A Probabilistic Approach to Gradient Estimates

DOI10.4153/CMB-1992-007-6MaRDI QIDQ4024779zbMATH OpenFDO

Authors Michael Craig Cranston

Publication date 16 February 1993

Published in Canadian Mathematical Bulletin (Search for Journal in Brave)

zbMATH Keywords

harmonic functionBrownian motionsgradient estimatecoupling of diffusion processes

Mathematics Subject Classification ID

Probabilistic potential theory (60J45)

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Cited in

(19)

• scientific article; zbMATH DE number 5883928 (Why is no real title available?)
• Likelihood ratio gradient estimation for Meixner distribution and Lévy processes
• A stochastic target approach to Ricci flow on surfaces
• Coupling in the Heisenberg group and its applications to gradient estimates
• Hybridization of the probability perturbation method with gradient information
• On maximum a posteriori estimation with Plug \& Play priors and stochastic gradient descent
• Coupling polynomial Stratonovich integrals: the two-dimensional Brownian case
• Non-uniform gradient estimates for SDEs with local monotonicity conditions
• Functional gradient ascent for probit regression
• Gradient estimation for smooth stopping criteria
• Examples of simply-connected Liouville manifolds with positive spectrum
• Estimation of exponential-polynomial distribution by holonomic gradient descent
• Gradient estimates for diffusion semigroups with singular coefficients
• Finite state mean field games with Wright-Fisher common noise
• Couplings in \(L^p\) distance of two Brownian motions and their Lévy area
• Gradient Formulae for Nonlinear Probabilistic Constraints with Gaussian and Gaussian-Like Distributions
• Gradient estimates for perturbed Ornstein-Uhlenbeck semigroups on infinite-dimensional convex domains
• Coupling by reflection and Hölder regularity for non-local operators of variable order
• scientific article; zbMATH DE number 7625177 (Why is no real title available?)

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