5 papers · 1 filter
Parameter Estimation of the Stochastic Allen--Cahn Equation via variations
Simon Chony Acosta, Christian Olivera, Ciprian Tudor
This paper addresses statistical inference for stochastic partial differential equations. We study the stochastic Allen-Cahn equation driven by space-time white noise and analyze i…
Pathwise quantitative particle approximation of nonlinear stochastic Fokker-Planck equations via relative entropy
Christian Olivera, Alexandre B. de Souza
We derive non-linear stochastic Fokker-Planck equation from stochastic systems particles with individual and environmental noise via relative entropy method, with pathwise quantita…
Convergence Rate for Moderate Interaction particles and Application to Mean Field Games
Josué Knorst, Christian Olivera, Alexandre B. de Souza
We study two interacting particle systems, both modeled as a system of stochastic differential equations driven by Brownian motions with singular kernels and moderate interacti…
Microscopic derivation of non-local models with anomalous diffusions from stochastic particle systems
Christian Olivera, Marielle Simon
This paper considers a large class of nonlinear integro-differential scalar equations which involve an anomalous diffusion (e.g. driven by a fractional Laplacian) and a non-local s…
Quantitative particle approximation of nonlinear stochastic Fokker-Planck equations with singular kernel
Josué Knorst, Christian Olivera, Alexandre B. de Souza
We derive quantitative estimates for large stochastic systems of interacting particles perturbed by both idiosyncratic and environmental noises, as well as singular kernels. We pro…