Curriculum vitae

Lassalle Rémi

Maître de conférences
CEREMADE

lassalleping@ceremade.dauphinepong.fr

Biographie

My interests lie in probabilities, particularly in the study of stochastic analysis of filtered probability spaces (at the interface of probabilities and analysis), and of stochastic models melted with optimization and stochastic dynamics, in view of applications to practical problematics arising from various fields (physics, engineering ...).

Dernières 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.

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