103 citations
- Laboratoire de Mathématiques Blaise PascalFR98 papers
- LAM FoundationUS41 papers
- Université d'Évry Val-d'EssonneFR36 papers
- Laboratoire Analyse et Modélisation pour la Biologie et l'EnvironnementFR35 papers
- Centre National de la Recherche ScientifiqueFR33 papers
- École Nationale Supérieure d’Informatique pour l’Industrie et l’EntrepriseFR24 papers
- Université Paris-SaclayFR20 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR15 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR12 papers
- National Research University Higher School of EconomicsRU10 papers
- Université Paris CitéFR8 papers
- Centre de Mathématiques Appliquées de l'École polytechniqueFR6 papers
4 papers · 2 filters
Weak conditional propagation of chaos for systems of interacting particles with nearly stable jumps
Eva Löcherbach, Dasha Loukianova, Elisa Marini
We consider a system of interacting particles, described by SDEs driven by Poisson random measures, where the coefficients depend on the empirical measure of the system. Every…
On well-posedness of stable-driven McKean-Vlasov stochastic differential equations with Besov interaction kernel of non-positive regularity
Anna Bahrii
We prove well-posedness results for time-inhomogeneous stable-driven McKean-Vlasov stochastic differential equations with a convolution drift where the interaction kernel belongs t…
Total progeny for spectrally negative branching L{é}vy processes with absorption
Christophe Profeta
We consider a spectrally negative branching L{é}vy process in which particles are killed upon crossing below zero. It is known that such a process becomes extinct almost surely if…
On the maximal displacement of some critical branching L{é}vy processes with stable offspring distribution
Christophe Profeta
Let X be a critical branching L{é}vy process whose offspring distribution is in the domain of attraction of a stable random variable. We study the tail probability of the maximum l…