Sean Ledger
Sean Ledger
כתובת אימייל מאומתת בדומיין bristol.ac.uk - דף הבית
כותרת
צוטט על ידי
צוטט על ידי
שנה
A McKean–Vlasov equation with positive feedback and blow-ups
B Hambly, S Ledger, A Søjmark
The Annals of Applied Probability 29 (4), 2338-2373, 2019
332019
At the mercy of the common noise: blow-ups in a conditional McKean–Vlasov problem
S Ledger, A Søjmark
Electronic Journal of Probability 26, 1-39, 2021
192021
A stochastic McKean–Vlasov equation for absorbing diffusions on the half-line
B Hambly, S Ledger
The Annals of Applied Probability 27 (5), 2698-2752, 2017
162017
Sharp regularity near an absorbing boundary for solutions to second order SPDEs in a half-line with constant coefficients
S Ledger
Stochastic Partial Differential Equations: Analysis and Computations 2 (1), 1-26, 2014
112014
Uniqueness for contagious McKean–Vlasov systems in the weak feedback regime
S Ledger, A Søjmark
Bulletin of the London Mathematical Society 52 (3), 448-463, 2020
92020
Skorokhod’s M1 topology for distribution-valued processes
S Ledger
Electronic Communications in Probability 21, 1-11, 2016
82016
A stochastic partial differential equation model for the pricing of mortgage-backed securities
F Ahmad, BM Hambly, S Ledger
Stochastic Processes and their Applications 128 (11), 3778-3806, 2018
72018
Random walk on the randomly-oriented Manhattan lattice
S Ledger, B Tóth, B Valkó
Electronic Communications in Probability 23, 1-11, 2018
62018
Diffusion and Superdiffusion in Lattice Models for Colliding Particles with Stored Momentum
E Crane, S Ledger, B Tóth
Journal of Statistical Physics 177 (6), 1240-1262, 2019
2019
A McKean--Vlasov equation with positive feedback and blow-ups
S Ledger, B Hambly, A Sojmark
arXiv, arXiv: 1801.07703, 2018
2018
Particle systems and stochastic PDEs on the half-line
S Ledger
2015
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מאמרים 1–11