9 citations · 20 across the 5 of their papers we have counts for
3 papers · 1 filter
Approximation of non-linear SPDEs with additive noise via weighted interacting particles systems: the stochastic McKean-Vlasov equation
Letizia Angeli, Dan Crisan, Martin Kolodziejczyk +1
This paper is devoted to the problem of approximating non-linear Stochastic Partial Differential Equations (SPDEs) via interacting particle systems. In particular, we consider the…
Well-posedness and stationary solutions of McKean-Vlasov (S)PDEs
Letizia Angeli, Julien Barré, Martin Kolodziejczyk +1
This paper is composed of two parts. In the first part we consider McKean-Vlasov Partial Differential Equations (PDEs), obtained as thermodynamic limits of interacting particle sys…
Limit theorems for cloning algorithms
Letizia Angeli, Stefan Grosskinsky, Adam M. Johansen
Large deviations for additive path functionals of stochastic processes have attracted significant research interest, in particular in the context of stochastic particle systems and…