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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
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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

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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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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An interpolated Stochastic Algorithm for Quasi-Linear PDEs

 François Delarue , Stéphane Menozzi
Mathematics of Computation, 2008, 77, p. 125-158
Article dans une revue hal-00021967v1

Probabilistic Theory of Mean Field Games with Applications I

 René Carmona , François Delarue
Springer, 2018, ⟨10.1007/978-3-319-58920-6⟩
Ouvrages hal-01868147v1

Master equation for finite state mean field games with additive common noise

 François Delarue
Mean field games. Edited by Pierre Cardaliaguet and Alessio Porretta. Lecture Notes in Mathematics, 2281. Fondazione CIME/CIME Foundation Subseries. Springer, Cham; Centro Internazionale Matematico Estivo (C.I.M.E.), Florence, [2020], ©2020. 307 pp., 2020, 978-3-030-59837-2; 978-3-030-59836-5
Chapitre d'ouvrage hal-03377165v1
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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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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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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

From the master equation to mean field game limit theory: A central limit theorem

 François Delarue , Daniel Lacker , Kavita Ramanan
Electronic Journal of Probability, 2019, 24, ⟨10.1214/19-EJP298⟩
Article dans une revue hal-01868372v1
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Martin Hairer, l'équation de KPZ et les structures de régularité

 François Delarue
Gazette des Mathématiciens, 2015, 143, pp.15--28
Article dans une revue hal-01144844v1
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The Master Equation for Large Population Equilibriums

 René Carmona , Francois Delarue
Springer, 2014, Stochastic Analysis and Applications 2014, Editors : D. Crisan, B. Hambly, T. Zariphopoulou
Ouvrages hal-00979789v3
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Singular FBSDEs and Scalar Conservation Laws Driven by Diffusion Processes

 René Carmona , François Delarue
Probability Theory and Related Fields, 2012, pp.DOI 10.1007/s00440-012-0459-7. ⟨10.1007/s00440-012-0459-7⟩
Article dans une revue hal-00623883v1
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Convergence order of upwind type schemes for transport equations with discontinuous coefficients

 François Delarue , Frédéric Lagoutière , Nicolas Vauchelet
Journal de Mathématiques Pures et Appliquées, 2017
Article dans une revue hal-01273848v1
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Particle systems with a singular mean-field self-excitation. Application to neuronal networks.

 François Delarue , James Inglis , Sylvain Rubenthaler , Etienne Tanré
Stochastic Processes and their Applications, 2015, 125, pp.2451--2492. ⟨10.1016/j.spa.2015.01.007⟩
Article dans une revue hal-01001716v3
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MEAN FIELD GAMES: A TOY MODEL ON AN ERDOS-RENYI GRAPH

 François Delarue
Journées MAS 2016 de la SMAI – Phénomènes complexes et hétérogènes., 2017, Grenoble, France
Communication dans un congrès hal-01457409v1
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Krylov and Safonov Estimates for Degenerate Quasilinear Elliptic PDEs

 François Delarue
Journal of Differential Equations, 2010, 248, pp.924--951
Article dans une revue hal-00330023v1

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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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
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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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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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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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