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François Delarue
Professor at Université Nice-Sophia Antipolis Junior member of the Institut Universitaire de France |
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Contact
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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 |
Research
- 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
Teaching
- 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
Publications
Recent Talks (with slides)
- 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
Conference in Nice
- Workshop ANR MFG March 28-29 2017