6 papers · 1 filter
Large deviations for singularly interacting diffusions
Jasper Hoeksema, Thomas Holding, Mario Maurelli +1
In this paper we prove a large deviation principle (LDP) for the empirical measure of a general system of mean-field interacting diffusions with singular drift (as the number of pa…
Non-explosion by Stratonovich noise for ODEs
Mario Maurelli
We show that the addition of a suitable Stratonovich noise prevents the explosion for ODEs with drifts of super-linear growth, in dimension . We also show the existence of…
Regularized vortex approximation for 2D Euler equations with transport noise
Michele Coghi, Mario Maurelli
We study a mean field approximation for the 2D Euler vorticity equation driven by a transport noise. We prove that the Euler equations can be approximated by interacting point vort…
Zero noise limit for multidimensional SDEs driven by a pointy gradient
François Delarue, Mario Maurelli
The purpose of the article is to address the limiting behavior of the solutions of stochastic differential equations driven by a pointy -dimensional gradient as the intensity of…
Existence for stochastic 2D Euler equations with positive vorticity
Zdzisław Brzeźniak, Mario Maurelli
We prove the existence of non-negative measure- and -valued vorticity solutions to the stochastic 2D Euler equations with transport vorticity noise, starting from any non-n…
Pathwise McKean-Vlasov Theory with Additive Noise
Michele Coghi, Jean-Dominique Deuschel, Peter Friz +1
Abstract. We take a pathwise approach to classical McKean-Vlasov stochastic differential equations with additive noise, as e.g. exposed in Sznitmann [38]. Our study was prompted by…