Francois Delarue

Probabilistic rough paths I Lions trees and coupled Hopf algebras

Francois Delarue, William Salkeld, 2021 .

Mean field forward-backward stochastic differential equations

Rene Carmona, Francois Delarue, R. Carmona, 2012, 1211.4186.

From the master equation to mean field game limit theory: Large deviations and concentration of measure

Kavita Ramanan, Daniel Lacker, Francois Delarue, 2018, The Annals of Probability.

Large Deviations Analysis for Distributed Algorithms in an Ergodic Markovian Environment

Francis Comets, Francois Delarue, F. Comets, 2007, 0712.2676.

Singular FBSDEs and scalar conservation laws driven by diffusion processes

Rene Carmona, Francois Delarue, R. Carmona, 2012, 1210.5776.

The Master Equation for Large Population Equilibriums

Francois Delarue, Ren'e Carmona, R. Carmona, 2014, 1404.4694.

Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness

Sergey Nadtochiy, Mykhaylo Shkolnikov, Francois Delarue, 2019, Probability and Mathematical Physics.