50 citations · 244 across the 25 of their papers we have counts for
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math.PR2015★ 10 cited
Partial mean field limits in heterogeneous networks
Carsten Chong, Claudia Klüppelberg
We investigate systems of interacting stochastic differential equations with two kinds of heterogeneity: one originating from different weights of the linkages, and one concerning…
math.PR2015★ 7 cited
Simulation of stochastic Volterra equations driven by space--time Lévy noise
Bohan Chen, Carsten Chong, Claudia Klüppelberg
In this paper we investigate two numerical schemes for the simulation of stochastic Volterra equations driven by space--time Lévy noise of pure-jump type. The first one is based on…