2 citations · 4 across the 2 of their papers we have counts for
2 papers
math.PR2018★ 2 cited
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★ 2 cited
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…