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math.PR2025
Graphon particle systems with common noise
Erhan Bayraktar, Xihao He, Donghan Kim
We study a nonlinear graphon particle system driven by both idiosyncratic and common noise, where interactions are governed by a graphon and represented as positive finite measures…
math.AP2025
Comparison for semi-continuous viscosity solutions for second order PDEs on the Wasserstein space
Erhan Bayraktar, Ibrahim Ekren, Xihao He +1
In this paper, we prove a comparison result for semi-continuous viscosity solutions of a class of second-order PDEs in the Wasserstein space. This allows us to remove the Lipschitz…