35 citations · 144 across the 25 of their papers we have counts for
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Well-posedness of diffusion-aggregation equations with bounded kernels and their mean-field approximations
Li Chen, Paul Nikolaev, David J. Prömel
The well-posedness and regularity properties of diffusion-aggregation equations, emerging from interacting particle systems, are established on the whole space for bounded interact…
Pathwise convergence of the Euler scheme for rough and stochastic differential equations
Andrew L. Allan, Anna P. Kwossek, Chong Liu +1
The convergence of the first order Euler scheme and an approximative variant thereof, along with convergence rates, are established for rough differential equations driven by càdlà…
Mean-field stochastic Volterra equations
David J. Prömel, David Scheffels
The well-posedness is established for multi-dimensional mean-field stochastic Volterra equations with Lipschitz continuous coefficients and allowing for singular kernels as well as…
Hegselmann--Krause model with environmental noise
Li Chen, Paul Nikolaev, David J. Prömel
We study a continuous-time version of the Hegselmann-Krause model describing the opinion dynamics of interacting agents subject to random perturbations. Mathematically speaking, th…