2 papers
q-fin.MF2014
Game theory analysis for carbon auction market through electricity market coupling
Mireille Bossy, Nadia Maizi, Odile Pourtallier
In this paper, we analyze Nash equilibria between electricity producers selling their production on an electricity market and buying CO2 emission allowances on an auction carbon ma…
math-ph2012
Local existence of analytical solutions to an incompressible Lagrangian stochastic model in a periodic domain
Mireille Bossy, Joaquin Fontbona, Pierre-Emmanuel Jabin +1
We consider an incompressible kinetic Fokker Planck equation in the flat torus, which is a simplified version of the Lagrangian stochastic models for turbulent flows introduced by…