3 papers
math.PR2024
Quantitative particle approximation of nonlinear stochastic Fokker-Planck equations with singular kernel
Josué Knorst, Christian Olivera, Alexandre B. de Souza
We derive quantitative estimates for large stochastic systems of interacting particles perturbed by both idiosyncratic and environmental noises, as well as singular kernels. We pro…
math-ph2024
On the quantum Guerra-Morato Action Functional
Josue Knorst, Artur O. Lopes
Given a smooth potential on the torus, the Quantum Guerra-Morato action functional is given by \smallskip $ \,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,\,…
math.PR2024
Convergence Rate for Moderate Interaction particles and Application to Mean Field Games
Josué Knorst, Christian Olivera, Alexandre B. de Souza
We study two interacting particle systems, both modeled as a system of stochastic differential equations driven by Brownian motions with singular kernels and moderate interacti…