3 papers
math.PR2019
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…
math.PR2019
Stochastic nonlinear Fokker-Planck equations
Michele Coghi, Benjamin Gess
The existence and uniqueness of measure-valued solutions to stochastic nonlinear, non-local Fokker-Planck equations is proven. This type of stochastic PDE is shown to arise in the…
math.PR2018
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…