5 citations · 10 across the 6 of their papers we have counts for
4 papers · 1 filter
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}.…
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.…