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math.PR2026
Uniform in time weak convergence for a Fleming-Viot particle system with hard killing
Pierre Cardaliaguet, Marco Cirant, Joe Jackson +1
This paper is concerned with the Fleming-Viot particle system introduced by Burdzy, Hołyst and March (2000). In this model, Brownian particles evolve independently in a bounded…
math.PR2026
Regularization of a mean-field SDE by an additive common noise: The conditional expectation case
Pierre Cardaliaguet, Benjamin Jourdain
We investigate a McKean-Vlasov stochastic differential equation with an additive common noise and in which the interaction is through the conditional expectation. We show that, in…