Copertina

Weak convergence of stochastic integrals with applications to SPDEs

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Bardina, Xavier, Boukfal, Salim
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Probability 60F17, 60H05, 60H15
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Weak convergence of stochastic integrals
di: Bardina, Xavier, et al.
Pubblicazione: (2025)

Kac-Stroock type approximations for the Brownian motion
di: Bardina, Xavier, et al.
Pubblicazione: (2025)

Existence of weak solutions to stochastic heat equations driven by truncated $α$-stable white noises with non-Lipschitz coefficients
di: Wang, Yongjin, et al.
Pubblicazione: (2022)

Singularity of solutions to singular SPDEs
di: Hairer, Martin, et al.
Pubblicazione: (2024)

Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
di: Aryasova, Olga, et al.
Pubblicazione: (2025)

Central limit theorem for the Allen-Cahn equation with supercritical random initial conditions
di: Piernot, Colin, et al.
Pubblicazione: (2026)

New approach to optimal control of delayed stochastic Volterra integral equations
di: Konan, Roméo Kouassi, et al.
Pubblicazione: (2026)

Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
di: Friesen, Martin, et al.
Pubblicazione: (2024)

Weak convergence of the integral of semi-Markov processes
di: Pedicone, Andrea, et al.
Pubblicazione: (2025)

Central limit theorems for stochastic wave equations in high dimensions
di: Ebina, Masahisa
Pubblicazione: (2023)

Central limit theorems for nonlinear stochastic wave equations in dimension three
di: Ebina, Masahisa
Pubblicazione: (2022)

Tightness and weak convergence in the topology of local uniform convergence for stochastic processes in the dual of a nuclear space
di: Fonseca-Mora, C. A.
Pubblicazione: (2023)

Functional weak convergence of stochastic integrals for moving averages and continuous-time random walks
di: Søjmark, Andreas, et al.
Pubblicazione: (2024)

Fluctuations of stochastic PDEs with long-range correlations
di: Gerolla, Luca, et al.
Pubblicazione: (2023)

A note on stochastic integrals as $L^2$-curves
di: Tappe, Stefan
Pubblicazione: (2019)

Doubly Reflected BSDEs with default time under stochastic Lipschitz coefficients and Applications
di: Elmansouri, Badr, et al.
Pubblicazione: (2025)

Concentration estimates for SPDEs driven by fractional Brownian motion
di: Berglund, Nils, et al.
Pubblicazione: (2024)

A central limit theorem for the stochastic cable equation
di: Nishino, Soma
Pubblicazione: (2025)

Berry-Esséen bound for complex Wiener-Itô integral
di: Chen, Huiping, et al.
Pubblicazione: (2024)

Hölder estimates and weak convergences of certain weighted sum processes
di: Aida, Shigeki, et al.
Pubblicazione: (2024)

Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
di: Cox, Sonja, et al.
Pubblicazione: (2013)

Critical stationary fluctuations in reaction--diffusion processes
di: Cardoso, Luis, et al.
Pubblicazione: (2026)

Homogenization of a multivariate diffusion with semipermeable interfaces
di: Aryasova, Olga, et al.
Pubblicazione: (2023)

Rough Burger-like SPDEs
di: Li, Nannan, et al.
Pubblicazione: (2025)

Stratonovich-type integral with respect to a general stochastic measure
di: Radchenko, Vadym
Pubblicazione: (2016)

Coming up from $-\infty$ for KPZ via stochastic control
di: Perkowski, Nicolas, et al.
Pubblicazione: (2025)

Scaling limit of the KPZ equation with non-integrable spatial correlations
di: Gerolla, Luca, et al.
Pubblicazione: (2024)

An interpolation of discrete rough differential equations and its applications to analysis of error distributions
di: Aida, Shigeki, et al.
Pubblicazione: (2023)

Analytically weak and mild solutions to stochastic heat equation with irregular drift
di: Athreya, Siva, et al.
Pubblicazione: (2024)

A quantitative CLT on a finite sum of Wiener chaoses and applications to ratios of Gaussian functionals
di: Es-Sebaiy, Khalifa
Pubblicazione: (2024)

Almost sure central limit theorems via chaos expansions and related results
di: Maini, Leonardo, et al.
Pubblicazione: (2025)

Smoothness of solutions of hyperbolic stochastic partial differential equations with $L^{\infty}$-vector fields
di: Bogso, Antoine-Marie, et al.
Pubblicazione: (2022)

Well-posedness of reflected BSDEs with default time and irregular barrier: An application to optimal control
di: Elmansouri, Badr, et al.
Pubblicazione: (2026)

Stable limit theorems on the Poisson space
di: Herry, Ronan
Pubblicazione: (2019)

Hörmander properties of discrete time Markov processes
di: Rey, Clément
Pubblicazione: (2024)

Regularity of paths of stochastic measures
di: Radchenko, Vadym
Pubblicazione: (2024)

Reflected generalized BDSDEs driven by non-homogeneous Lévy processes and obstacle problems for stochastic integro-PDEs with nonlinear Neumann boundary conditions
di: Elmansouri, Badr, et al.
Pubblicazione: (2025)

McKean-Vlasov SPDEs driven by Poisson random measure: Well-posedness and large deviation principle
di: Jiang, Yuhang, et al.
Pubblicazione: (2025)

Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions
di: Gräfner, Lukas, et al.
Pubblicazione: (2024)

SPDEs driven by standard symmetric $α$-stable cylindrical Lévy processes: existence, Lyapunov functionals and Itô formula
di: Bodó, Gergely, et al.
Pubblicazione: (2024)