17 citations · 55 across the 13 of their papers we have counts for
13 papers · 1 filter
Kinetic SDEs and kinetic Fokker-Planck equations with critical Morrey-type drifts, and local blow-ups
Jean-François Jabir, Damir Kinzebulatov, Chengjun Yue
We develop a Sobolev theory for the kinetic Fokker-Planck equation subject to a singular Morrey-form force field which can produce local blow-ups due to strong att…
Freidlin-Wentzell collision-laws between self-stabilizing diffusions
Jean-François Jabir, Julian Tugaut
The present work investigates the asymptotic behaviours at the zero-noise limit of the first near collision-time and first near collision-location between a pair of independent …
A Kramers' type law for the first collision-time of two self-stabilizing diffusions and of their particle approximations
Jean-Francois Jabir, Julian Tugaut
The present work investigates the asymptotic behaviors, at the zero-noise limit, of the first collision-time and first collision-location related to a pair of self-stabilizing diff…
Mean-Field Neural ODEs via Relaxed Optimal Control
Jean-François Jabir, David Šiška, Łukasz Szpruch
We develop a framework for the analysis of deep neural networks and neural ODE models that are trained with stochastic gradient algorithms. We do that by identifying the connection…
Rate of propagation of chaos for diffusive stochastic particle systems via Girsanov transformation
Jean-Francois Jabir
This paper focus on investigating the explicit rate of convergence for the propagation of chaos, in a pathwise sense a family of interacting stochastic particle related to some Bro…
On the weak convergence rate of an exponential Euler scheme for SDEs governed by coefficients with superlinear growth
Mireille Bossy, Jean Francois Jabir, Kerlyns Martinez
We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as , with . We…
On the wellposedness of some McKean models with moderated or singular diffusion coefficient
Mireille Bossy, Jean Francois Jabir
We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we r…
Mean--field limit of a particle approximation of the one-dimensional parabolic--parabolic Keller-Segel model without smoothing
Jean-Francois Jabir, Denis Talay, Milica Tomasevic
In this work, we prove the well--posedness of a singularly interacting stochastic particle system and we establish propagation of chaos result towards the one-dimensional parabolic…
A stable Langevin model with diffusive-reflective boundary conditions
J. -F Jabir, C. Profeta
In this note, we consider the construction of a one-dimensional stable Langevin type process confined in the upper half-plane and submitted to reflective-diffusive boundary conditi…
Diffusion processes with weak constraint through penalization approximation
Jean-Francois Jabir
In this paper, we investigate the construction of a diffusion process whose time-marginal densities are constrained to belong to a given set at all time. The construction is obtain…
A variational approach to some transport inequalities
Joaquin Fontbona, Nathael Gozlan, Jean-Francois Jabir
We relate transport-entropy inequalities to the study of critical points of functionals defined on the space of probability measures. This approach leads in particular to a new pro…
Particle approximation for Lagrangian Stochastic Models with specular boundary condition
Mireille Bossy, Jean-Francois Jabir
In this paper, we prove a particle approximation, in the sense of the propagation of chaos, of a Lagrangian stochastic model submitted to specular boundary condition and satisfying…
Lagrangian stochastic models with specular boundary condition
Mireille Bossy, Jean-Francois Jabir
In this paper, we prove the well-posedness of a conditional McKean Lagrangian stochastic model endowing the specular boundary condition and the mean no--permeability condition in s…