AbstractA quantitative version of a well-known limit theorem for stochastic flows is establishing; our main tool is rough path analysis
Abstract. Discrete approximations to solutions of stochastic differential equations are well-known t...
International audienceThe original Donsker theorem says that a standard random walk converges in di...
In recent years, substantial progress was made towards understanding convergence of fast-slow determ...
AbstractA quantitative version of a well-known limit theorem for stochastic flows is establishing; o...
Two concrete examples show us that the convergence of a fam-ily of stochastic processes “as controls...
Gussetti E. Pathwise central limit theorem and moderate deviations via rough paths for SPDEs with mu...
AbstractThe Wong–Zakai theorem asserts that ODEs driven by “reasonable” (e.g. piecewise linear) appr...
The Wong-Zakai theorem asserts that ODEs driven by "reasonable" (e.g. piecewise linear) approximatio...
In this paper we show, by using dyadic approximations, the existence of a geometric rough path assoc...
We consider two discrete schemes for studying and approximating stochastic differential equations (...
Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equa...
In this article we consider diffusion approximations for a general class of random recursions. Such ...
AbstractWe consider controlled ordinary differential equations and give new estimates for higher ord...
We consider a stochastic flow driven by a finite-dimensional Brownian motion. We show that almost ev...
This thesis addresses questions related to approximation arising from the fields of stochastic analys...
Abstract. Discrete approximations to solutions of stochastic differential equations are well-known t...
International audienceThe original Donsker theorem says that a standard random walk converges in di...
In recent years, substantial progress was made towards understanding convergence of fast-slow determ...
AbstractA quantitative version of a well-known limit theorem for stochastic flows is establishing; o...
Two concrete examples show us that the convergence of a fam-ily of stochastic processes “as controls...
Gussetti E. Pathwise central limit theorem and moderate deviations via rough paths for SPDEs with mu...
AbstractThe Wong–Zakai theorem asserts that ODEs driven by “reasonable” (e.g. piecewise linear) appr...
The Wong-Zakai theorem asserts that ODEs driven by "reasonable" (e.g. piecewise linear) approximatio...
In this paper we show, by using dyadic approximations, the existence of a geometric rough path assoc...
We consider two discrete schemes for studying and approximating stochastic differential equations (...
Lyons’ rough path analysis has provided new insights in the analysis of stochastic differential equa...
In this article we consider diffusion approximations for a general class of random recursions. Such ...
AbstractWe consider controlled ordinary differential equations and give new estimates for higher ord...
We consider a stochastic flow driven by a finite-dimensional Brownian motion. We show that almost ev...
This thesis addresses questions related to approximation arising from the fields of stochastic analys...
Abstract. Discrete approximations to solutions of stochastic differential equations are well-known t...
International audienceThe original Donsker theorem says that a standard random walk converges in di...
In recent years, substantial progress was made towards understanding convergence of fast-slow determ...
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