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20212024
most citedOptimal Control of McKean-Vlasov equations with controlled stochasticity

3 citations · 5 across the 9 of their papers we have counts for

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9 papers

math.ST2024

Wasserstein distance in terms of the comonotonicity Copula

Mariem Abdellatif, Peter Kuching, Barbara Rüdiger +1

The aim of this article is to write the -Wasserstein metric with the -norm, , on in terms of copula. In particular for the case of one-dimension…

math-ph2023

Analysis on the cone of discrete Radon measures

Dmitri Finkelshtein, Yuri Kondratiev, Peter Kuchling +2

We study analysis on the cone of discrete Radon measures over a locally compact Polish space . We discuss probability measures on the cone and the corresponding correlation meas…

math.PR2023

Interacting particle systems with continuous spins

Viktor Bezborodov, Luca Di Persio, Martin Friesen +1

We study a general class of interacting particle systems over a countable state space where on each site the particle mass follows a stochastic differen…

math.PR2023

Wasserstein distance in terms of the Comonotonicity Copula

Mariem Abdellatif, Peter Kuchling, Barbara Rüdiger +1

In this article, we represent the Wasserstein metric of order , where , in terms of the comonotonicity copula, for the case of probability measures on , b…

math.OC2023★ 3 cited

Optimal Control of McKean-Vlasov equations with controlled stochasticity

Luca Di Persio, Peter Kuchling

In this article, we analyse the existence of an optimal feedback controller of stochastic optimal control problems governed by SDEs which have the control in the diffusion part. To…

math.PR2023★ 1 cited

Stability properties of some port-Hamiltonian SPDEs

Peter Kuchling, Barbara Rüdiger, Baris Ugurcan

We examine the existence and uniqueness of invariant measures of a class of stochastic partial differential equations with Gaussian and Poissonian noise and its exponential converg…

math.PR2022

Limit theorems for time averages of continuous-state branching processes with immigration

Mariem Abdellatif, Martin Friesen, Peter Kuchling +1

In this work we investigate limit theorems for the time-averaged process where is a subcritical continuous-state branchi…

math.PR2022★ 1 cited

Explosion and non-explosion for the continuous-time frog model

Viktor Bezborodov, Luca Di Persio, Peter Kuchling

We consider the continuous-time frog model on . At time , there are particles at , each of which is represented by a random variable. In…

math-ph2021

Markov dynamics on the cone of discrete Radon measures

Dmitri Finkelshtein, Yuri Kondratiev, Peter Kuchling

We start with a brief overview of the known facts about the spaces of discrete Radon measures those may be considered as generalizations of configuration spaces. Then we study thre…