Maximilien Germain

A numerical scheme for stochastic differential equations with distributional drift pdf

Tiziano De Angelis, Elena Issoglio, Maximilien Germain, 2019, Stochastic Processes and their Applications.

Rate of convergence for particle approximation of PDEs in Wasserstein space

Huyen Pham, Xavier Warin, Maximilien Germain, 2021, Journal of Applied Probability.

DeepSets and Their Derivative Networks for Solving Symmetric PDEs

Mathieu Lauriere, Huyen Pham, Xavier Warin, 2021, Journal of Scientific Computing.

Neural networks-based algorithms for stochastic control and PDEs in finance

Huyen Pham, Xavier Warin, Maximilien Germain, 2021, 2101.08068.

A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection

Huyen Pham, Xavier Warin, Maximilien Germain, 2021 .

Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs

Huyên Pham, Xavier Warin, Maximilien Germain, 2020, SIAM J. Sci. Comput..

Numerical resolution of McKean-Vlasov FBSDEs using neural networks.

Xavier Warin, Joseph Mikael, Maximilien Germain, 2019 .