1 citations · 5 across the 20 of their papers we have counts for
4 papers · 2 filters
Fokker-Planck equations for conditional McKean-Vlasov systems driven by Brownian sheets
Nacira Agram, Bernt Øksendal, Frank Proske +1
We investigate conditional McKean-Vlasov equations driven by time-space white noise, motivated by the propagation of chaos in an N-particle system with space-time Ornstein-Uhlenbec…
Fokker-Planck equations for McKean-Vlasov SDEs driven by fractional Brownian motion
Saloua Labed, Nacira Agram, Bernt Oksendal
This paper investigates the probability distribution of solutions to McKean--Vlasov stochastic differential equations driven by fractional Brownian motion with Hurst parameter H>1/…
Fokker-Planck equation for McKean-Vlasov SPDEs driven by time-space Brownian sheet
Nacira Agram, Bernt Oksendal, Frank Proske +1
In this paper, we consider a McKean-Vlasov (mean-field) stochastic partial differential equations (SPDEs) driven by a Brownian sheet. We study the propagation of chaos for a space-…
The time-fractional heat equation driven by fractional time-space white noise
Rahma Yasmina Moulay Hachemi, Bernt Øksendal
We give an introduction to the time-fractional stochastic heat equation driven by 1+d-parameter fractional time-space white noise, in the following two cases: (i) With additive noi…