Julien Reygner
- Finite-Volume approximation of the invariant measure of a viscous stochastic scalar conservation law
2019/09/19 by Sébastien Boyaval, Sofiane Martel, Boyaval, Sébastien +3 · 1 citation
Economics, Econometrics and Finance · Engineering · #Stochastic processes and financial applications #Fluid Dynamics and Turbulent Flows #Economic theories and models
- Capital distribution and portfolio performance in the mean-field Atlas model
2013/12/19 by Benjamin Jourdain, Julien Reygner, Jourdain, Benjamin +1 · 1 citation
Economics, Econometrics and Finance · #Financial Markets and Investment Strategies #Complex Systems and Time Series Analysis #Stochastic processes and financial applications
- Local convergence rates for Wasserstein gradient flows and McKean-Vlasov equations with multiple stationary solutions
2024/04/24 by Pierre Monmarché, Julien Reygner, Monmarché, Pierre +1 · 4 citations
Mathematics · Medicine · #Analysis of PDEs (math.AP) #Bone and Joint Diseases #FOS: Mathematics #Functional Analysis (math.FA) #Geometric Analysis and Curvature Flows #Nonlinear Partial Differential Equations #Probability (math.PR)
- A probabilistic study of the kinetic Fokker-Planck equation in cylindrical domains
2020/10/20 by Tony Lelièvre, Mouad Ramil, Lelièvre, Tony +3 · 1 citation
Biochemistry, Genetics and Molecular Biology · Physics and Astronomy · Mathematics · #Diffusion and Search Dynamics #Advanced Thermodynamics and Statistical Mechanics #Mathematical Biology Tumor Growth
- Quasi-stationary distribution for the Langevin process in cylindrical\n domains, part I: existence, uniqueness and long-time convergence
2021/01/28 by Tony Lelièvre, Mouad Ramil, Lelièvre, Tony +3 · 1 citation
Biochemistry, Genetics and Molecular Biology · Mathematics · #Diffusion and Search Dynamics #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Spectral Theory (math.SP) #Stochastic processes and statistical mechanics