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Delarue, François

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Author ID: delarue.francois Recent zbMATH articles by "Delarue, François"
Published as: Delarue, François; Delarue, F.
Homepage: https://math.unice.fr/~delarue/
External Links: MGP · Wikidata · ResearchGate · dblp · GND · IdRef · theses.fr
Documents Indexed: 54 Publications since 2002, including 4 Books

Publications by Year

Citations contained in zbMATH Open

45 Publications have been cited 1,070 times in 638 Documents Cited by Year
Probabilistic analysis of mean-field games. Zbl 1275.93065
Carmona, René; Delarue, François
123
2013
Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games. Zbl 1422.91014
Carmona, René; Delarue, François
108
2018
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Zbl 1058.60042
Delarue, François
84
2002
Control of McKean-Vlasov dynamics versus mean field games. Zbl 1269.91012
Carmona, René; Delarue, François; Lachapelle, Aimé
76
2013
Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics. Zbl 1322.93103
Carmona, René; Delarue, François
71
2015
The master equation and the convergence problem in mean field games. Zbl 1430.91002
Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-Michel; Lions, Pierre-Louis
55
2019
Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations. Zbl 1422.91015
Carmona, René; Delarue, François
47
2018
Density estimates for a random noise propagating through a chain of differential equations. Zbl 1223.60037
Delarue, François; Menozzi, Stéphane
40
2010
Mean field games with common noise. Zbl 1422.91083
Carmona, René; Delarue, François; Lacker, Daniel
37
2016
A forward-backward stochastic algorithm for quasi-linear PDEs. Zbl 1097.65011
Delarue, François; Menozzi, Stéphane
37
2006
The master equation for large population equilibriums. Zbl 1391.92036
Carmona, René; Delarue, François
37
2014
Mean field forward-backward stochastic differential equations. Zbl 1297.93182
Carmona, René; Delarue, François
34
2013
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type. Zbl 1322.60085
Delarue, François; Inglis, James; Rubenthaler, Sylvain; Tanré, Etienne
31
2015
Particle systems with a singular mean-field self-excitation. Application to neuronal networks. Zbl 1328.60134
Delarue, F.; Inglis, J.; Rubenthaler, S.; Tanré, E.
27
2015
Noise prevents collapse of Vlasov-Poisson point charges. Zbl 1302.35366
Delarue, François; Flandoli, Franco; Vincenzi, Dario
25
2014
Weak existence and uniqueness for forward-backward SDEs. Zbl 1113.60059
Delarue, F.; Guatteri, G.
24
2006
Estimates of the solutions of a system of quasi-linear PDEs. A probabilistic scheme. Zbl 1055.35029
Delarue, François
17
2003
Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064
Crisan, Dan; Delarue, François
17
2012
Mean field games of timing and models for bank runs. Zbl 1411.91102
Carmona, René; Delarue, François; Lacker, Daniel
16
2017
Probabilistic analysis of the upwind scheme for transport equations. Zbl 1230.65008
Delarue, François; Lagoutière, Frédéric
15
2011
From the master equation to mean field game limit theory: a central limit theorem. Zbl 07068782
Delarue, François; Lacker, Daniel; Ramanan, Kavita
14
2019
An interpolated stochastic algorithm for quasi-linear PDEs. Zbl 1131.65002
Delarue, François; Menozzi, Stéphane
13
2008
Rough paths and 1d SDE with a time dependent distributional drift: application to polymers. Zbl 1462.60121
Delarue, François; Diel, Roland
12
2016
Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012
Chassagneux, Jean-François; Crisan, Dan; Delarue, François
11
2019
Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. Zbl 1073.35021
Delarue, François
10
2004
Selection of equilibria in a linear quadratic mean-field game. Zbl 1471.91029
Delarue, François; Tchuendom, Rinel Foguen
10
2020
Convergence order of upwind type schemes for transport equations with discontinuous coefficients. Zbl 1378.65163
Delarue, François; Lagoutière, Frédéric; Vauchelet, Nicolas
9
2017
Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs. Zbl 1185.35109
Delarue, François
9
2010
Singular forward-backward stochastic differential equations and emissions derivatives. Zbl 1276.60070
Carmona, René; Delarue, François; Espinosa, Gilles-Edouard; Touzi, Nizar
8
2013
Stochastic homogenization of quasilinear PDEs with a spatial degeneracy. Zbl 1180.35591
Delarue, François; Rhodes, Rémi
8
2009
The transition point in the zero noise limit for a 1D Peano example. Zbl 1314.60113
Delarue, François; Flandoli, Franco
7
2014
Solving mean field rough differential equations. Zbl 1464.60056
Bailleul, Ismaël; Catellier, Rémi; Delarue, François
6
2020
Finite state mean field games with Wright-Fisher common noise. Zbl 1459.91012
Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, François
6
2021
From the master equation to mean field game limit theory: large deviations and concentration of measure. Zbl 1445.60025
Delarue, François; Lacker, Daniel; Ramanan, Kavita
5
2020
Distributed algorithms in an ergodic Markovian environment. Zbl 1178.68663
Comets, Francis; Delarue, François; Schott, René
4
2007
Information transmission under random emission constraints. Zbl 1299.90069
Comets, Francis; Delarue, François; Schott, René
3
2014
Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087
Delarue, François
3
2019
Mean field games: a toy model on an Erdös-Renyi graph. Zbl 1407.91054
Delarue, François
3
2017
The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\). Zbl 1328.60159
Delarue, François; Menozzi, Stéphane; Nualart, Eulalia
2
2015
Singular FBSDEs and scalar conservation laws driven by diffusion processes. Zbl 1284.60114
Carmona, René; Delarue, François
1
2013
Probabilistic approach to regularity. Zbl 1231.32026
Delarue, François
1
2012
Hitting time of a corner for a reflected diffusion in the square. Zbl 1180.60035
Delarue, F.
1
2008
Large deviations analysis for distributed algorithms in an ergodic Markovian environment. Zbl 1186.60021
Comets, Francis; Delarue, François; Schott, René
1
2009
CEMRACS 2017: numerical probabilistic approach to MFG. Zbl 1454.91025
Angiuli, Andrea; Graves, Christy V.; Li, Houzhi; Chassagneux, Jean-François; Delarue, François; Carmona, René
1
2019
Network of interacting neurons with random synaptic weights. Zbl 1418.92006
Grazieschi, Paolo; Leocata, Marta; Mascart, Cyrille; Chevallier, Julien; Delarue, François; Tanré, Etienne
1
2019
Finite state mean field games with Wright-Fisher common noise. Zbl 1459.91012
Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, François
6
2021
Selection of equilibria in a linear quadratic mean-field game. Zbl 1471.91029
Delarue, François; Tchuendom, Rinel Foguen
10
2020
Solving mean field rough differential equations. Zbl 1464.60056
Bailleul, Ismaël; Catellier, Rémi; Delarue, François
6
2020
From the master equation to mean field game limit theory: large deviations and concentration of measure. Zbl 1445.60025
Delarue, François; Lacker, Daniel; Ramanan, Kavita
5
2020
The master equation and the convergence problem in mean field games. Zbl 1430.91002
Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-Michel; Lions, Pierre-Louis
55
2019
From the master equation to mean field game limit theory: a central limit theorem. Zbl 07068782
Delarue, François; Lacker, Daniel; Ramanan, Kavita
14
2019
Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012
Chassagneux, Jean-François; Crisan, Dan; Delarue, François
11
2019
Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087
Delarue, François
3
2019
CEMRACS 2017: numerical probabilistic approach to MFG. Zbl 1454.91025
Angiuli, Andrea; Graves, Christy V.; Li, Houzhi; Chassagneux, Jean-François; Delarue, François; Carmona, René
1
2019
Network of interacting neurons with random synaptic weights. Zbl 1418.92006
Grazieschi, Paolo; Leocata, Marta; Mascart, Cyrille; Chevallier, Julien; Delarue, François; Tanré, Etienne
1
2019
Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games. Zbl 1422.91014
Carmona, René; Delarue, François
108
2018
Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations. Zbl 1422.91015
Carmona, René; Delarue, François
47
2018
Mean field games of timing and models for bank runs. Zbl 1411.91102
Carmona, René; Delarue, François; Lacker, Daniel
16
2017
Convergence order of upwind type schemes for transport equations with discontinuous coefficients. Zbl 1378.65163
Delarue, François; Lagoutière, Frédéric; Vauchelet, Nicolas
9
2017
Mean field games: a toy model on an Erdös-Renyi graph. Zbl 1407.91054
Delarue, François
3
2017
Mean field games with common noise. Zbl 1422.91083
Carmona, René; Delarue, François; Lacker, Daniel
37
2016
Rough paths and 1d SDE with a time dependent distributional drift: application to polymers. Zbl 1462.60121
Delarue, François; Diel, Roland
12
2016
Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics. Zbl 1322.93103
Carmona, René; Delarue, François
71
2015
Global solvability of a networked integrate-and-fire model of McKean-Vlasov type. Zbl 1322.60085
Delarue, François; Inglis, James; Rubenthaler, Sylvain; Tanré, Etienne
31
2015
Particle systems with a singular mean-field self-excitation. Application to neuronal networks. Zbl 1328.60134
Delarue, F.; Inglis, J.; Rubenthaler, S.; Tanré, E.
27
2015
The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\). Zbl 1328.60159
Delarue, François; Menozzi, Stéphane; Nualart, Eulalia
2
2015
The master equation for large population equilibriums. Zbl 1391.92036
Carmona, René; Delarue, François
37
2014
Noise prevents collapse of Vlasov-Poisson point charges. Zbl 1302.35366
Delarue, François; Flandoli, Franco; Vincenzi, Dario
25
2014
The transition point in the zero noise limit for a 1D Peano example. Zbl 1314.60113
Delarue, François; Flandoli, Franco
7
2014
Information transmission under random emission constraints. Zbl 1299.90069
Comets, Francis; Delarue, François; Schott, René
3
2014
Probabilistic analysis of mean-field games. Zbl 1275.93065
Carmona, René; Delarue, François
123
2013
Control of McKean-Vlasov dynamics versus mean field games. Zbl 1269.91012
Carmona, René; Delarue, François; Lachapelle, Aimé
76
2013
Mean field forward-backward stochastic differential equations. Zbl 1297.93182
Carmona, René; Delarue, François
34
2013
Singular forward-backward stochastic differential equations and emissions derivatives. Zbl 1276.60070
Carmona, René; Delarue, François; Espinosa, Gilles-Edouard; Touzi, Nizar
8
2013
Singular FBSDEs and scalar conservation laws driven by diffusion processes. Zbl 1284.60114
Carmona, René; Delarue, François
1
2013
Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064
Crisan, Dan; Delarue, François
17
2012
Probabilistic approach to regularity. Zbl 1231.32026
Delarue, François
1
2012
Probabilistic analysis of the upwind scheme for transport equations. Zbl 1230.65008
Delarue, François; Lagoutière, Frédéric
15
2011
Density estimates for a random noise propagating through a chain of differential equations. Zbl 1223.60037
Delarue, François; Menozzi, Stéphane
40
2010
Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs. Zbl 1185.35109
Delarue, François
9
2010
Stochastic homogenization of quasilinear PDEs with a spatial degeneracy. Zbl 1180.35591
Delarue, François; Rhodes, Rémi
8
2009
Large deviations analysis for distributed algorithms in an ergodic Markovian environment. Zbl 1186.60021
Comets, Francis; Delarue, François; Schott, René
1
2009
An interpolated stochastic algorithm for quasi-linear PDEs. Zbl 1131.65002
Delarue, François; Menozzi, Stéphane
13
2008
Hitting time of a corner for a reflected diffusion in the square. Zbl 1180.60035
Delarue, F.
1
2008
Distributed algorithms in an ergodic Markovian environment. Zbl 1178.68663
Comets, Francis; Delarue, François; Schott, René
4
2007
A forward-backward stochastic algorithm for quasi-linear PDEs. Zbl 1097.65011
Delarue, François; Menozzi, Stéphane
37
2006
Weak existence and uniqueness for forward-backward SDEs. Zbl 1113.60059
Delarue, F.; Guatteri, G.
24
2006
Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. Zbl 1073.35021
Delarue, François
10
2004
Estimates of the solutions of a system of quasi-linear PDEs. A probabilistic scheme. Zbl 1055.35029
Delarue, François
17
2003
On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Zbl 1058.60042
Delarue, François
84
2002
all top 5

Cited by 784 Authors

29 Delarue, François
17 Carmona, René A.
14 Cardaliaguet, Pierre
13 Huang, Jianhui
12 Bensoussan, Alain
12 Lacker, Daniel
10 Menozzi, Stéphane
10 Yam, Sheung Chi Phillip
9 Bayraktar, Erhan
9 Flandoli, Franco
9 Laurière, Mathieu
9 Lions, Pierre-Louis
8 Achdou, Yves
8 Averboukh, Yuriĭ Vladimirovich
8 Kolokoltsov, Vassili N.
8 Pham, Huyên
8 Wu, Zhen
8 Yong, Jiongmin
8 Zhao, Weidong
7 Agram, Nacira
7 Bahlali, Khaled
7 Crisan, Dan O.
6 Bertucci, Charles
6 Gobet, Emmanuel
6 Hu, Ying
6 Lasry, Jean-Michel
6 Ma, Jin
6 Porretta, Alessio
6 Sun, Yabing
6 Szpruch, Lukasz
6 Yu, Zhiyong
6 Zhang, Jianfeng
5 Başar, Tamer
5 Cáceres, María-José
5 Cecchin, Alekos
5 Chevallier, Julien
5 Coghi, Michele
5 Cohen, Asaf
5 Gess, Benjamin
5 Gomes, Diogo Luís Aguiar
5 Gubinelli, Massimiliano
5 Huang, Minyi
5 Li, Xun
5 Pardoux, Etienne
5 Polidoro, Sergio
5 Saldi, Naci
5 Tanré, Etienne
4 Budhiraja, Amarjit S.
4 Chassagneux, Jean-François
4 Chau, Man Ho Michael
4 Chaudru De Raynal, Paul-Eric
4 Djehiche, Boualem
4 Fromm, Alexander
4 Gangbo, Wilfrid
4 Jentzen, Arnulf
4 Labart, Céline
4 Lagoutière, Frédéric
4 Li, Juan
4 Maurelli, Mario
4 Moon, Jun-Hee
4 Nadtochiy, Sergey
4 Øksendal, Bernt Karsten
4 Priola, Enrico
4 Proske, Frank Norbert
4 Richou, Adrien
4 Rossi, Francesco
4 Russo, Francesco
4 Souganidis, Panagiotis E.
4 Tang, Shanjian
4 Tangpi, Ludovic
4 Vauchelet, Nicolas
4 Veltz, Romain
4 Wang, Bingchang
3 Ankirchner, Stefan
3 Bailleul, Ismaël F.
3 Bally, Vlad
3 Bardi, Martino
3 Belopol’skaya, Yana Isaevna
3 Bouchard, Bruno
3 Buckdahn, Rainer
3 Caines, Peter Edwin
3 Campi, Luciano
3 Catellier, Rémi
3 Cirant, Marco
3 Cruzeiro, Ana-Bela
3 Du, Kai
3 Duong, Manh Hong
3 E, Weinan
3 Fischer, Markus
3 Frikha, Noufel
3 Geiss, Christel
3 Graves, Christy V.
3 Hambly, Ben M.
3 Hao, Tao
3 Horst, Ulrich
3 Huang, Xing
3 Ledger, Sean
3 Liang, Gechun
3 Luo, Dejun
3 Mezerdi, Brahim
...and 684 more Authors
all top 5

Cited in 160 Serials

52 Stochastic Processes and their Applications
39 SIAM Journal on Control and Optimization
34 Applied Mathematics and Optimization
31 The Annals of Applied Probability
21 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
18 Journal of Differential Equations
14 Probability Theory and Related Fields
14 Dynamic Games and Applications
12 Journal of Optimization Theory and Applications
11 Stochastic Analysis and Applications
11 Journal de Mathématiques Pures et Appliquées. Neuvième Série
11 Electronic Journal of Probability
10 The Annals of Probability
10 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
10 NoDEA. Nonlinear Differential Equations and Applications
9 Discrete and Continuous Dynamical Systems
9 Stochastics and Dynamics
8 Mathematics of Operations Research
8 SIAM Journal on Numerical Analysis
7 Automatica
7 SIAM Journal on Mathematical Analysis
7 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
6 Bernoulli
5 Archive for Rational Mechanics and Analysis
5 Journal of Mathematical Analysis and Applications
5 Mathematics of Computation
5 Communications in Partial Differential Equations
5 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
5 Stochastics
4 International Journal of Control
4 Applied Mathematics and Computation
4 Journal of Computational and Applied Mathematics
4 Proceedings of the American Mathematical Society
4 Transactions of the American Mathematical Society
4 Systems & Control Letters
4 Statistics & Probability Letters
4 Journal of Theoretical Probability
4 Numerical Algorithms
4 Potential Analysis
4 Finance and Stochastics
4 Lobachevskii Journal of Mathematics
4 Mathematics and Financial Economics
4 Science China. Mathematics
4 Mathematical Control and Related Fields
4 Journal of Dynamics and Games
3 Advances in Applied Probability
3 Theory of Probability and its Applications
3 Journal of Functional Analysis
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
3 Journal of Scientific Computing
3 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
3 Journal of Nonlinear Science
3 Random Operators and Stochastic Equations
3 Journal of Evolution Equations
3 Discrete and Continuous Dynamical Systems. Series B
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
3 Games
3 Stochastic and Partial Differential Equations. Analysis and Computations
3 Probability, Uncertainty and Quantitative Risk
2 Journal of Computational Physics
2 Journal of Statistical Physics
2 Journal of Applied Probability
2 Chinese Annals of Mathematics. Series B
2 European Journal of Applied Mathematics
2 Automation and Remote Control
2 SIAM Journal on Applied Mathematics
2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
2 Calculus of Variations and Partial Differential Equations
2 Applied Mathematical Finance
2 Mathematical Methods of Operations Research
2 Methodology and Computing in Applied Probability
2 Journal of Systems Science and Complexity
2 Milan Journal of Mathematics
2 Mathematical Modelling of Natural Phenomena
2 Discrete and Continuous Dynamical Systems. Series S
2 Kinetic and Related Models
2 SIAM Journal on Financial Mathematics
2 Advances in Applied Mathematics and Mechanics
2 Afrika Matematika
2 Research in the Mathematical Sciences
2 Séminaire Laurent Schwartz. EDP et Applications
2 Minimax Theory and its Applications
1 Communications in Mathematical Physics
1 Journal of the Franklin Institute
1 Journal of Mathematical Biology
1 Journal of Mathematical Physics
1 Lithuanian Mathematical Journal
1 Mathematical Methods in the Applied Sciences
1 Nonlinearity
1 Theoretical and Mathematical Physics
1 Ukrainian Mathematical Journal
1 Acta Mathematica Vietnamica
1 International Journal of Game Theory
1 Journal of Mathematical Economics
1 Numerische Mathematik
1 Operations Research
1 Osaka Journal of Mathematics
1 Probability and Mathematical Statistics
...and 60 more Serials

Citations by Year

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