5 citations · 10 across the 6 of their papers we have counts for
6 papers
Strong Feller Regularisation of 1-d Nonlinear Transport by Reflected Ornstein-Uhlenbeck Noise
Max-K. von Renesse, Feng-Yu Wang, Alexander Weiß
We consider equations of nonlinear transport on the circle with regular self interactions appearing in aggregation models and deterministic mean field dynamics. We introduce a rand…
Harnack Inequality for Functional SDEs with Bounded Memory
A. Es-Sarhir, M-K. von Renesse, M. Scheutzow
We use a coupling method for functional stochastic differential equations with bounded memory to establish an analogue of Wang's dimension-free Harnack inequality \cite{MR1481127}.…
An Optimal Transport View On Schroedinger's Equation
Max-K. von Renesse
We show that the Schroedinger equation is a lift of Newton's law of motion on the space of probability measures, where derivatives are taken w.r.t. the Wasserstein Riemannian metri…
Quasi-invariance properties of a class of subordinators
Max-K. Von Renesse, Marc Yor, Lorenzo Zambotti
We study absolute-continuity properties of a class of stochastic processes, including the gamma and the Dirichlet processes. We prove that the laws of a general class of non-linear…
Entropic Measure and Wasserstein Diffusion
Max-K von Renesse, Karl-Theodor Sturm
We construct a new random probability measure on the sphere and on the unit interval which in both cases has a Gibbs structure with the relative entropy functional as Hamiltonian.…
On Local Poincare via Transportation
Max-K. von Renesse
It is shown that curvature-dimension bounds CD(N, k) for a metric measure space (X,d,m) in the sense of Sturm imply a weak L^1- Poincare-inequality under some symmetry assumption o…