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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.NA2021
Constrained overdamped Langevin dynamics for symmetric multimarginal optimal transportation
Aurélien Alfonsi, Rafaël Coyaud, Virginie Ehrlacher
The Strictly Correlated Electrons (SCE) limit of the Levy-Lieb functional in Density Functional Theory (DFT) gives rise to a symmetric multi-marginal optimal transport problem with…
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…