most citedParticles Systems and Numerical Schemes for Mean Reflected Stochastic Differential Equations

21 citations · 28 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2017★ 7 cited

Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result

Paul-Eric Chaudru de Raynal, Stephane Menozzi

We investigate the effects of the propagation of a non-degenerate Brownian noise through a chain of deterministic differential equations whose coefficients are rough and satisfy a…

math.PR2016★ 21 cited

Particles Systems and Numerical Schemes for Mean Reflected Stochastic Differential Equations

Philippe Briand, Paul-Éric Chaudru de Raynal, Arnaud Guillin +1

This paper is devoted to the study of reflected Stochastic Differential Equations when the constraint is not on the paths of the solution but acts on the law of the solution. These…