24 citations · 53 across the 26 of their papers we have counts for
3 papers · 1 filter
Well-posedness of some non-linear stable driven SDEs
Noufel Frikha, Valentin Konakov, Stéphane Menozzi
We prove the well-posedness of some non-linear stochastic differential equations in the sense of McKean-Vlasov driven by non-degenerate symmetric -stable Lévy processes with val…
Integration by parts formula for killed processes: A point of view from approximation theory
Noufel Frikha, Arturo Kohatsu-Higa, Libo Li
In this paper, we establish a probabilistic representation for two integration by parts formulas, one being of Bismut-Elworthy-Li's type, for the marginal law of a one-dimensional…
From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for Mckean-Vlasov SDEs
Noufel Frikha, Paul-Eric Chaudru de Raynal
This article is a continuation of our first work \cite{chaudruraynal:frikha}. We here establish some new quantitative estimates for propagation of chaos of non-linear stochastic di…