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math.PR2021★ 1 cited
Construction of Boltzmann and McKean Vlasov type flows (the sewing lemma approach)
Aurélien Alfonsi, Vlad Bally
We are concerned with a mixture of Boltzmann and McKean-Vlasov type equations, this means (in probabilistic terms) equations with coefficients depending on the law of the solution…
math.PR2018
Squared quadratic Wasserstein distance : optimal couplings and Lions differentiability
Aurélien Alfonsi, Benjamin Jourdain
In this paper, we remark that any optimal coupling for the quadratic Wasserstein distance between two probability measures and with finite second order moments…