36 citations · 126 across the 37 of their papers we have counts for
Showing 2021 · math.PRShow all
2 papers · 2 filters
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.PR2021★ 7 cited
Approximation of Stochastic Volterra Equations with kernels of completely monotone type
Aurélien Alfonsi, Ahmed Kebaier
In this work, we develop a multifactor approximation for -dimensional Stochastic Volterra Equations (SVE) with Lipschitz coefficients and kernels of completely monotone type tha…