36 citations · 69 across the 5 of their papers we have counts for
4 papers · 1 filter
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…
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…
Strong existence and uniqueness for stochastic differential equation with H{ö}lder drift and degenerate noise
Paul-Eric Chaudru de Raynal
In this paper, we prove pathwise uniqueness for stochastic degenerate systems with a H{ö}lder drift, for a H{ö}lder exponent larger than the critical value 2/3. This work extends t…