Paul-Eric Chaudru de Raynal

From the backward Kolmogorov PDE on the Wasserstein space to propagation of chaos for McKean-Vlasov SDEs

Noufel Frikha, Paul-Eric Chaudru de Raynal, N. Frikha, 2019, Journal de Mathématiques Pures et Appliquées.

Reducing exit-times of diffusions with repulsive interactions

Manh Hong Duong, M. H. Duong, Pierre Monmarch'e, 2021, ESAIM: Probability and Statistics.

A cubature based algorithm to solve decoupled McKean–Vlasov forward–backward stochastic differential equations

Camilo A. Garcia Trillos, Camilo Garcia Trillos, Paul-Eric Chaudru de Raynal, 2013, 1307.6427.