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2015 Project-Team Activity Report
MATHRISK
Mathematical Risk handling
Research centre: Paris - Rocquencourt
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:
  • 6. - Modeling, simulation and control
  • 6.1. - Mathematical Modeling
  • 6.1.2. - Stochastic Modeling (SPDE, SDE)
  • 6.2.1. - Numerical analysis of PDE and ODE
  • 6.2.2. - Numerical probability
  • 6.2.3. - Probabilistic methods
  • 6.4.2. - Stochastic control
Other Research Topics and Application Domains:
  • 3.1. - Sustainable development
  • 9.5.3. - Economy, Finance
  • 9.9. - Risk management