Team, Visitors, External Collaborators
Overall Objectives
Research Program
Application Domains
Highlights of the Year
New Software and Platforms
New Results
Bilateral Contracts and Grants with Industry
Partnerships and Cooperations
Dissemination
Bibliography
XML PDF e-pub
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2019 Project-Team Activity Report
MATHRISK
Mathematical Risk handling
Research centre: Paris
In partnership with: CNRS, Ecole des Ponts ParisTech, Université Paris-Est Marne-la-Vallée
In collaboration with: Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS)

Field: Applied Mathematics, Computation and Simulation
Theme: Stochastic approaches
Keywords:
Computer Science and Digital Science:
  • A6. - Modeling, simulation and control
  • A6.1. - Methods in mathematical modeling
  • A6.1.2. - Stochastic Modeling
  • A6.2.1. - Numerical analysis of PDE and ODE
  • A6.2.2. - Numerical probability
  • A6.2.3. - Probabilistic methods
  • A6.4.2. - Stochastic control
Other Research Topics and Application Domains:
  • B3.1. - Sustainable development
  • B9.6.3. - Economy, Finance
  • B9.11. - Risk management