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math.PR2026
Signature McKean-Vlasov stochastic differential equations
Fred Espen Benth, Salvador Ortiz-Latorre, Leonardo Tarquini
McKean-Vlasov-type stochastic differential equations (SDEs) are characterized by coefficients depending on both the state and the law of the solution. In this work, we focus on a c…
math.PR2025
Convergence in law for quasi-linear SPDEs
Maria Jolis, Salvador Ortiz-Latorre, LluÃs Quer-Sardanyons
We consider the quasi-linear stochastic wave and heat equations in with and , respectively, and perturbed by an additive Gaussian noise whi…