Loukianova, Dasha
- Conditional propagation of chaos for mean field systems of interacting neurons
2019/09/06 by Erny, Xavier, Löcherbach, Eva, Loukianova, Dasha · 2 citations
#60G09 #60G55 #60J75 #60K35 #FOS: Mathematics #Probability (math.PR)
- Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling
2021/11/09 by Erny, Xavier, Löcherbach, Eva, Loukianova, Dasha · 2 citations
#60G09 #60G55 #60J76 #60K35 #FOS: Mathematics #Probability (math.PR)
- Mean field limits for interacting Hawkes processes in a diffusive regime
2019/04/15 by Erny, Xavier, Löcherbach, Eva, Loukianova, Dasha · 1 citation
#60G55 #60J35 #60K35 #FOS: Mathematics #Probability (math.PR)
- White-noise driven conditional McKean-Vlasov limits for systems of particles with simultaneous and random jumps
2021/03/06 by Xavier Erny, Erny, Xavier, Eva Löcherbach +3 · 1 citation
Economics, Econometrics and Finance · Physics and Astronomy · #60F05 #60G09 #60H40 #60K35 #Complex Systems and Time Series Analysis #FOS: Mathematics #Probability (math.PR) #Statistical Mechanics and Entropy #Stochastic processes and financial applications