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Showing 2025 · math.PRShow all
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math.PR2025
McKean-Vlasov equations with singular coefficients - a review of recent results
Luca Bondi, Elena Issoglio, Francesco Russo
This paper focuses on recent works on McKean-Vlasov stochastic differential equations (SDEs) involving singular coefficients. After recalling the classical framework, we review exi…
math.PR2025
A partition method for bounding continuous-time Markov chain models of general reaction network
Guillaume Ballif, Laurent Pfeiffer, Jakob Ruess
In this work, we present a general method to establish properties of multi-dimensional continuous-time Markov chains representing stochastic reaction networks. This method consists…
math.PR2025
-It{ô} chain rules and generalized solutions of parabolic PDEs
Carlo Ciccarella, Francesco Russo
In this paper we first establish an Itô formula for a finite quadratic variation process expanding when is of class in space and is absolutely continuous…