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authFullName_s : Lucas Izydorczyk
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A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems

Lucas Izydorczyk , Nadia Oudjane , Francesco Russo
Monte Carlo Methods and Applications, 2021, 27 (4), pp.347-371. ⟨10.1515/mcma-2021-2095⟩
Journal articles hal-03210302v2
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Fokker-Planck equations with terminal condition and related McKean probabilistic representation

Lucas Izydorczyk , Nadia Oudjane , Francesco Russo , Gianmario Tessitore
Nonlinear Differential Equations and Applications, 2022, volume 29 (10), ⟨10.1007/s00030-021-00736-1⟩
Journal articles hal-02902615v3
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McKean Feynman-Kac probabilistic representations of non-linear partial differential equations

Lucas Izydorczyk , Nadia Oudjane , Francesco Russo
Geometry and Invariance in Stochastic Dynamics, S. Ugolini et alia, 2019, Verona, Italy. ⟨10.1007/978-3-030-87432-2⟩
Conference papers hal-02397045v1