Sticky couplings of multidimensional diffusions with different drifts (Q2291973): Difference between revisions

@@ Property / arXiv ID @@
+.06125
@@ Property / arXiv ID: 1612.06125 / rank @@
+Normal rank
@@ Property / cites work @@
+Sticky Brownian motion as the strong limit of a sequence of random walks
+Normal rank
@@ Property / cites work @@
+A stochastic differential equation with a sticky point
+Normal rank
@@ Property / cites work @@
+The Kantorovich and variation distances between invariant measures of diffusions and nonlinear stationary Fokker-Planck-Kolmogorov equations
+Normal rank
@@ Property / cites work @@
+Distances between transition probabilities of diffusions and applications to nonlinear Fokker-Planck-Kolmogorov equations
+Normal rank
@@ Property / cites work @@
+Coupling methods for multidimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Estimation of the first eigenvalue of second order elliptic operators
+Normal rank
@@ Property / cites work @@
+Estimation of spectral gap for elliptic operators
@@ Property / cites work: Estimation of spectral gap for elliptic operators / rank @@
+Normal rank
@@ Property / cites work @@
+Q4213625
@@ Property / cites work: Q4213625 / rank @@
+Normal rank
@@ Property / cites work @@
+Coupling for some partial differential equations driven by white noise
+Normal rank
@@ Property / cites work @@
+Probability for Statistics and Machine Learning
@@ Property / cites work: Probability for Statistics and Machine Learning / rank @@
+Normal rank
@@ Property / cites work @@
+Reflection coupling and Wasserstein contractivity without convexity
+Normal rank
@@ Property / cites work @@
+Reflection couplings and contraction rates for diffusions
+Normal rank
@@ Property / cites work @@
+Couplings and quantitative contraction rates for Langevin dynamics
+Normal rank
@@ Property / cites work @@
+Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes
+Normal rank
@@ Property / cites work @@
+Stochastic differential equations for sticky Brownian motion
+Normal rank
@@ Property / cites work @@
+Q3721531
@@ Property / cites work: Q3721531 / rank @@
+Normal rank
@@ Property / cites work @@
+Diffusion Processes in One Dimension
@@ Property / cites work: Diffusion Processes in One Dimension / rank @@
+Normal rank
@@ Property / cites work @@
+The general diffusion operator and positivity preserving semigroups in one dimension
+Normal rank
@@ Property / cites work @@
+The martingale problem with sticky reflection conditions, and a system of particles interacting at the boundary
+Normal rank
@@ Property / cites work @@
+Construction and analysis of a sticky reflected distorted Brownian motion
+Normal rank
@@ Property / cites work @@
+Strong Feller property of sticky reflected distorted Brownian motion
+Normal rank
@@ Property / cites work @@
+Application of stochastic flows to the sticky Brownian motion equation
+Normal rank
@@ Property / cites work @@
+Sticky Brownian motion as the limit of storage processes
+Normal rank
@@ Property / cites work @@
+On Weak Solutions of Stochastic Differential Equations
+Normal rank
@@ Property / cites work @@
+On Weak Solutions of Stochastic Differential Equations II
+Normal rank
@@ Property / cites work @@
+On the construction of two-dimensional diffusion processes satisfying Wentzell’s boundary conditions and its application to boundary value problems
+Normal rank
@@ Property / cites work @@
+A comparison theorem for solutions of stochastic differential equations and its applications
+Normal rank
@@ Property / cites work @@
+Q3992729
@@ Property / cites work: Q3992729 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+On the variation distance for probability measures defined on a filtered space
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability theory. A comprehensive course
@@ Property / cites work: Probability theory. A comprehensive course / rank @@
+Normal rank
@@ Property / cites work @@
+Hellinger integrals of diffusion processes
@@ Property / cites work: Hellinger integrals of diffusion processes / rank @@
+Normal rank
@@ Property / cites work @@
+On the strong convergence, contiguity and entire separation of diffusion processes
+Normal rank
@@ Property / cites work @@
+Coupling of multidimensional diffusions by reflection
+Normal rank
@@ Property / cites work @@
+A. Skorohod's stochastic integral equation for a reflecting barrier diffusion
+Normal rank
@@ Property / cites work @@
+Q4895007
@@ Property / cites work: Q4895007 / rank @@
+Normal rank
@@ Property / cites work @@
+Gradient estimates for diffusion semigroups with singular coefficients
+Normal rank
@@ Property / cites work @@
+Multidimensional sticky Brownian motions as limits of exclusion processes
+Normal rank
@@ Property / cites work @@
+Q5618806
@@ Property / cites work: Q5618806 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Equations for Diffusion Processes in a Bounded Region. II
+Normal rank
@@ Property / cites work @@
+Diffusion processes with boundary conditions
@@ Property / cites work: Diffusion processes with boundary conditions / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional diffusion processes.
@@ Property / cites work: Multidimensional diffusion processes. / rank @@
+Normal rank
@@ Property / cites work @@
+Q3358031
@@ Property / cites work: Q3358031 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Transport
@@ Property / cites work: Optimal Transport / rank @@
+Normal rank
@@ Property / cites work @@
+Q4349221
@@ Property / cites work: Q4349221 / rank @@
+Normal rank
@@ Property / cites work @@
+On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions
+Normal rank
@@ Property / cites work @@
+On stochastic differential equations for multi-dimensional diffusion processes with boundary conditions. II
+Normal rank
@@ Property / cites work @@
+Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
+Normal rank
@@ Property / OpenAlex ID @@
+W2984324961
@@ Property / OpenAlex ID: W2984324961 / rank @@
+Normal rank