Xavier Pellet

Full Name:
Mr Xavier Pellet
Department:
Dept of Mathematical Sciences
Job Title:
PhD Research Programme in Mathematics
Telephone:
5637
Fax:
n/a
E-mail Address:
X.P.J.Pellet@bath.ac.uk
Xavier.pellet@gmail.com
Postal Address:
Mr Xavier Pellet
4 West 3.38
Dept of Mathematical Sciences
University of Bath
Bath
BA2 7AY
United Kingdom
Research:
Keywords: Optimal transport, Deterministic and Stochastic Homogenization.
Flot de gradient dans la metrique de Monge-Kantorovich et application au systeme de Patlak-Keller-Segel
Homogenization of high-contrast Mumford-Shah energies.
Measure Theory books to read:
Geometric Measure Theory, Herbert Federer, Springer.
Functions of Bounded Variation and Free Discontinuity Problems: Luigi Ambrosio, Nicola Fusco, and Diego Pallara, Oxford Mathematical Monographs.
Financial mathematics books to read:
Probability for Finance, Ekkehard Kopp, Mastering Mathematical Finance, Cambridge University Press.
Discrete Models of Financial Markets, Marek Capinski and Ekkehard Kopp, Mastering Mathematical Finance, Cambridge University Press.
The Black-Scholes Model, Marek Capinski and Ekkehard Kopp, Mastering Mathematical Finance, Cambridge University Press.
Portfolio Theory and Risk Management, Maciej J. Capinski, Mastering Mathematical Finance, Cambridge University Press.
Stochastic Calculus for Finance I: The Binomial Asset Pricing Model, Steven E. Shreve, Springer Finance Textbook.
Stochastic Calculus for Finance II: Continuous Time Model, Steven E. Shreve, Springer Finance Textbook.