LABORATOIRE J.A. DIEUDONNE UMR CNRS-UNS N°7351

François Delarue Professor at Université Nice-Sophia Antipolis Junior member of the Institut Universitaire de France

Postal Address: Laboratoire J.A.Dieudonné UMR CNRS-UNS N°7351 Université de Nice Sophia-Antipolis Parc Valrose France-06108 NICE Cedex 2

Physical Address: Valrose Campus Building Fizeau Floor 5 Office 11

Phone: 04 92 07 62 80 Fax: 04 93 51 79 74 Mail : delarue [at] unice [dot] fr

• Stochastic Analysis
• Probability and PDEs
• Applications: Large population stochastic control, neurosciences, SDEs with distributional drift
• Associate Editor for Annales de l'Institut Henri Poincaré (B), Annals of Applied Probability and Applied Mathematics and Optimization

• List of lectures of the Mathmods M2 Program in Nice
• Support de Cours L2 Probabilités
• Support de Cours L2 Statistiques
• Lecture notes M2 Stochastic Calculus
• Support de Cours M1 Mathématiques financières

• Downloadable papers on CNRS HAL Server (click and scroll down)
• Complete list of publications

• Lectures on mean-field games at Imperial College London Lecture 1, Lecture 2, Lecture 3 Lecture 4
• Lectures on mean-field games at Bachelier Seminar Lecture 1,
• Mean-field LIF in neurosciences Talk at Jussieu
• SDEs a with distributional drift Talk at Levico

• Colloque Franco-Maghrébin d'Analyse Stochastique 23-25 Novembre 2015