5 citations · 6 across the 2 of their papers we have counts for
5 papers
Reducing exit-times of diffusions with repulsive interactions
Paul-Eric Chaudru de Raynal, Manh Hong Duong, Pierre Monmarché +2
In this work we prove a Kramers' type law for the low-temperature behavior of the exit-times from a metastable state for a class of self-interacting nonlinear diffusion processes.…
Forward and Backward Stochastic Differential Equations with normal constraint in law
Philippe Briand, Pierre Cardaliaguet, Paul-Éric Chaudru de Raynal +1
In this paper we investigate the well-posedness of backward or forward stochastic differential equations whose law is constrained to live in an a priori given (smooth enough) set a…
Well-Posedness for Some Non-Linear Diffusion Processes and Related PDE on the Wasserstein Space
Paul-Eric Chaudru de Raynal, Noufel Frikha
In this paper, we investigate the well-posedness of the martingale problem associated to non-linear stochastic differential equations (SDEs) in the sense of McKean-Vlasov under mil…
Sharp Schauder Estimates for some Degenerate Kolmogorov Equations
Paul-Eric Chaudru de Raynal, Igor Honoré, Stéphane Menozzi
We provide here some sharp Schauder estimates for degenerate PDEs of Kolmogorov type when the coefficients lie in some suitable anisotropic H{ö}lder spaces and the first order term…
Weak Well Posedness for Hypoelliptic Stochastic Differential Equation with Singular Drift: A Sharp Result
Paul-Eric Chaudru de Raynal
In this paper, we prove weak uniqueness of hypoelliptic stochastic differential equation with H{ö}lder drift, with H{ö}lder exponent strictly greater than 1/3. We then extend to a…