Max von Renesse
- Couplings, gradient estimates and logarithmic Sobolev inequality for Langevin bridges
2016/12/27 by Giovanni Conforti, Max von Renesse, Conforti, Giovanni +1 · 1 citation
Mathematics · Economics, Econometrics and Finance · #Markov Chains and Monte Carlo Methods #Stochastic processes and statistical mechanics #Stochastic processes and financial applications
- Well-Posedness for Dean-Kawasaki Models of Vlasov-Fokker-Planck Type
2024/11/21 by Fenna Müller, Müller, Fenna, Max von Renesse +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #60G #82C #Analysis of PDEs (math.AP) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Random Matrices and Applications #Statistical Mechanics and Entropy #Stochastic processes and financial applications
- Spectral gap estimates for Brownian motion on domains with\n sticky-reflecting boundary diffusion
2021/05/31 by Vitalii Konarovskyi, Konarovskyi, Vitalii, Victor Marx +3 · 1 citation
Computer Science · Mathematics · #34K08 #35A23 #47D07 #53B25 #60J60 #Advanced Mathematical Modeling in Engineering #Differential Geometry (math.DG) #FOS: Mathematics #Functional Analysis (math.FA) #Nonlinear Partial Differential Equations #Numerical methods in inverse problems #Primary 26D10 #Probability (math.PR) #Secondary 46E35
- Dynamical Optimal Transport with \mathfrakso(d)-Invariance: From Theory to Computation
2026/07/18 by Kevine Meugang Toukam, Max von Renesse, Johannes Storn
#math.OC