132 citations
- Strateji Araşdırmalar MərkəziAZ14 papers
- Université Paris 1 Panthéon-SorbonneFR9 papers
- Laboratoire de Probabilités et Modèles AléatoiresFR7 papers
- Centre National de la Recherche ScientifiqueFR6 papers
- Laboratoire de Probabilités, Statistique et ModélisationFR6 papers
- Sorbonne UniversitéFR6 papers
- Université Paris CitéFR5 papers
- Mathématiques Appliquées à Paris 5FR4 papers
- Centre de Recherche en Mathématiques de la DécisionFR3 papers
- Florida International UniversityUS3 papers
- Institut FourierFR3 papers
- Laboratoire de Physique des PlasmasFR3 papers
5 papers · 1 filter
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…
Space-time Euler discretization schemes for the stochastic 2D Navier-Stokes equations
Hakima Bessaih, Annie Millet
We prove that the implicit time Euler scheme coupled with finite elements space discretization for the 2D Navier-Stokes equations on the torus subject to a random perturbation conv…
Conditional propagation of chaos for mean field systems of interacting neurons
Xavier Erny, Eva Löcherbach, Dasha Loukianova
We study the stochastic system of interacting neurons introduced in De Masi et al. (2015) and in Fournier and Löcherbach (2016) in a diffusive scaling. The system consists of n…
Weak error expansion of the implicit Euler scheme
Omar Aboura
In this paper, we extend the Talay Tubaro theorem to the implicit Euler scheme.
Large deviations for the Boussinesq Equations under Random Influences
Jinqiao Duan, Annie Millet
A Boussinesq model for the Benard convection under random influences is considered as a system of stochastic partial differential equations. This is a coupled system of stochastic…