Stochastic PDEs and weakly interacting particle systems
<p>We study two problems relating to weakly interacting particle systems in the presence of exogenous noise. Part I presents a pathwise regularisation by noise result for McKean–Vlasov equations with singular interaction kernels. Using ideas from the theory of averaged fields and non-linear Yo...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Thesis |
| Language: | English |
| Published: |
2020
|
| Subjects: |