Paul-Eric CHAUDRU de RAYNAL

Publications

Article dans une revue (17)

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
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
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
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
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
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
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
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
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
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
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
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
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
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
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
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

Pré-publication, Document de travail (2)

Multidimensional Stable Driven McKean-Vlasov SDEs with Distributional Interaction Kernel: Critical Thresholds and Related Models P.-E Chaudru de Raynal,J.-F Jabir,S Menozzi 2025 Pré-publication, Document de travail hal-03995199v3
Multidimensional Stable driven McKean-Vlasov SDEs with distributional interaction kernel - a regularization by noise perspective P.-E Chaudru de Raynal,J.-F Jabir,S Menozzi 2022 Pré-publication, Document de travail hal-03676391v1

Thèse (1)

Stochastic differential equations : strong well-posedness of singular and degenerate equations; numerical analysis of decoupled forward backward systems of McKean-Vlasov type Paul Éric Chaudru de Raynal General Mathematics [math.GM]. Université Nice Sophia Antipolis, 2013. English. ⟨NNT : 2013NICE4115⟩ Thèse tel-00954418v1

HDR (1)

Bal(l)ade entre EDP et probabilités Paul-Éric Chaudru de Raynal Mathematics [math]. Nantes Université, 2024 HDR tel-04835118v1