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François Delarue

François Delarue

D-Index & Metrics

Mathematics

D-Index
35
Citations
6506
World Ranking
2739
National Ranking
166

Overview

François Delarue is affiliated with Université Côte d'Azur in France. Their primary fields of study include Mathematics and Economics, Econometrics and Finance. Within these fields, their work spans several subfields such as Finance, Mathematical Physics, Statistics and Probability, Statistical and Nonlinear Physics, and Modeling and Simulation.

Their research topics cover a range of areas including:

  • Stochastic processes and financial applications
  • Stochastic processes and statistical mechanics
  • Financial Risk and Volatility Modeling
  • Mathematical Biology Tumor Growth
  • Advanced Thermodynamics and Statistical Mechanics
  • Markov Chains and Monte Carlo Methods
  • Complex Systems and Time Series Analysis

François Delarue has contributed to numerous publications, with a significant presence in various academic venues. Frequent publication venues include:

  • arXiv (Cornell University)
  • The Annals of Probability
  • Mathematics of Operations Research
  • Memoirs of the American Mathematical Society
  • Padua Research Archive (University of Padua)

Among recent research papers authored or co-authored, notable works include:

  • "A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria" (2022), published in Memoirs of the American Mathematical Society
  • "From the master equation to mean field game limit theory: Large deviations and concentration of measure" (2020), published in The Annals of Probability
  • "Finite state mean field games with Wright-Fisher common noise" (2021), published in Padua Research Archive (University of Padua)
  • "Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness" (2022), published in Probability and Mathematical Physics
  • "Solving mean field rough differential equations" (2020), published in Electronic Journal of Probability

Frequent collaborators include:

  • Alekos Cecchin
  • William R. P. Hammersley
  • Erhan Bayraktar
  • Asaf Cohen

In addition to articles, François Delarue has contributed to book publications. A notable book is "Mean Field Games," published by Springer Nature in 2020.

Best Publications

  • Probabilistic theory of mean field games with applications

    René Carmona;François Delarue

  • Probabilistic Analysis of Mean-Field Games

    Rene A. Carmona;François Delarue

  • Probabilistic Theory of Mean Field Games with Applications II: Mean Field Games with Common Noise and Master Equations

    René Carmona;François Delarue

  • The Master Equation and the Convergence Problem in Mean Field Games

    Pierre Cardaliaguet;François Delarue;Jean-Michel Lasry;Pierre Louis Lions

  • On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case

    François Delarue

  • Control of McKean–Vlasov dynamics versus mean field games

    René Carmona;François Delarue;Aimé Lachapelle

  • Forward-Backward Stochastic Differential Equations and Controlled McKean Vlasov Dynamics

    René Carmona;François Delarue

  • The Master Equation and the Convergence Problem in Mean Field Games: (AMS-201)

    Pierre Cardaliaguet;François Delarue;Jean-Michel Lasry;Pierre-Louis Lions

  • Mean field games with common noise

    Rene A. Carmona;Francois Delarue;Daniel Lacker

  • A Forward-Backward Stochastic Algorithm For Quasi-Linear PDEs

    François Delarue;Stéphane Menozzi

  • A Probabilistic approach to classical solutions of the master equation for large population equilibria

    Jean-François Chassagneux;Dan Crisan;François Delarue

  • Density estimates for a random noise propagating through a chain of differential equations

    François Delarue;Stéphane Menozzi

  • Mean field forward-backward stochastic differential equations

    René Carmona;François Delarue

  • Global solvability of a networked integrate-and-fire model of McKean–Vlasov type

    François Delarue;James Inglis;Sylvain Rubenthaler;Etienne Tanré

  • The Master Equation for Large Population Equilibriums

    Rene A. Carmona;François Delarue

  • Particle systems with a singular mean-field self-excitation. Application to neuronal networks

    François Delarue;James Inglis;Sylvain Rubenthaler;Etienne Tanré

  • Probabilistic Theory of Mean Field Games with Applications I: Mean Field FBSDEs, Control, and Games

    René Carmona;François Delarue

  • From the master equation to mean field game limit theory: A central limit theorem

    François Delarue;Daniel Lacker;Kavita Ramanan

  • Rough paths and 1d SDE with a time dependent distributional drift: application to polymers

    François Delarue;Roland Diel

  • Weak existence and uniqueness for forward–backward SDEs

    François Delarue;Giuseppina Guatteri

  • Mean Field Games: Cetraro, Italy 2019

    Yves Achdou;Pierre Cardaliaguet;François Delarue;Alessio Porretta

Frequent Co-Authors

René Carmona
René Carmona Princeton University
Pierre Cardaliaguet
Pierre Cardaliaguet Paris Dauphine University
Dan Crisan
Dan Crisan Imperial College London
Kavita Ramanan
Kavita Ramanan Brown University
Pierre-Louis Lions
Pierre-Louis Lions Collège de France
Alain Bensoussan
Alain Bensoussan The University of Texas at Dallas
Nizar Touzi
Nizar Touzi École Polytechnique
Franco Flandoli
Franco Flandoli Scuola Normale Superiore di Pisa
Alessio Porretta
Alessio Porretta University of Rome Tor Vergata
Filippo Santambrogio
Filippo Santambrogio Claude Bernard University Lyon 1

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