Huyên Pham, Xavier Warin, and Maximilien Germain. “Neural networks-based backward scheme for fully non-linear PDEs.” In: SN Partial Differential Equations and Applications 2, 16 (2021).       arXiv version published version

Maximilien Germain, Huyên Pham, and Xavier Warin. "Approximation error analysis of some deep backward schemes for nonlinear PDEs ".  In: SIAM Journal on Scientific Computing 44.1 (2022), A28–A56. arXiv version published version

Maximilien Germain, Joseph Mikael and Xavier Warin. "Numerical resolution of McKean-Vlasov FBSDEs using neural networks". In: Methodology and Computing in Applied Probability 24, 2557–2586 (2022)   arXiv version published version 

Maximilien Germain, Mathieu Laurière, Huyên Pham, and Xavier Warin. "DeepSets and their derivative networks for solving symmetric PDEs". In: Journal of Scientific Computing 91, 63 (2022). arXiv version published version

Maximilien Germain, Huyên Pham, and Xavier Warin. "Rate of convergence for particle approximation of PDEs in Wasserstein space". In:  Journal of Applied Probability 59.4 (2022). arXiv version published version 

Tiziano De Angelis, Maximilien Germain, and Elena Issoglio. "A numerical scheme for stochastic differential equations with distributional drift". In: Stochastic Processes and their Applications 154 (2022) arXiv version published version 

Maximilien Germain, Huyên Pham, and Xavier Warin. “Neural networks based algorithms for stochastic control and  PDEs in finance”.  In: Machine Learning And Data Sciences For Financial Markets: A Guide To Contemporary Practices.  Ed.  by A.  Capponi and  C.A. Lehalle.  Cambridge  University  Press, (2023). Chap. New Frontiers for Stochastic Control in Finance. arXiv version published version 

Maximilien Germain, Huyên Pham, and Xavier Warin. "A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection" (2022). In: Numerical Algebra, Control and Optimization 13(3&4): 555-582 (2023), special issue Stochastic Analysis, Mathematical Finance, and Related Fields   arXiv version published version 

Noufel Frikha, Maximilien Germain, Mathieu Laurière, Huyên Pham, and Xuanye Song. "Actor-critic learning for mean-field control in continous time" (2023). arXiv version 

PhD manuscript.

PhD defense presentation.

BSDE 2022, June 27 - July 01, 2022, Annecy

45e Congrès National d'Analyse Numérique, June 13 - June 17, 2022, Evian-les-Bains

Groupe de travail finance mathématique, actuariat et probabilités numériques, May 12, 2022, Université Paris Cité

Groupe de Travail Méthodes Stochastiques et Finance, CERMICS Ecole des Ponts et Chaussées, Mar 31, 2022 

PGMO Days, Nov 30 - Dec 01, 2021 

FIME/FDD workshop, Sep 22 - Sep 23, 2021 slides 

European Summer School in Financial Mathematics, Aug 30 - Sep 03, 2021 slides talk recording 

Stochastic analysis seminar, ENSTA-CMAP-ENSAE, Oct 19, 2020

ICODE workshop on numerical solution of HJB equations, Jan 8-10 2020 

SIAM Journal on Scientific Computing

Partial Differential Equations and Applications

MathematicS in Action

Digital Finance

IMA Journal of Numerical Analysis