Topics
ergodicityOrganisation
Consider a class of uniform elliptic diffusion processes on Euclidean spaces. We estimate transition densities and their derivatives uniformly with respect to the starting points. We use these results to prove an ergodicity of ∇P_t^c (see (1.2) and Theorem 1.4) under certain conditions. This is useful in precise estimate of large deviation principles
textabstractWe prove a theorem on the uniform convergence of the local time of an ergodic diffusion....
AbstractWe consider the deviation function in the ergodic theorem for an ergodic diffusion process (...
International audienceWe provide quantitative estimates in total variation distance for positive sem...
Consider a class of uniform elliptic diffusion processes on Euclidean spaces. We estimate transition...
AbstractWe consider uniformly elliptic diffusion processes X(t,x) on Euclidean spaces Rd, with some ...
We investigate the uniform convergence of the density of the empirical measure of an ergodic diffusi...
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the c...
Abstract. We consider a class of diffusion processes on Euclidean spaces, with the drift terms not w...
textabstractFor ergodic diffusions, we consider kernel-type estimators for the invariant density, it...
AbstractWe consider a diffusion process on D⊂Rd, which upon hitting ∂D, is redistributed in D accord...
We present a review of several results concerning invariant density estimation by observations of er...
We consider the deviation function in the ergodic theorem for an ergodic diffusion process (yt) wher...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theore...
We present a review of several results concerning invariant density estimation by observations of er...
textabstractWe prove a theorem on the uniform convergence of the local time of an ergodic diffusion....
AbstractWe consider the deviation function in the ergodic theorem for an ergodic diffusion process (...
International audienceWe provide quantitative estimates in total variation distance for positive sem...
Consider a class of uniform elliptic diffusion processes on Euclidean spaces. We estimate transition...
AbstractWe consider uniformly elliptic diffusion processes X(t,x) on Euclidean spaces Rd, with some ...
We investigate the uniform convergence of the density of the empirical measure of an ergodic diffusi...
In this paper a concentration inequality is proved for the deviation in the ergodic theorem in the c...
Abstract. We consider a class of diffusion processes on Euclidean spaces, with the drift terms not w...
textabstractFor ergodic diffusions, we consider kernel-type estimators for the invariant density, it...
AbstractWe consider a diffusion process on D⊂Rd, which upon hitting ∂D, is redistributed in D accord...
We present a review of several results concerning invariant density estimation by observations of er...
We consider the deviation function in the ergodic theorem for an ergodic diffusion process (yt) wher...
We consider a class of diffusion processes on Euclidean spaces, with the drift terms not weaker than...
In this paper we find nonasymptotic exponential upper bounds for the deviation in the ergodic theore...
We present a review of several results concerning invariant density estimation by observations of er...
textabstractWe prove a theorem on the uniform convergence of the local time of an ergodic diffusion....
AbstractWe consider the deviation function in the ergodic theorem for an ergodic diffusion process (...
International audienceWe provide quantitative estimates in total variation distance for positive sem...
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