1 citations · 1 across the 3 of their papers we have counts for
5 papers
Itô's Formula for the Rearranged Stochastic Heat Equation
François Delarue, William R. P. Hammersley
The purpose of this short note is to prove a convenient version of Itô's formula for the Rearranged Stochastic Heat Equation (RSHE) introduced by the two authors in a previous cont…
Rearranged Stochastic Heat Equation: Ergodicity and Related Gradient Descent on
François Delarue, William R. P. Hammersley
This article provides a case study for a recently introduced diffusion in the space of probability measures over the reals, namely rearranged stochastic heat, which solves a stocha…
Rearranged Stochastic Heat Equation
François Delarue, William R. P. Hammersley
The purpose of this work is to provide an explicit construction of a strong Feller semigroup on the space of probability measures over the real line that additionally maps bounded…
Weak Existence and Uniqueness for McKean-Vlasov SDEs with Common Noise
William R. P. Hammersley, David Šiška, Łukasz Szpruch
This paper concerns the McKean-Vlasov stochastic differential equation (SDE) with common noise. An appropriate definition of a weak solution to such an equation is developed. The i…
McKean-Vlasov SDEs under Measure Dependent Lyapunov Conditions
William Hammersley, David Šiška, Lukasz Szpruch
We prove the existence of weak solutions to McKean-Vlasov SDEs defined on a domain with continuous and unbounded coefficients that satisfy Lyapunov type…