99 citations · 143 across the 16 of their papers we have counts for
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Quantitative particle approximation of nonlinear Fokker-Planck equations with singular kernel
Christian Olivera, Alexandre Richard, Milica Tomasevic
In this work, we study the convergence of the empirical measure of moderately interacting particle systems with singular interaction kernels. First, we prove quantitative convergen…
Quantitative approximation of the Burgers and Keller-Segel equations by moderately interacting particles
Christian Olivera, Alexandre Richard, Milica Tomasevic
In this work we obtain rates of convergence for two moderately interacting stochastic particle systems with singular kernels associated to the viscous Burgers and Keller-Segel equa…
Discrete-time Simulation of Stochastic Volterra Equations
Alexandre Richard, Xiaolu Tan, Fan Yang
We study discrete-time simulation schemes for stochastic Volterra equations, namely the Euler and Milstein schemes, and the corresponding Multi-Level Monte-Carlo method. By using a…