14 citations · 28 across the 14 of their papers we have counts for
15 papers
Ergodic Theory for Fractional SDE with Singular Coefficients
Avi Mayorcas, Łukasz Mądry
We show existence and uniqueness of invariant measures for SDE of the form \[ dX_t = g(X_t)dt + u(X_t)dt + dW^H_t \] where is a fractional Brownian motion (fBm) with Hurst pa…
Stochastic Analysis of Overlapping Generations Models Under Incomplete Markets
Cangxiong Chen, Sigmund Ellingsrud, Fabian Harang +2
We provide a stochastic analysis of an overlapping generations model under incomplete markets. By casting individual optimization with idiosyncratic income risk into a forward back…
Homogenisation of a Passive Scalar Transported by Locally Supported White Noise
Federico Butori, Avi Mayorcas, Silvia Morlacchi
Stochastic perturbations of transport type are a common and widely accepted way of representing turbulent effects in fluid dynamics models. In many known examples, it even leads to…
An Additive-Noise Approximation to Keller-Segel-Dean-Kawasaki Dynamics: Small-Noise Results
Adrian Martini, Avi Mayorcas
We study an additive-noise approximation to Keller-Segel-Dean-Kawasaki dynamics, which is proposed as an approximate model to the fluctuating hydrodynamics of chemotactically inter…
Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion
Lucio Galeati, Khoa Lê, Avi Mayorcas
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of…
Large Deviations of the Measure via Stochastic Quantisation
Tom Klose, Avi Mayorcas
The measure is one of the easiest non-trivial examples of a Euclidean quantum field theory (EQFT) whose rigorous construction in the 1970's has been one of the celebrated a…
Pathwise Uniqueness for Multiplicative Young and Rough Differential Equations Driven by Fractional Brownian Motion
Toyomu Matsuda, Avi Mayorcas
We show pathwise uniqueness of multiplicative SDEs, in arbitrary dimensions, driven by fractional Brownian motion with Hurst parameter with volatility coefficient $σ…
Singular SPDEs on Homogeneous Lie Groups
Avi Mayorcas, Harprit Singh
The aim of this article is to extend the scope of the theory of regularity structures in order to deal with a large class of singular SPDEs of the form $$\partial_t u = \mathfrak{L…
An Additive-Noise Approximation to Keller-Segel-Dean-Kawasaki Dynamics: Local Well-Posedness of Paracontrolled Solutions
Adrian Martini, Avi Mayorcas
Using the method of paracontrolled distributions, we show the local well-posedness of an additive noise approximation to the fluctuating hydrodynamics of the Keller-Segel model on…
Introduction to SPDEs from Probability and PDE
Avi Mayorcas
Lecture notes accompanying an 8hr hour mini-course on SPDE given at Boğaziçi University, Istanbul in June/July 2025. They are based on earlier notes of a shorter mini-course given…
Blow-up for a Stochastic Model of Chemotaxis Driven by Conservative Noise on
Avi Mayorcas, Milica Tomasevic
We establish criteria on the chemotactic sensitivity for the non-existence of global weak solutions (i.e. \textit{blow-up} in finite time) to a stochastic Keller--Segel model w…
A Stochastic Model of Chemorepulsion with Additive Noise and Nonlinear Sensitivity
Ilya Chevyrev, Ben Hambly, Avi Mayorcas
We consider a stochastic partial differential equation (SPDE) model for chemorepulsion, with non-linear sensitivity on the one-dimensional torus. We show that for any suitable init…
Distribution dependent SDEs driven by additive fractional Brownian motion
Lucio Galeati, Fabian A. Harang, Avi Mayorcas
We study distribution dependent stochastic differential equations with irregular, possibly distributional drift, driven by an additive fractional Brownian motion of Hurst parameter…
Distribution dependent SDEs driven by additive continuous noise
Lucio Galeati, Fabian A. Harang, Avi Mayorcas
We study distribution dependent stochastic differential equation driven by a continuous process, without any specification on its law, following the approach initiated in [16]. We…
Pathwise Regularisation of Singular Interacting Particle Systems and their Mean Field Limits
Fabian Harang, Avi Mayorcas
We investigate the regularizing effect of certain perturbations by noise in singular interacting particle systems under the mean field scaling. In particular, we show that the addi…