|
Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients
P.E. Chaudru de Raynal
,
S. Menozzi
,
A. Pesce
,
X. Zhang
Article dans une revue
hal-03553730v2
|
|
Strong regularization by Brownian noise propagating through a weak Hörmander structure
Paul-Éric Chaudru de Raynal
,
Igor Honoré
,
Stéphane Menozzi
Article dans une revue
hal-01906576v2
|
|
On Multidimensional stable-driven Stochastic Differential Equations with Besov drift
Paul-Éric Chaudru de Raynal
,
Stéphane Menozzi
Article dans une revue
hal-02196382v3
|
|
WELL-POSEDNESS FOR SOME NON-LINEAR DIFFUSION PROCESSES AND RELATED PDE ON THE WASSERSTEIN SPACE
Paul-Eric Chaudru de Raynal
,
Noufel Frikha
Article dans une revue
hal-01924949v3
|
|
Sharp Schauder Estimates for some Degenerate Kolmogorov Equations
Paul-Éric Chaudru de Raynal
,
Igor Honoré
,
Stéphane Menozzi
Article dans une revue
hal-01906573v2
|
|
FROM THE BACKWARD KOLMOGOROV PDE ON THE WASSERSTEIN SPACE TO PROPAGATION OF CHAOS FOR MCKEAN-VLASOV SDES
Noufel Frikha
,
Paul-Eric Chaudru de Raynal
Article dans une revue
hal-02168772v2
|
|
Strong well-posedness of McKean-Vlasov stochastic differential equation with Hölder drift
Paul-Éric Chaudru de Raynal
Article dans une revue
hal-01248324v3
|
|
Forward and Backward Stochastic Differential Equations with normal constraint in law
Philippe Briand
,
Pierre Cardaliaguet
,
Paul-Eric Chaudru de Raynal
,
Ying Hu
Article dans une revue
hal-02053777v1
|
|
Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result
Paul-Eric Chaudru de Raynal
,
Stephane Menozzi
Article dans une revue
hal-01613679v3
|
|
Weak Well-Posedness of Multidimensional Stable Driven SDEs in the Critical Case
Paul-Eric Chaudru de Raynal
,
Stephane Menozzi
,
Enrico Priola
Article dans une revue
hal-02434363v1
|
|
Schauder estimates for drifted fractional operators in the supercritical case
Paul-Éric Chaudru de Raynal
,
Stéphane Menozzi
,
Enrico Priola
Article dans une revue
hal-02018619v1
|
|
PARTICLES SYSTEMS AND NUMERICAL SCHEMES FOR MEAN REFLECTED STOCHASTIC DIFFERENTIAL EQUATIONS
Philippe Briand
,
Paul-Eric Chaudru de Raynal
,
Arnaud Guillin
,
Céline Labart
The Annals of Applied Probability, 2020, 30 (4), pp.1884-1909
Article dans une revue
hal-01421479v1
|
|
Weak regularization by stochastic drift : result and counter example
Paul-Eric Chaudru de Raynal
Article dans une revue
hal-01333206v2
|
|
Strong existence and uniqueness for stochastic differential equation with Hölder drift and degenerate noise
Paul-Eric Chaudru de Raynal
Article dans une revue
hal-00702532v4
|
|
A cubature based algorithm to solve decoupled McKean-Vlasov Forward Backward Stochastic Differential Equations
Paul-Eric Chaudru de Raynal
,
Camilo A. Garcia Trillos
Article dans une revue
hal-00847789v3
|