Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Igor Honoré"'
Autor:
Igor Honoré
Publikováno v:
Stochastic Processes and their Applications. 130:2127-2158
For an ergodic Brownian diffusion with invariant measure ν, we consider a sequence of empirical distributions (νn) n≥1 associated with an approximation scheme with decreasing time step (γn) n≥1 along an adapted regular enough class of test fun
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::414cddf9a9ffdfe9db257fcbd17ad319
https://doi.org/10.1016/j.spa.2019.06.012
https://doi.org/10.1016/j.spa.2019.06.012
Publikováno v:
ESAIM: Probability and Statistics
ESAIM: Probability and Statistics, EDP Sciences, 2020, 24, pp.883-913. ⟨10.1051/ps/2020023⟩
ESAIM: Probability and Statistics, 2020, 24, pp.883-913. ⟨10.1051/ps/2020023⟩
ESAIM: Probability and Statistics, EDP Sciences, 2020, 24, pp.883-913. ⟨10.1051/ps/2020023⟩
ESAIM: Probability and Statistics, 2020, 24, pp.883-913. ⟨10.1051/ps/2020023⟩
In this article, we approximate the invariant distributionνof an ergodic Jump Diffusion driven by the sum of a Brownian motion and a Compound Poisson process with sub-Gaussian jumps. We first construct an Euler discretization scheme with decreasing
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::29f0332f9c3188676c8c611154d46dba
https://doi.org/10.1051/ps/2020023
https://doi.org/10.1051/ps/2020023
Publikováno v:
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze, 2021, pp.989-1089. ⟨10.2422/2036-2145.201811_011⟩
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze, 2021, pp.989-1089. ⟨10.2422/2036-2145.201811_011⟩
We provide here some sharp Schauder estimates for degenerate PDEs of Kolmogorov type when the coefficients lie in some suitable anisotropic H{\"o}lder spaces and the first order term is non-linear and unbounded. We proceed through a perturbative appr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::82fb1bc096836c8141449a195be307f2
https://hal.archives-ouvertes.fr/hal-01906573v2/document
https://hal.archives-ouvertes.fr/hal-01906573v2/document
Publikováno v:
Ann. Inst. H. Poincaré Probab. Statist. 56, no. 3 (2020), 1559-1605
We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant distribution $\nu $ of an ergodic Brownian diffusion process and the empirical distribution of an approximating scheme with decreasing time step along a s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d931725e2b528bbb78a1f8cb678b4ab1
https://projecteuclid.org/euclid.aihp/1593137303
https://projecteuclid.org/euclid.aihp/1593137303
Publikováno v:
Probability Theory and Related Fields
Probability Theory and Related Fields, 2022, 184 (1-2), pp.1-83. ⟨10.1007/s00440-022-01150-z⟩
Probability Theory and Related Fields, 2022, 184 (1-2), pp.1-83. ⟨10.1007/s00440-022-01150-z⟩
We establish strong uniqueness for a class of degenerate SDEs of weak H{\"o}rmander type under suitable H{\"o}lder regularity conditions for the associated drift term. Our approach relies on the Zvonkin transform which requires to exhibit good smooth
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e29487d90822a5dc91808dfd23d41d48
https://hal.archives-ouvertes.fr/hal-01906576/document
https://hal.archives-ouvertes.fr/hal-01906576/document