6 research outputs found
Fokker-Planck Equation for the Density of a Diffusion Process in a Regular Open Set
No full textInternational audienceTo give physical meaning to the boundary conditions of parabolic partial differential equation, we introduce a diffusion process in some open set, with different boundary conditions (elastic or non-elastic reflection, stopping) and we give the equation satisfied by the density
Comparative numerical analysis of identification problems related to nonlinear transport-diffusion model of a settler
No full textNumerical Approximation for a Portfolio Optimization Problem Under Liquidity Risk and Costs
No full textMixed Spatial and Temporal Decompositions for Large-Scale Multistage Stochastic Optimization Problems
No full text
