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Maximilien Germain

MG

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Publications

7

Citations

161

H-Index

7

Active since

2021

Affiliations

Laboratoire de Probabilités, Statistique et Modélisation(Current)

Université Paris Cité

Électricité de France (France)

Université Paris Dauphine-PSL

Laboratoire de Probabilités et Modèles Aléatoires

Maximilien Germain is an author at Laboratoire de Probabilités, Statistique et Modélisation specializing in engineering, numerical analysis, and stochastic calculus.

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Publications per year

2021–2022

7

Publications

7

Approximation Error Analysis of Some Deep Backward Schemes for Nonlinear PDEs

Maximilien Germain, Huyên Pham, Xavier Warin · SIAM Journal on Scientific Computing · 2022 · 46 citations · Full text

Numerical Resolution of McKean-Vlasov FBSDEs Using Neural Networks

Maximilien Germain, Joseph Mikael, Xavier Warin · Methodology And Computing In Applied Probability · 2022 · 35 citations · Full text

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A numerical scheme for stochastic differential equations with distributional drift

Tiziano De Angelis, Maximilien Germain, Elena Issoglio · Stochastic Processes and their Applications · 2022 · 17 citations · Full text

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Rate of convergence for particle approximation of PDEs in Wasserstein space

Maximilien Germain, Huyên Pham, Xavier Warin · Journal of Applied Probability · 2022 · 17 citations · Full text

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Neural networks-based algorithms for stochastic control and PDEs in finance

Maximilien Germain, Huyên Pham, Xavier Warin · arXiv (Cornell University) · 2021 · 16 citations · Full text

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