99 citations · 116 across the 7 of their papers we have counts for
Showing 2017Show all
3 papers · 1 filter
math.PR2017
A new McKean-Vlasov stochastic interpretation of the parabolic-parabolic Keller-Segel model: The one-dimensional case
Denis Talay, Milica Tomasevic
In this paper we analyze a stochastic interpretation of the one-dimensional parabolic-parabolic Keller-Segel system without cut-off. It involves an original type of McKean-Vlasov i…
math.PR2017
Mean--field limit of a particle approximation of the one-dimensional parabolic--parabolic Keller-Segel model without smoothing
Jean-Francois Jabir, Denis Talay, Milica Tomasevic
In this work, we prove the well--posedness of a singularly interacting stochastic particle system and we establish propagation of chaos result towards the one-dimensional parabolic…
math.PR2017
Noise sensitivity of functionals of fractional Brownian motion driven stochastic differential equations: Results and perspectives
Alexandre Richard, Denis Talay
We present an innovating sensitivity analysis for stochastic differential equations: We study the sensitivity, when the Hurst parameter~ of the driving fractional Brownian motio…