Accéder directement au contenu

Paul-Eric CHAUDRU de RAYNAL

17
Documents

Publications

Image document

Heat kernel and gradient estimates for kinetic SDEs with low regularity coefficients

P.E. Chaudru de Raynal , S. Menozzi , A. Pesce , X. Zhang
Bulletin des Sciences Mathématiques, 2023, 183, pp.103229. ⟨10.1016/j.bulsci.2023.103229⟩
Article dans une revue hal-03553730v2
Image document

Strong regularization by Brownian noise propagating through a weak Hörmander structure

Paul-Éric Chaudru de Raynal , Igor Honoré , Stéphane Menozzi
Probability Theory and Related Fields, 2022, 184 (1-2), pp.1-83. ⟨10.1007/s00440-022-01150-z⟩
Article dans une revue hal-01906576v2
Image document

On Multidimensional stable-driven Stochastic Differential Equations with Besov drift

Paul-Éric Chaudru de Raynal , Stéphane Menozzi
Electronic Journal of Probability, 2022, 27 (none), ⟨10.1214/22-EJP864⟩
Article dans une revue hal-02196382v3
Image document

WELL-POSEDNESS FOR SOME NON-LINEAR DIFFUSION PROCESSES AND RELATED PDE ON THE WASSERSTEIN SPACE

Paul-Eric Chaudru de Raynal , Noufel Frikha
Journal de Mathématiques Pures et Appliquées, 2022, ⟨10.1016/j.matpur.2021.12.001⟩
Article dans une revue hal-01924949v3
Image document

Sharp Schauder Estimates for some Degenerate Kolmogorov Equations

Paul-Éric Chaudru de Raynal , Igor Honoré , Stéphane Menozzi
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze, 2021, pp.989-1089. ⟨10.2422/2036-2145.201811_011⟩
Article dans une revue hal-01906573v2
Image document

FROM THE BACKWARD KOLMOGOROV PDE ON THE WASSERSTEIN SPACE TO PROPAGATION OF CHAOS FOR MCKEAN-VLASOV SDES

Noufel Frikha , Paul-Eric Chaudru de Raynal
Journal de Mathématiques Pures et Appliquées, 2021, 156, pp.1-124. ⟨10.1016/j.matpur.2021.10.010⟩
Article dans une revue hal-02168772v2
Image document

Strong well-posedness of McKean-Vlasov stochastic differential equation with Hölder drift

Paul-Éric Chaudru de Raynal
Stochastic Processes and their Applications, 2020, 130 (1), pp.79-107. ⟨10.1016/j.spa.2019.01.006⟩
Article dans une revue hal-01248324v3
Image document

Forward and Backward Stochastic Differential Equations with normal constraint in law

Philippe Briand , Pierre Cardaliaguet , Paul-Eric Chaudru de Raynal , Ying Hu
Stochastic Processes and their Applications, 2020, 130 (12), pp.7021-7097. ⟨10.1016/j.spa.2020.07.007⟩
Article dans une revue hal-02053777v1
Image document

Regularization effects of a noise propagating through a chain of differential equations: an almost sharp result

Paul-Eric Chaudru de Raynal , Stephane Menozzi
Transactions of the American Mathematical Society, 2020, ⟨10.1090/tran/7947⟩
Article dans une revue hal-01613679v3
Image document

Weak Well-Posedness of Multidimensional Stable Driven SDEs in the Critical Case

Paul-Eric Chaudru de Raynal , Stephane Menozzi , Enrico Priola
Stochastics and Dynamics, 2020, 20 (6), pp.2040004. ⟨10.1142/S0219493720400043⟩
Article dans une revue hal-02434363v1
Image document

Schauder estimates for drifted fractional operators in the supercritical case

Paul-Éric Chaudru de Raynal , Stéphane Menozzi , Enrico Priola
Journal of Functional Analysis, 2020, 278 (8), pp.108425. ⟨10.1016/j.jfa.2019.108425⟩
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
Image document

Weak regularization by stochastic drift : result and counter example

Paul-Eric Chaudru de Raynal
Discrete and Continuous Dynamical Systems - Series A, 2018, 38 (3), pp.1269-1291. ⟨10.3934/dcds.2018052⟩
Article dans une revue hal-01333206v2
Image document

Strong existence and uniqueness for stochastic differential equation with Hölder drift and degenerate noise

Paul-Eric Chaudru de Raynal
Annales de l'Institut Henri Poincaré, 2017, 53 (1), pp.259-286. ⟨10.1214/15-AIHP716⟩
Article dans une revue hal-00702532v4
Image document

A cubature based algorithm to solve decoupled McKean-Vlasov Forward Backward Stochastic Differential Equations

Paul-Eric Chaudru de Raynal , Camilo A. Garcia Trillos
Stochastic Processes and their Applications, 2015, 125 (6), pp.2206 - 2255. ⟨10.1016/j.spa.2014.11.018⟩
Article dans une revue hal-00847789v3