12 citations · 12 across the 4 of their papers we have counts for
4 papers
Noise induced Stability of a Mean-Field model of Systemic Risk with uncertain robustness
Alexander Alecio
We consider a model for systemic risk comprising of a system of diffusion processes, interacting through their empirical mean. Each process is subject to a confining double-well po…
Stationary properties of the Gauss-Galerkin QMoM truncation of MV-SDEs
Alexander Alecio
The Gauss Galerkin Method/Quadrature method of moments (GG-QMoM) closure scheme, introduced by Dawson, closes a truncated set of moment equations of an SDE by a Galerkin approximat…
Phase transitions of McKean-Vlasov SDEs in Multi-well Landscapes
Alexander Alecio
Phase transitions and critical behaviour of a class of MV-SDEs, whose concomitant non-local Fokker-Planck equation includes the Granular Media equation with quadratic interaction p…
Dimension reduction of noisy interacting systems
Niccolò Zagli, Grigorios A. Pavliotis, Valerio Lucarini +1
We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous a…