Found 18 Documents (Results 1–18)
Quantitative estimates for Lévy driven SDEs with different drifts and applications. (English) Zbl 07849977
Wasserstein contraction and Poincaré inequalities for elliptic diffusions with high diffusivity. (Contraction Wasserstein et inégalité de Poincaré pour des diffusions elliptiques à forte diffusivité.) (English. French summary) Zbl 1534.60107
MSC:
60J60
Coupling by reflection for controlled diffusion processes: turnpike property and large time behavior of Hamilton-Jacobi-Bellman equations. (English) Zbl 1538.60095
Elementary coupling approach for non-linear perturbation of Markov processes with mean-field jump mechanisms and related problems. (English) Zbl 1522.60069
Reviewer: Oleg K. Zakusilo (Kyïv)
MSC:
60J76
Functional convergence to the local time of a sticky diffusion. (English) Zbl 1520.60022
Reviewer: Ivan Podvigin (Novosibirsk)
Quantitative control of Wasserstein distance between Brownian motion and the Goldstein-Kac telegraph process. (English) Zbl 1532.60088
Propagation of chaos: a review of models, methods and applications. II: Applications. (English) Zbl 1496.82017
Properties of the EMCEL scheme for approximating irregular diffusions. (English) Zbl 1484.60082
Reviewer: Liping Li (Beijing)
The cutoff phenomenon in total variation for nonlinear Langevin systems with small layered stable noise. (English) Zbl 1482.37009
Wasserstein convergence rates for random bit approximations of continuous Markov processes. (English) Zbl 1466.60145
A functional limit theorem for coin tossing Markov chains. (English. French summary) Zbl 1478.60107
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