-AAP1044⟩
Article dans une revue hal-00747565v4
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Probabilistic Analysis of Mean-Field Games

 René Carmona , François Delarue
SIAM Journal on Control and Optimization, 2013, 51, pp.2705--2734
Article dans une revue hal-00714589v3
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Convergence analysis of upwind type schemes for the aggregation equation with pointy potential

 François Delarue , Frédéric Lagoutìère , Nicolas Vauchelet
Annales Henri Lebesgue, In press, ⟨10.5802/ahl.30⟩
Article dans une revue hal-01591602v2
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Finite state Mean Field Games with Wright-Fisher common noise

 Erhan Bayraktar , Alekos Cecchin , Asaf Cohen , François Delarue
Journal de Mathématiques Pures et Appliquées, 2021, 147, pp.98-162. ⟨10.1016/j.matpur.2021.01.003⟩
Article dans une revue hal-02953518v1

Exploration noise for learning linear-quadratic mean field games

 François Delarue , Athanasios Vasileiadis
2021
Pré-publication, Document de travail hal-03377368v1
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Density Estimates for a Random Noise Propagating through a Chain of Differential Equations

 François Delarue , Stéphane Menozzi
Journal of Functional Analysis, 2010, 259, pp.1577--1630
Article dans une revue hal-00436051v1
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Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment

 Francis Comets , François Delarue , René Schott
Applied Mathematics and Optimization, 2009, 60 (3), pp.341--396. ⟨10.1007/s00245-009-9079-8⟩
Article dans une revue hal-00198408v1

Probabilistic Theory of Mean Field Games with Applications II

 René Carmona , François Delarue
Springer. 2018, ⟨10.1007/978-3-319-56436-4⟩
Ouvrages hal-01868145v1
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SELECTION OF EQUILIBRIA IN A LINEAR QUADRATIC MEAN-FIELD GAME

 François Delarue , Rinel Foguen Tchuendom
Stochastic Processes and their Applications, 2020
Article dans une revue hal-01864267v1
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ROUGH PATHS AND 1D SDE WITH A TIME DEPENDENT DISTRIBUTIONAL DRIFT. APPLICATION TO POLYMERS.

 François Delarue , Roland Diel
Probability Theory and Related Fields, 2015, pp.1-63. ⟨10.1007/s00440-015-0626-8⟩
Article dans une revue hal-00947201v3
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Mean Field Forward-Backward Stochastic Differential Equations

 René Carmona , François Delarue
Electronic Communications in Probability, 2013, 18, 15 pp
Article dans une revue hal-00752997v1
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A probabilistic approach to classical solutions of the master equation for large population equilibria

 Jean-François Chassagneux , Dan Crisan , François Delarue
2015
Pré-publication, Document de travail hal-01144845v1
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Stochastic Analysis for the Complex Monge-Ampère Equation. (An Introduction to Krylov's Approach.)

 François Delarue
Complex Monge-Ampère Equations and Geodesics in the Space of Kähler Metrics. Lectures Notes in Mathematics 2038. (Editor: V. Guedj), Springer, pp.55-198, 2012, Lecture Notes in Mathematics, ⟨10.1007/978-3-642-23669-3⟩
Chapitre d'ouvrage hal-00555590v2

Numerical Probabilistic Approach to MFG

 Andrea Angiuli , Christy V. Graves , Houzhi Li , Jean-François Chassagneux , François Delarue , et al.
ESAIM: Probability and Statistics, 2019
Article dans une revue hal-01868588v1
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Singular Forward-Backward Stochastic Differential Equations and Emissions Derivatives

 René Carmona , François Delarue , Gilles-Edouard Espinosa , Nizar Touzi
The Annals of Applied Probability, 2012, 23, pp.1086--1128
Article dans une revue hal-00555591v2

Uniform in time weak propagation of chaos on the torus

 François Delarue , Alvin Tse
2021
Pré-publication, Document de travail hal-03377388v1
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The master equation and the convergence problem in mean field games

 Pierre Cardaliaguet , François Delarue , Jean-Michel Lasry , Pierre Louis Lions
Princeton University Press. , 381, 2019, AMS-201, 9780691190709
Ouvrages hal-01196045v1
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Distributed Algorithms in an Ergodic Markovian Environment

 Francis Comets , François Delarue , René Schott
Random Structures and Algorithms, 2007, 30, pp.131-167
Article dans une revue hal-00005841v1
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Propagation of chaos for mean field rough differential equations

 Ismaël Bailleul , Rémi Catellier , François Delarue
Annals of Probability, 2021, 49 (2), pp.944-996. ⟨10.1214/20-AOP1465⟩
Article dans une revue hal-02339372v1

Finite state mean field games with Wright Fisher common noise as limits of N-player weighted games

 Erhan Bayraktar , Alekos Cecchin , Asaf Cohen , François Delarue
2021
Pré-publication, Document de travail hal-03377382v1
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First hitting times for general non-homogeneous 1d diffusion processes: density estimates in small time

 François Delarue , James Inglis , Sylvain Rubenthaler , Etienne Tanré
2013
Pré-publication, Document de travail hal-00870991v1
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Noise prevents collapse of Vlasov--Poisson point charges

 François Delarue , Franco Flandoli , Dario Vincenzi
Communications on Pure and Applied Mathematics, 2014, 67, pp.1700-1736
Article dans une revue hal-00683127v2
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Hitting Time of a Corner for a Reflected Diffusion in the Square

 François Delarue
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, 2008, 44 (5), pp.946-961
Article dans une revue hal-00016374v3
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Additive Functionals of a Non-Divergence Diffusion in a Random Medium

 François Delarue
2005
Pré-publication, Document de travail hal-00008328v1
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A Forward-Backward stochastic algorithm for quasi-linear PDEs

 François Delarue , Séphane Menozzi
2004
Pré-publication, Document de travail hal-00002980v1
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