Zero-sum stochastic differential games of generalized McKean-Vlasov type *

NIRENBERG, Estimates near the boundary for solutions of elliptic partial differential equations satisfying general boundary conditions I, Com- munications on Pure and

It turns out that the stochastic Galerkin method employed on the unweighted weak formulation corresponds to the standard stochas- tic Galerkin approach whereas the stochastic

We first generalize, in an abstract framework, results on the order of convergence of a semi-discretization in time by an implicit Euler scheme of a stochastic parabolic equation..

The Fundamental Theorem of Tropical Di ff erential Algebraic Geometry and its extensions state that the support of power series solutions of systems of ordinary di ff erential

We consider a multi-player stochastic differential game with linear McKean-Vlasov dynamics and quadratic cost functional depending on the variance and mean of the state and

On Fig. 7, we represent the variations of the profile y(x, t) of the grain groove of the new solution as a function of the distance x from the grain separation surface for

Before proceeding to solve equation (29), we require a simple result concerning elliptic functions... For transcendental meromorphic solutions of order n/2, we give

In the case of the Euler scheme applied to a stochastic differential equation, it is well known that the strong order is 1/2 whereas the weak order is 1 (see [32]).. The classical