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2017 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)
In collaboration with: Centre d'Enseignement et de Recherche en Mathématiques et Calcul Scientifique (CERMICS)
Keywords:
Computer Science and Digital Science:
- A6. - Modeling, simulation and control
- A6.1. - Mathematical Modeling
- A6.1.2. - Stochastic Modeling (SPDE, SDE)
- 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
- B9.5.3. - Economy, Finance
- B9.9. - Risk management