Non-local Conservation Law from Stochastic Particle Systems

Results: Out of 2094 articles, we selected and analyzed 147 which reported a total of 23 different challenges linked to the production, analysis, reporting and sharing of patients ’

Keywords : Stochastic local intensity model, Interacting particle systems, Loss mod- elling, Credit derivatives, Monte-Carlo Algorithm, Fokker-Planck equation, Martingale problem..

Keywords: stochastic particle systems, mean-field limit, propagation of chaos, stochas- tic partial differential equations, Cucker-Smale model, collective

Bourgoyne [ 18 ] observed experimentally that the erosion rate was al most unchanged when increasing the solid mass flow rate (correspond ing to a maximum solid volume

Thanks to recent techniques of well-posedness theory on this kind of stochastic equations, we show the convergence of such an approximate solution towards the unique stochastic

Global yield variance increases if croplands are located in world regions with the highest levels of yield interannual variability (e.g., maize in Northern Amer- ica; rice in

Eventually, we connect the forward and backward stochastic differential equations with normal constraints in law with partial differential equations stated on the Wasserstein space

Isovectors for the Hamilton-Jacobi-Bellman equation, formal stochastic differentials and first integrals in euclidien quantum mechanics. Progress in