DOI10.1007/s00440-009-0250-6zbMath1238.60082arXiv0902.4495OpenAlexW2096020040MaRDI QIDQ718867
Jonathan C. Mattingly, Martin Hairer, Michael K. R. Scheutzow
Publication date: 27 September 2011
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0902.4495
Large \(N\) limit of the \(O(N)\) linear sigma model via stochastic quantization ⋮
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Exponential convergence for Markov systems ⋮
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Geometric convergence bounds for Markov chains in Wasserstein distance based on generalized drift and contraction conditions ⋮
Reflection couplings and contraction rates for diffusions ⋮
Diffusion approximation of systems with weakly ergodic Markov perturbations. II ⋮
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Exponential ergodicity for retarded stochastic differential equations ⋮
Existence, uniqueness and exponential ergodicity under Lyapunov conditions for McKean-Vlasov SDEs with Markovian switching ⋮
A note on the Birkhoff ergodic theorem ⋮
Quantitative spectral gaps for hypoelliptic stochastic differential equations with small noise ⋮
Limits of invariant measures of stochastic Burgers equations driven by two kinds of \(\alpha\)-stable processes ⋮
Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises ⋮
Generalized couplings and ergodic rates for SPDEs and other Markov models ⋮
Geometric ergodicity in a weighted Sobolev space ⋮
Explicit contraction rates for a class of degenerate and infinite-dimensional diffusions ⋮
Limit theorems for additive functionals of path-dependent SDEs ⋮
Nonlinear Fokker-Planck equations for probability measures on path space and path-distribution dependent sdes ⋮
Invariant probability measures for path-dependent random diffusions ⋮
On limiting behavior of stationary measures for stochastic evolution systems with small noise intensity ⋮
Exponential mixing properties of the stochastic tamed 3D Navier-Stokes equation with degenerate noise ⋮
On the monotonicity property of the generalized eigenvalue for weakly-coupled cooperative elliptic systems ⋮
Gibbsian dynamics and the generalized Langevin equation ⋮
Numerical simulation of polynomial-speed convergence phenomenon ⋮
Quantum Wasserstein isometries on the qubit state space ⋮
Dynamics of a stochastic regime-switching predator-prey model with harvesting and distributed delays ⋮
Exponential ergodicity for non-dissipative McKean-Vlasov SDEs ⋮
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Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting ⋮
Ergodicity for functional stochastic differential equations and applications ⋮
Well-posedness, stability and sensitivities for stochastic delay equations: a generalized coupling approach ⋮
On sub-geometric ergodicity of diffusion processes ⋮
Subgeometric rates of convergence of Markov processes in the Wasserstein metric ⋮
Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions ⋮
Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise ⋮
Quantitative Harris-type theorems for diffusions and McKean–Vlasov processes ⋮
Isometric study of Wasserstein spaces – the real line ⋮
Ergodic and mixing properties of the Boussinesq equations with a degenerate random forcing ⋮
Hypercontractivity for functional stochastic differential equations ⋮
Ergodicity of an SPDE associated with a many-server queue ⋮
Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions ⋮
Random switching between vector fields having a common zero ⋮
Stochastic functional Kolmogorov equations. I: Persistence ⋮
On the limitations of single-step drift and minorization in Markov chain convergence analysis ⋮
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Coupling of Brownian motions in Banach spaces ⋮
Exponential ergodicity for stochastic Langevin equation with partial dissipative drift ⋮
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Ergodicity for the stochastic quantization problems on the 2D-torus ⋮
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory ⋮
Tamed EM scheme of neutral stochastic differential delay equations ⋮
Ergodicity of stochastic Burgers system with dissipative term ⋮
Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes ⋮
Concentration inequalities for additive functionals: a martingale approach ⋮
Harnack inequalities for functional SDEs with multiplicative noise and applications ⋮
Large Prandtl number asymptotics in randomly forced turbulent convection ⋮
On a class of stochastic partial differential equations with multiple invariant measures ⋮
Stability bounds and almost sure convergence of improved particle swarm optimization methods ⋮
A useful version of the central limit theorem for a general class of Markov chains ⋮
Exponential mixing of 2D stochastic Ginzburg–Landau–Newell equations driven by degenerate noise ⋮
Time-periodic measures, random periodic orbits, and the linear response for dissipative non-autonomous stochastic differential equations ⋮
Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions ⋮
Stability in Distribution of Path-Dependent Hybrid Diffusion ⋮
Geometric Ergodicity for Piecewise Contracting Processes with Applications for Tropical Stochastic Lattice Models ⋮
Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory ⋮
Stochastic functional Kolmogorov equations. II: Extinction ⋮
Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations ⋮
The Limit of Stationary Distributions of Many-Server Queues in the Halfin–Whitt Regime ⋮
Exponential mixing for a class of dissipative PDEs with bounded degenerate noise ⋮
Couplings, generalized couplings and uniqueness of invariant measures ⋮
On the convergence complexity of Gibbs samplers for a family of simple Bayesian random effects models ⋮
Exponential convergence in Lp-Wasserstein distance for diffusion processes without uniformly dissipative drift ⋮
Exponential ergodicity for SDEs and McKean-Vlasov processes with Lévy noise ⋮
Stability in distribution of stochastic functional differential equations ⋮
Ruelle-Pollicott resonances of stochastic systems in reduced state space. Part I: Theory ⋮
Couplings and quantitative contraction rates for Langevin dynamics ⋮
Stability of overshoots of zero mean random walks ⋮
Extended Poisson equation for weakly ergodic Markov processes ⋮
Generating diffusions with fractional Brownian motion ⋮
Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions ⋮
Exponential ergodicity for Markov processes with random switching ⋮
Ergodicity of a nonlinear stochastic reaction-diffusion equation with memory ⋮
Mixing time guarantees for unadjusted Hamiltonian Monte Carlo ⋮
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