Coupling of multidimensional diffusions by reflection
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Cited in
(only showing first 100 items - show all)- Stochastic differential geometry: An introduction
- Gradient estimates on manifolds using coupling
- Coupling methods for multidimensional diffusion processes
- Coupling and ergodic theorems for Fleming-Viot processes
- A probabilistic approach to Martin boundaries for manifolds with ends
- Coupling, spectral gap and related topics. I
- Coupling with compensators
- Reflection between two conjugate diffusions
- On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
- Sampling from a log-concave distribution with projected Langevin Monte Carlo
- Regularity for nonlinear stochastic games
- Coupling and exponential ergodicity for stochastic differential equations driven by Lévy processes
- Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions
- Hölder and Lipschitz continuity of the solutions to parabolic equations of the non-divergence type
- Coupling of Brownian motions in Banach spaces
- Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
- A coupling of Brownian motions in the \(\mathcal{L}_0\)-geometry
- Couplings of Brownian motions of deterministic distance in model spaces of constant curvature
- Coalescence of synchronous couplings
- A condition for the equivalence of coupling and shift coupling.
- Dispersion rates under finite mode Kolmogorov flows
- Coupling and harmonic functions in the case of continuous time Markov processes
- Collisions of random walks
- Existence and uniqueness of reflecting diffusions in cusps
- Asymptotic couplings by reflection and applications for nonlinear monotone SPDEs
- Exponential ergodicity for general continuous-state nonlinear branching processes
- Hölder estimates for resolvents of time-changed Brownian motions
- Propagation of chaos: a review of models, methods and applications. I: Models and methods
- Mixing time guarantees for unadjusted Hamiltonian Monte Carlo
- Convergence rate to equilibrium in Wasserstein distance for reflected jump-diffusions
- A unified approach to coupling SDEs driven by Lévy noise and some applications
- Transportation inequalities for non-globally dissipative SDEs with jumps via Malliavin calculus and coupling
- Sticky couplings of multidimensional diffusions with different drifts
- Uniform ergodicity for Brownian motion in a bounded convex set
- Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- Couplings and quantitative contraction rates for Langevin dynamics
- Arithmetic of (independent) sigma-fields on probability spaces
- Coupling, local times, immersions
- Algebraic convergence of diffusion processes on \(\mathbb R^n\) with radial diffusion and drift coefficients
- Diffusion semigroup on manifolds with time-dependent metrics
- Coupling all the Lévy stochastic areas of multidimensional Brownian motion
- Exchanging the order of two operations on sigma-fields
- Coupling for some partial differential equations driven by white noise
- Mirror and synchronous couplings of geometric Brownian motions
- Coupling for Markovian switching jump-diffusions
- Successful couplings for diffusion processes with state-dependent switching
- Spatial coupling of neutral measure-valued population models
- Gradient estimates for diffusion semigroups with singular coefficients
- Synchronous couplings of reflected Brownian motions in smooth domains
- Finite state mean field games with Wright-Fisher common noise
- Geometric ergodicity of the bouncy particle sampler
- Hölder regularity for stochastic processes with bounded and measurable increments
- A stochastic target approach to Ricci flow on surfaces
- \(L^{p}\)-Wasserstein distance for stochastic differential equations driven by Lévy processes
- Exponential convergence in L^p-Wasserstein distance for diffusion processes without uniformly dissipative drift
- A probabilistic proof of the fundamental gap conjecture via the coupling by reflection
- Coupling and exponential convergence rate for Markovian switching jump diffusions
- Estimation of spectral gap for elliptic operators
- On the control of the difference between two Brownian motions: a dynamic copula approach
- Reflection couplings and contraction rates for diffusions
- scientific article; zbMATH DE number 5183824 (Why is no real title available?)
- Nonnegative ricci curvature and the brownian coupling property
- Monotonicity of time-dependent transportation costs and coupling by reflection
- Maximal coupling of Euclidean Brownian motions
- Optimal markovian couplings and applications
- Coupling by reflection and Hölder regularity for non-local operators of variable order
- Semi log-concave Markov diffusions
- Quantitative Harris-type theorems for diffusions and McKean-Vlasov processes
- scientific article; zbMATH DE number 774040 (Why is no real title available?)
- Lipschitz regularity of graph Laplacians on random data clouds
- Criteria for exponential convergence to quasi-stationary distributions and applications to multi-dimensional diffusions
- An elementary approach to uniform in time propagation of chaos
- Numerical computations of geometric ergodicity for stochastic dynamics
- Using coupling methods to estimate sample quality of stochastic differential equations
- Tug-of-war games with varying probabilities and the normalized \(p(x)\)-Laplacian
- On Feller and strong Feller properties and exponential ergodicity of regime-switching jump diffusion processes with countable regimes
- Decompositions of diffusion operators and related couplings
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions
- Constructions of coupling processes for Lévy processes
- Asymptotic Hölder regularity for the ellipsoid process
- Quantifying the Dissipation Enhancement of Cellular Flows
- Concurrent Donsker-Varadhan and hydrodynamical large deviations
- Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations
- Decay rates of convergence for Fokker-Planck equations with confining drift
- The Robin mean value equation. II: Asymptotic Hölder regularity
- On Unbiased Estimation for Discretized Models
- Asymptotic regularity for a random walk over ellipsoids
- Optimal coupling of jumpy Brownian motion on the circle
- Mirror coupling of reflecting Brownian motion and an application to Chavel's conjecture
- Reflection coupling and Wasserstein contractivity without convexity
- Coupling for Ornstein-Uhlenbeck processes with jumps
- Minimizing the time to a decision
- Weak semiconvexity estimates for Schrödinger potentials and logarithmic Sobolev inequality for Schrödinger bridges
- Geometric ergodicity of SGLD via reflection coupling
- Probabilistic method to fundamental gap problems on the sphere
- Long-time behavior of time-inhomogeneous diffusion processes under the Wasserstein distance
- The exponential turnpike phenomenon for mean field game systems: weakly monotone drifts and small interactions
- Diffusion processes in thin tubes and their limits on graphs
- Essential barrier height and a probabilistic approach in characterizing potential landscape
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