9 citations · 19 across the 8 of their papers we have counts for
4 papers · 1 filter
Rearranged Stochastic Heat Equations with an Entropy Gradient Structure
Francois Delarue, Rhoss Likibi Pellat
We extend a previously introduced one-dimensional diffusion model on the space of probability measures, defined via the rearranged stochastic heat equation by, penalizing the dynam…
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
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…
Propagation of chaos for mean field rough differential equations
I. Bailleul, R. Catellier, F. Delarue
We address propagation of chaos for large systems of rough differential equations associated with random rough differential equations of mean field type $$ dX_t = V(X_t,\mathcal{L}…