Paul-Eric CHAUDRU de RAYNAL

21
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Affiliation actuelle
  • Nantes Université (Nantes Univ)
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Publications

Publications

Multidimensional stable driven McKean–Vlasov SDEs with distributional interaction kernel: a regularization by noise perspective

Paul-Éric Chaudru de Raynal , Jean-François Jabir , Stéphane Menozzi

Stochastics and Partial Differential Equations: Analysis and Computations, 2025, 13, pp.367-420. ⟨10.1007/s40072-024-00332-1⟩

Article dans une revue hal-05166873v1
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Reducing exit-times of diffusions with repulsive interactions

Paul-Eric Chaudru de Raynal , Manh Hong Duong , Pierre Monmarché , Milica Tomasevic , Julian Tugaut

ESAIM: Probability and Statistics, 2023, 27, pp.723-748. ⟨10.1051/ps/2023012⟩

Article dans une revue hal-03762603v1
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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
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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
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Well-posedness for some non-linear SDEs and related PDE on the Wasserstein space

Paul-Eric Chaudru de Raynal , Noufel Frikha

Journal de Mathématiques Pures et Appliquées, 2022, 159, pp.1-167. ⟨10.1016/j.matpur.2021.12.001⟩

Article dans une revue hal-01924949v3
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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