Pathwise McKean–Vlasov theory with additive noise

M Coghi, JD Deuschel, PK Friz, M Maurelli - 2020 - projecteuclid.org
We take a pathwise approach to classical McKean–Vlasov stochastic differential equations
with additive noise, as for example, exposed in Sznitmann (In École D'Été de Probabilités de …

A central limit theorem for Gibbsian invariant measures of 2D Euler equations

F Grotto, M Romito - Communications in Mathematical Physics, 2020 - Springer
We consider canonical Gibbsian ensembles of Euler point vortices on the 2-dimensional
torus or in a bounded domain of R^ 2 R 2. We prove that under the Central Limit scaling of …

Regularized vortex approximation for 2D Euler equations with transport noise

M Coghi, M Maurelli - Stochastics and Dynamics, 2020 - World Scientific
We study a mean field approximation for the 2D Euler vorticity equation driven by a transport
noise. We prove that the Euler equations can be approximated by interacting point vortices …

Pathwise mckean-vlasov theory

M Coghi, JD Deuschel, PK Friz, M Maurelli - 2018 - research.ed.ac.uk
We take a pathwise approach to classical McKean-Vlasov stochastic differential equations
with additive noise, as eg exposed in Sznitmann [33]. Our study was prompted by some …