Rough nonlocal diffusions-Reference-Cited by-同舟云学术

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Rough nonlocal diffusions

Published:2021-11 Issue: Volume:141 Page:1-56
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Coghi Michele,Nilssen Torstein

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference29 articles.

1. Propagation of chaos for mean field rough differential equations;Bailleul;Ann. Probab.,2019

2. Solving mean field rough differential equations;Bailleul;Electron. J. Probab.,2020

3. Unbounded rough drivers;Bailleul;Ann. Fac. Sci. Toulouse Math.,2017

4. Rough flows;Bailleul;J. Math. Soc. Japan,2019

5. Functional Analysis, Sobolev Spaces and Partial Differential Equations;Brezis,2011

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. An explicit Milstein-type scheme for interacting particle systems and McKean–Vlasov SDEs with common noise and non-differentiable drift coefficients;The Annals of Applied Probability;2024-04-01

2. Rough McKean–Vlasov dynamics for robust ensemble Kalman filtering;The Annals of Applied Probability;2023-12-01

3. Pathwise regularisation of singular interacting particle systems and their mean field limits;Stochastic Processes and their Applications;2023-05

4. Solution properties of the incompressible Euler system with rough path advection;Journal of Functional Analysis;2022-11

5. Regularization of multiplicative SDEs through additive noise;The Annals of Applied Probability;2022-10-01

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