CEREMADE
Lassalle Rémi
Associate Professor
Publications
Articles
Lassalle R. (2023), Average preserving variation processes in view of optimization, Stochastics and Dynamics, vol. 23, n°02
Lassalle R. (2020), On a Class of Average Preserving Semi-Martingale Laws Optimization Problems, Journal of Stochastic Analysis and Applications, vol. 1, n°1
Lassalle R., Cruzeiro A. (2019), An intrinsic calculus of variations for functionals of laws of semi-martingales, Stochastic Processes and their Applications, vol. 129, n°10, p. 3585-3618
Lassalle R. (2018), Causal transport plans and their Monge–Kantorovich problems, Stochastic Analysis and Applications, vol. 36, n°3, p. 452-484
Lassalle R., Zambrini J. (2016), A weak approach to the stochastic deformation of classical mechanics, Journal of Geometric Mechanics, vol. 8, n°2, p. 221-233
Lassalle R. (2013), Local invertibility of adapted shifts on Wiener space, under finite energy condition, Stochastics: An International Journal of Probability and Stochastic Processes , vol. 85, n°6, p. 987-996
Lassalle R. (2012), Invertibility of adapted perturbations of the identity on abstract Wiener space, Journal of Functional Analysis, vol. 262, n°6, p. 2734-2776
Chapitres d'ouvrage
Lassalle R., Cruzeiro A. (2016), Symmetries and Martingales in a Stochastic Model for the Navier-Stokes Equation, in Patrícia Gonçalves, Ana Jacinta Soares, From Particle Systems to Partial Differential Equations III Springer International Publishing, p. 185-194
Cruzeiro A., Lassalle R. (2014), On the Stochastic Least Action Principle for the Navier-Stokes Equation, in Dan Crisan, Ben Hambly, Thaleia Zariphopoulou, Stochastic Analysis and Applications 2014 Springer International Publishing, p. 163-184
Lassalle R., Üstünel A. (2013), Local Invertibility of Adapted Shifts on Wiener Space and Related Topics, in Frederi Viens, Jin Feng, Yaozhong Hu, Eulalia Nualart , Malliavin Calculus and Stochastic Analysis, Berlin Heidelberg: Springer, p. 25-76
Communications avec actes
Lassalle R., Cruzeiro A. (2014), Symmetries and Martingales in a Stochastic Model for the Navier-Stokes Equation, in Patrícia Gonçalves, Ana Jacinta Soares, Berlin Heidelberg, Springer, 185–194 p.
Cruzeiro A., Lassalle R. (2013), On the Stochastic Least Action Principle for the Navier-Stokes Equation, in Dan Crisan, Ben Hambly, Thaleia Zariphopoulou, Berlin Heidelberg, Springer, 163–184 p.
Prépublications / Cahiers de recherche
Lassalle R. (2023), Some applications of the Tsirelson spectral measures to noise filtering problems, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 23 p.
Lassalle R. (2022), A mass transport approach to the optimization of adapted couplings of real valued random variables, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 17 p.
Lassalle R. (2021), Contraction criteria for Brownian filtrations samplings, Paris, Cahier de recherche CEREMADE, Université Paris Dauphine-PSL, 30 p.