We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Differential Equations with some local interaction in the diffusion term. First, we revisit the case of the McKean-Vlasov dynamics with moderate interaction, previously studied by Meleard and Jourdain in [16], under slightly weaker assumptions, by showing the existence and uniqueness of a weak solution using a Sobolev regularity framework instead of a Holder one. Second, we study the construction of a Lagrangian Stochastic model endowed with a conditional McKean diffusion term in the velocity dynamics and a nondegenerate diffusion term in the position dynamics
International audienceIn Talay and Tomasevic [20] we proposed a new stochastic interpretation of the...
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We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Diffe...
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In this thesis we deal with a class of McKean-Vlasov Stochastic Differential Equations (MV-SDEs). MV...
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In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov s...
International audienceWe prove the well-posedness of some non-linear stochastic differential equatio...
In this paper, we first establish well-posedness of McKean–Vlasov stochastic differential equations ...
In this thesis, we study time-inhomogeneous and McKean-Vlasov type stochastic differential equations...
We study the long-time behavior of some McKean-Vlasov stochastic differential equations used to mode...
International audienceIn Talay and Tomasevic [20] we proposed a new stochastic interpretation of the...
We propose a second order differential calculus to analyze the regularity and the stability properti...
We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correla...
We investigate the well-posedness problem related to two models of nonlinear McKean Stochastic Diffe...
International audienceIn this paper, we prove pathwise uniqueness for stochastic systems of McKean-V...
We prove the existence and uniqueness of solution to the nonlinear local martingale problems for a l...
We investigate well-posedness for martingale solutions of stochastic differential equations, under l...
In this thesis we deal with a class of McKean-Vlasov Stochastic Differential Equations (MV-SDEs). MV...
The paper is devoted to the well-posedness for nonlinear McKean-Vlasov type diffusions with coeffici...
In this paper, we investigate the well-posedness of the martingale problem associated to non-linear ...
In this paper we mainly investigate the strong and weak well-posedness of a class of McKean-Vlasov s...
International audienceWe prove the well-posedness of some non-linear stochastic differential equatio...
In this paper, we first establish well-posedness of McKean–Vlasov stochastic differential equations ...
In this thesis, we study time-inhomogeneous and McKean-Vlasov type stochastic differential equations...
We study the long-time behavior of some McKean-Vlasov stochastic differential equations used to mode...
International audienceIn Talay and Tomasevic [20] we proposed a new stochastic interpretation of the...
We propose a second order differential calculus to analyze the regularity and the stability properti...
We study a finite system of diffusions on the half-line, absorbed when they hit zero, with a correla...