Pathwise regularisation of singular interacting particle systems and their mean field limits
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Cites work
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- A course on rough paths. With an introduction to regularity structures
- A McKean-Vlasov equation with positive feedback and blow-ups
- A proof of crystallization in two dimensions
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- Averaging along irregular curves and regularisation of ODEs
- Construction of strong solutions of SDE's via Malliavin calculus
- Crystallization in two dimensions and a discrete Gauss-Bonnet theorem
- Distribution dependent SDEs driven by additive continuous noise
- Evolving communities with individual preferences
- Fourier analysis and nonlinear partial differential equations
- From Boltzmann to random matrices and beyond
- From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs
- Full well-posedness of point vortex dynamics corresponding to stochastic 2D Euler equations
- Gradient flows in metric spaces and in the space of probability measures
- scientific article; zbMATH DE number 3879839 (Why is no real title available?)
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- scientific article; zbMATH DE number 107778 (Why is no real title available?)
- scientific article; zbMATH DE number 1909499 (Why is no real title available?)
- Mathematical theory of incompressible nonviscous fluids
- Mean field limit for Coulomb-type flows
- Mean-Field Limits for Some Riesz Interaction Gradient Flows
- Noise prevents collapse of Vlasov-Poisson point charges
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- Occupation densities
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- ON STRONG SOLUTIONS AND EXPLICIT FORMULAS FOR SOLUTIONS OF STOCHASTIC INTEGRAL EQUATIONS
- Parameter Estimation for Macroscopic Pedestrian Dynamics Models from Microscopic Data
- Pathwise McKean-Vlasov theory with additive noise
- Propagation of chaos for mean field rough differential equations
- Propagation of chaos for the 2D viscous vortex model
- Quantitative estimates of propagation of chaos for stochastic systems with \(W^{-1,\infty}\) kernels
- Regularization of multiplicative SDEs through additive noise
- Rough nonlocal diffusions
- Solving mean field rough differential equations
- Some stochastic particle methods for nonlinear parabolic PDEs
- Stochastic Cucker-Smale flocking dynamics of jump-type
- Stochastic Cucker-Smale models: old and new
- Stochastic particle approximation of the Keller-Segel equation and two-dimensional generalization of Bessel processes
- Strong solutions of stochastic equations with singular time dependent drift
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- The Prevalence of Continuous Nowhere Differentiable Functions
- Uniqueness of Solutions of Stochastic Differential Equations
- Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space
Cited in
(7)- From weakly interacting particles to a regularised Dean-Kawasaki model
- Nonlinear Young differential equations: a review
- Scaling limit of moderately interacting particle systems with singular interaction and environmental noise
- A pathwise regularization by noise phenomenon for the evolutionary p-Laplace equation
- Pathwise Regularisation of Singular Interacting Particle Systems and their Mean Field Limits
- Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation
- An explicit Milstein-type scheme for interacting particle systems and McKean-Vlasov SDEs with common noise and non-differentiable drift coefficients
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