Ergodic Mean Field Games with H\"ormander diffusions

We prove existence of solutions for a class of systems of subelliptic PDEs arising from Mean Field Game systems with H\"ormander diffusion. These results are motivated by the feedback synthesis Mean Field Game solutions and the Nash equilibria of a large class of $N$-player differential games

Stochastic neural field equations: A rigorous footing

We extend the theory of neural fields which has been developed in a deterministic framework by considering the influence spatio-temporal noise. The outstanding problem that we here address is the development of a theory that gives rigorous meaning to stochastic neural field equations, and conditions ensuring that they are well-posed. Previous investigations in the field of computational and mathematical neuroscience have been numerical for the most part. Such questions have been considered for a long time in the theory of stochastic partial differential equations, where at least two different approaches have been developed, each having its advantages and disadvantages. It turns out that both approaches have also been used in computational and mathematical neuroscience, but with much less emphasis on the underlying theory. We present a review of two existing theories and show how they can be used to put the theory of stochastic neural fields on a rigorous footing. We also provide general conditions on the parameters of the stochastic neural field equations under which we guarantee that these equations are well-posed. In so doing we relate each approach to previous work in computational and mathematical neuroscience. We hope this will provide a reference that will pave the way for future studies (both theoretical and applied) of these equations, where basic questions of existence and uniqueness will no longer be a cause for concern

Stochastic models associated to a Nonlocal Porous Medium Equation

The nonlocal porous medium equation considered in this paper is a degenerate nonlinear evolution equation involving a space pseudo-differential operator of fractional order. This space-fractional equation admits an explicit, nonnegative, compactly supported weak solution representing a probability density function. In this paper we analyze the link between isotropic transport processes, or random flights, and the nonlocal porous medium equation. In particular, we focus our attention on the interpretation of the weak solution of the nonlinear diffusion equation by means of random flights.Comment: Published at https://doi.org/10.15559/18-VMSTA112 in the Modern Stochastics: Theory and Applications (https://vmsta.org/) by VTeX (http://www.vtex.lt/