Publications

Papers in peer-reviewed journals

2022

• Fokker-Planck equations with terminal condition and related McKean probabilistic representation
  Lucas Izydorczyk, Nadia Oudjane, Francesco Russo and Gianmario Tessitore
  Nonlinear Differential Equations and Applications NoDEA, jan, 2022    [ ]   

2021

• A fully backward representation of semilinear PDEs applied to the control of thermostatic loads in power systems
  Lucas Izydorczyk, Nadia Oudjane and Francesco Russo
  Monte-Carlo methods and applications., vol. 27 (4), pp. 347-371, oct, 2021    [ ]   
• McKean Feynman-Kac probabilistic representations of non-linear partial differential equations
  Lucas Izydorczyk, Nadia Oudjane and Francesco Russo
  Geometry and Invariance in Stochastic Dynamics. Eds. S. Ugolini et al., vol. 378, pp. 187-212, Springer, dec, 2021    [ ]