We study large scale limits for interacting particle systems. In each model, we consider mean field interacting N-particle systems with stochastic and centred interacting strength of order N^{-1/2}, and we prove the convergence of these systems as N goes to infinity. In the more classical framework where the interacting strength is N^{-1}, we observe a propagation of chaos. In our framework, we prove conditional propagations of chaos. We study three kinds of models. The first kind concerns systems of Hawkes processes. Their convergence is shown from the convergence of their stochastic intensities. As these intensities are, in our frame, Markov processes, we show their convergence and obtain a convergence speed using their generators. The se...
International audienceWe study the stochastic system of interacting neurons introduced in De Masi et...
International audienceWe study the stochastic system of interacting neurons introduced in De Masi et...
International audienceWe study the stochastic system of interacting neurons introduced in De Masi et...
We study large scale limits for interacting particle systems. In each model, we consider mean field ...
We study large scale limits for interacting particle systems. In each model, we consider mean field ...
Nous étudions des limites de grande échelle de systèmes de particules en interaction. Dans chaque mo...
International audienceWe study the convergence of $N-$particle systems described by SDEs driven by B...
International audienceWe study the convergence of $N-$particle systems described by SDEs driven by B...
The study of large interacting particle systems has broad applications in many scientific fields suc...
In this thesis we study mean field interacting particle systems and their McKean-Vlasov limiting pro...
In this thesis we study mean field interacting particle systems and their McKean-Vlasov limiting pro...
Dans cette thèse, on étudie des problèmes de propagation du chaos et de limite de champ moyen pour d...
Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit fo...
This thesis aims at providing an understanding of certain scaling limits for kinetic models perturbe...
International audienceWe study the stochastic system of interacting neurons introduced in De Masi et...
International audienceWe study the stochastic system of interacting neurons introduced in De Masi et...
International audienceWe study the stochastic system of interacting neurons introduced in De Masi et...
International audienceWe study the stochastic system of interacting neurons introduced in De Masi et...
We study large scale limits for interacting particle systems. In each model, we consider mean field ...
We study large scale limits for interacting particle systems. In each model, we consider mean field ...
Nous étudions des limites de grande échelle de systèmes de particules en interaction. Dans chaque mo...
International audienceWe study the convergence of $N-$particle systems described by SDEs driven by B...
International audienceWe study the convergence of $N-$particle systems described by SDEs driven by B...
The study of large interacting particle systems has broad applications in many scientific fields suc...
In this thesis we study mean field interacting particle systems and their McKean-Vlasov limiting pro...
In this thesis we study mean field interacting particle systems and their McKean-Vlasov limiting pro...
Dans cette thèse, on étudie des problèmes de propagation du chaos et de limite de champ moyen pour d...
Motivated by several applications, including neuronal models, we consider the McKean-Vlasov limit fo...
This thesis aims at providing an understanding of certain scaling limits for kinetic models perturbe...
International audienceWe study the stochastic system of interacting neurons introduced in De Masi et...
International audienceWe study the stochastic system of interacting neurons introduced in De Masi et...
International audienceWe study the stochastic system of interacting neurons introduced in De Masi et...
International audienceWe study the stochastic system of interacting neurons introduced in De Masi et...