2 papers
math.PR2018
Propagation of chaos and the many-demes limit for weakly interacting diffusions in the sparse regime
Martin Hutzenthaler, Daniel Pieper
Propagation of chaos is a well-studied phenomenon and shows that weakly interacting diffusions may become independent as the system size converges to infinity. Most of the literatu…
math.PR2018
Differentiability of semigroups of stochastic differential equations with Hölder-continuous diffusion coefficients
Martin Hutzenthaler, Daniel Pieper
Differentiability of semigroups is useful for many applications. Here we focus on stochastic differential equations whose diffusion coefficient is the square root of a differentiab…