O. A. Butkovsky

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Person:1945196


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models
Finance and Stochastics
2024-10-16Paper
Well‐posedness of stochastic heat equation with distributional drift and skew stochastic heat equation
Communications on Pure and Applied Mathematics
2024-03-14Paper
Weak existence for SDEs with singular drifts and fractional Brownian or Levy noise beyond the subcritical regime
 
2023-11-20Paper
Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift
SIAM Journal on Numerical Analysis
2023-04-26Paper
Stochastic equations with singular drift driven by fractional Brownian motion
 
2023-02-23Paper
Approximation of SDEs: a stochastic sewing approach
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2022-01-18Paper
Optimal rate of convergence for approximations of SPDEs with non-regular drift
 
2021-10-12Paper
Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting
Communications in Mathematical Physics
2020-10-21Paper
Strong existence and uniqueness for stable stochastic differential equations with distributional drift
The Annals of Probability
2020-05-29Paper
Generalized couplings and ergodic rates for SPDEs and other Markov models
The Annals of Applied Probability
2020-05-13Paper
Asymptotic strong Feller property and local weak irreducibility via generalized couplings
 
2019-12-12Paper
Regularization by noise and flows of solutions for a stochastic heat equation
The Annals of Probability
2019-03-14Paper
Invariant measures for stochastic functional differential equations
Electronic Journal of Probability
2018-01-18Paper
On ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations
Theory of Probability & Its Applications
2015-04-28Paper
Subgeometric rates of convergence of Markov processes in the Wasserstein metric
The Annals of Applied Probability
2014-05-05Paper
On asymptotics for Vaserstein coupling of Markov chains
Stochastic Processes and their Applications
2014-04-28Paper
Limit behavior of a critical branching process with immigration
Mathematical Notes
2013-04-15Paper
On the convergence of nonlinear Markov chains
Doklady Mathematics
2013-04-03Paper
A Reproducing Kernel Hilbert Space approach to singular local stochastic volatility McKean-Vlasov models
 
N/APaper
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
 
N/APaper


Research outcomes over time


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