Image de couverture de livre

Optimal Wasserstein-$1$ distance between SDEs driven by Brownian motion and stable processes

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Deng, Changsong, Schilling, Rene L., Xu, Lihu
Format:	Preprint
Publié:	2023
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Total variation distance between SDEs with stable noise and Brownian motion
par: Deng, Changsong, et autres
Publié: (2024)

Tanaka formula for SDEs driven by fractional Brownian motion
par: Sottinen, Tommi, et autres
Publié: (2025)

Exact rate of convergence for the empirical measure of a subordinated process in $p$-Wasserstein distance
par: Schilling, René L., et autres
Publié: (2025)

Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
par: Tan, Li, et autres
Publié: (2025)

Strong solutions to SDEs with singular drifts driven by fractional Brownian motions
par: Gu, Jiazhen, et autres
Publié: (2026)

Exponential Euler method for stiff SDEs driven by fractional Brownian motion
par: Chen, Haozhe, et autres
Publié: (2024)

Strong solutions for singular SDEs driven by long-range dependent fractional Brownian motion and other Volterra processes
par: Buthenhoff, Maximilian, et autres
Publié: (2025)

$W_{\bf d}$-convergence rate of EM schemes for invariant measures of supercritical stable SDEs
par: Chen, Peng, et autres
Publié: (2024)

Gaussian-type density estimates for mixed SDEs driven by correlated fractional Brownian motions
par: Buthenhoff, Maximilian, et autres
Publié: (2025)

Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
par: Hao, Zimo, et autres
Publié: (2024)

Fokker-Planck equations for McKean-Vlasov SDEs driven by fractional Brownian motion
par: Labed, Saloua, et autres
Publié: (2024)

Phase transition in the EM scheme of an SDE driven by $α$-stable noises with $α\in (0,2]$
par: Wang, Yu, et autres
Publié: (2024)

An estimation of Fisher information bound for distribution-dependent SDEs driven by fractional Brownian motion with small noise
par: Liu, Tongxuan, et autres
Publié: (2025)

Convergence rates for the $p$-Wasserstein distance of the empirical measures of an ergodic Markov process
par: Schilling, René L., et autres
Publié: (2025)

Quantitative approximation to density dependent SDEs driven by $α$-stable processes
par: Song, Ke, et autres
Publié: (2025)

SDEs with subcritical Lebesgue--Hölder drift and driven by $α$-stable processes
par: Tian, Rongrong, et autres
Publié: (2025)

Adapted Wasserstein distance between the laws of SDEs
par: Backhoff-Veraguas, Julio, et autres
Publié: (2022)

A Mimicking Theorem for processes driven by fractional Brownian motion
par: Hu, Kevin, et autres
Publié: (2024)

Existence and non-existence of the CLT for a family of SDEs driven by stable process
par: Mo, Yingjun, et autres
Publié: (2025)

Unbiased approximation of the ergodic measure for piecewise $α$-stable Ornstein-Uhlenbeck processes arising in queueing networks
par: Jin, Xinghu, et autres
Publié: (2024)

Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions
par: Wang, Shengrong, et autres
Publié: (2024)

Mean-Field SDEs driven by $G$-Brownian Motion
par: Bollweg, Karl-Wilhelm Georg, et autres
Publié: (2024)

Norm-dependent Lamperti-type MAP representations of stable processes and Brownian motions in the orthant
par: Kyprianou, Andreas E., et autres
Publié: (2025)

On the Wasserstein distance between a hyperuniform point process and its mean
par: Butez, Raphael, et autres
Publié: (2024)

Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
par: Amorino, Chiara, et autres
Publié: (2024)

Optimal Rates for Ergodic SDEs Driven by Multiplicative $α$-Stable Processes in Wasserstein-1 distance
par: Jin, Xinghu, et autres
Publié: (2025)

Wasserstein error estimates between telegraph processes and Brownian motion
par: Barrera, Gerardo, et autres
Publié: (2025)

The Onsager-Machlup functional for distribution dependent SDEs driven by fractional Brownian motion
par: Zhu, Yanbin, et autres
Publié: (2025)

Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
par: Dareiotis, Konstantinos, et autres
Publié: (2025)

The Spine of the Fleming-Viot process driven by Brownian motion
par: Burdzy, Krzysztof, et autres
Publié: (2021)

Donsker's theorem in {Wasserstein}-1 distance
par: Coutin, L., et autres
Publié: (2019)

Heat kernel estimates for stable-driven SDEs with distributional drift
par: Fitoussi, Mathis
Publié: (2023)

The number of particles at sublinear distances from the tip in branching Brownian motion
par: Flath, Gabriel
Publié: (2025)

The link between hyperuniformity, Coulomb energy, and Wasserstein distance to Lebesgue for two-dimensional point processes
par: Huesmann, Martin, et autres
Publié: (2024)

Strong and weak well-posedness of McKean-Vlasov SDEs driven by $α$-stable processes under unified condition
par: Hao, Zimo
Publié: (2025)

Stochastic Volterra integral equations driven by $ G $-Brownian motion
par: Zhao, Bingru, et autres
Publié: (2025)

Quadratic BSDEs with double constraints driven by G-Brownian motion
par: He, Wei, et autres
Publié: (2025)

Quantitative bounds for high dimensional entropic CLT
par: Deng, Chang-song, et autres
Publié: (2026)

Averaging principle for SDEs with singular drifts driven by $α$-stable processes
par: Cheng, Mengyu, et autres
Publié: (2024)

Functional central limit theorem for Euler--Maruyama scheme with decreasing step sizes
par: Pei, Qiyang, et autres
Publié: (2025)