AbstractA quantitative version of a well-known limit theorem for stochastic flows is establishing; our main tool is rough path analysis
We consider a stochastic flow driven by a finite-dimensional Brownian motion. We show that almost ev...
Motivated by pathwise stochastic calculus, we say that a continuous real-valued function $x$ admits ...
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time...
AbstractA quantitative version of a well-known limit theorem for stochastic flows is establishing; o...
Discrete approximations to solutions of stochastic differential equations are well-known to converge...
AbstractThe Wong–Zakai theorem asserts that ODEs driven by “reasonable” (e.g. piecewise linear) appr...
Discrete approximations to solutions of stochastic differential equations are well-known to converge...
In this article, we consider diffusion approximations for a general class of stochastic recursions. ...
In this article, we consider diffusion approximations for a general class of stochastic recursions. ...
We build a hybrid theory of rough stochastic analysis which seamlessly combines the advantages of bo...
Consider an It\^{o} process \(X\) satisfying the stochastic differential equation \(dX=a(X)\,dt+b(X)...
Consider an It\^{o} process \(X\) satisfying the stochastic differential equation \(dX=a(X)\,dt+b(X)...
We study semilinear rough stochastic partial differential equations as introduced in [Gerasimovi{\v{...
Abstract. Discrete approximations to solutions of stochastic differential equations are well-known t...
We consider two discrete schemes for studying and approximating stochastic differential equations (...
We consider a stochastic flow driven by a finite-dimensional Brownian motion. We show that almost ev...
Motivated by pathwise stochastic calculus, we say that a continuous real-valued function $x$ admits ...
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time...
AbstractA quantitative version of a well-known limit theorem for stochastic flows is establishing; o...
Discrete approximations to solutions of stochastic differential equations are well-known to converge...
AbstractThe Wong–Zakai theorem asserts that ODEs driven by “reasonable” (e.g. piecewise linear) appr...
Discrete approximations to solutions of stochastic differential equations are well-known to converge...
In this article, we consider diffusion approximations for a general class of stochastic recursions. ...
In this article, we consider diffusion approximations for a general class of stochastic recursions. ...
We build a hybrid theory of rough stochastic analysis which seamlessly combines the advantages of bo...
Consider an It\^{o} process \(X\) satisfying the stochastic differential equation \(dX=a(X)\,dt+b(X)...
Consider an It\^{o} process \(X\) satisfying the stochastic differential equation \(dX=a(X)\,dt+b(X)...
We study semilinear rough stochastic partial differential equations as introduced in [Gerasimovi{\v{...
Abstract. Discrete approximations to solutions of stochastic differential equations are well-known t...
We consider two discrete schemes for studying and approximating stochastic differential equations (...
We consider a stochastic flow driven by a finite-dimensional Brownian motion. We show that almost ev...
Motivated by pathwise stochastic calculus, we say that a continuous real-valued function $x$ admits ...
Recently, a solution theory for one-dimensional stochastic PDEs of Burgers type driven by space-time...
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