Displaying similar documents to “On the regularity of many-particle dynamical systems perturbed by white noise.”

An introduction to probabilistic methods with applications

Pierre Del Moral, Nicolas G. Hadjiconstantinou (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

This special volume of the ESAIM Journal, , contains a collection of articles on probabilistic interpretations of some classes of nonlinear integro-differential equations. The selected contributions deal with a wide range of topics in applied probability theory and stochastic analysis, with applications in a variety of scientific disciplines, including physics, biology, fluid mechanics, molecular chemistry, financial mathematics and bayesian statistics. In this preface, we provide...

On stochastic differential equations with locally unbounded drift

István Gyöngy, Teresa Martínez (2001)

Czechoslovak Mathematical Journal

Similarity:

We study the regularizing effect of the noise on differential equations with irregular coefficients. We present existence and uniqueness theorems for stochastic differential equations with locally unbounded drift.

Trend to equilibrium and particle approximation for a weakly selfconsistent Vlasov-Fokker-Planck equation

François Bolley, Arnaud Guillin, Florent Malrieu (2010)

ESAIM: Mathematical Modelling and Numerical Analysis

Similarity:

We consider a Vlasov-Fokker-Planck equation governing the evolution of the density of interacting and diffusive matter in the space of positions and velocities. We use a probabilistic interpretation to obtain convergence towards equilibrium in Wasserstein distance with an explicit exponential rate. We also prove a propagation of chaos property for an associated particle system, and give rates on the approximation of the solution by the particle system. Finally, a transportation ...