activity
20122021
most citedStrong existence and uniqueness for stochastic differential equation with H{ö}lder drift and degenerate noise

36 citations · 69 across the 5 of their papers we have counts for

collaborators
Showing 2018Show all

2 papers · 1 filter

math.CA2018★ 24 cited

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…

math.AP2018

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…