3 citations · 3 across the 5 of their papers we have counts for
Showing math.PRShow all
3 papers · 1 filter
math.PR2024
The Lions Derivative in Infinite Dimensions -- Application to Higher Order Expansion of Mean-Field SPDEs
Alexander Vogler, Wilhelm Stannat
In this paper we present a new interpretation of the Lions derivative as the Radon-Nikodym derivative of a vector measure, which provides a canonical extension of the Lions derivat…
math.PR2022
An application of the multiplicative Sewing Lemma to the high order weak approximation of stochastic differential equations
Antoine Hocquet, Alexander Vogler
We introduce a variant of the multiplicative Sewing Lemma in [Gerasimovičs, Hocquet, Nilssen; J. Funct. Anal. 281 (2021)] which yields arbitrary high order weak approximations to s…
math.PR2020
Optimal control of mean field equations with monotone coefficients and applications in neuroscience
Antoine Hocquet, Alexander Vogler
We are interested in the optimal control problem associated with certain quadratic cost functionals depending on the solution of the stochastic mean-field type evolution eq…