Standard stochastic coalescence with sum kernels.
Fournier, Nicolas (2006)
Electronic Communications in Probability [electronic only]
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Displaying similar documents to “On the regularity of many-particle dynamical systems perturbed by white noise.”
Standard stochastic coalescence with sum kernels.
Introduction to the Theory of the It-type Stochastic Integrals and Stochastic Differential Equations
Svetlana Janković (1998)
Zbornik Radova
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Stochastic flows with interaction and measure-valued processes.
Dorogovtsev, Andrey A. (2003)
International Journal of Mathematics and Mathematical Sciences
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An introduction to probabilistic methods with applications
Pierre Del Moral, Nicolas G. Hadjiconstantinou (2010)
ESAIM: Mathematical Modelling and Numerical Analysis
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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
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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.
State classification for a class of interacting superprocesses with location dependent branching.
Wang, Hao (2002)
Electronic Communications in Probability [electronic only]
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An approach to the stochastic calculus in the non-Gaussian case.
Dorogovtsev, Andrej A. (1995)
Journal of Applied Mathematics and Stochastic Analysis
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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
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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 ...