Pages that link to "Item:Q1872216"

The following pages link to On the Poisson equation and diffusion approximation. I (Q1872216):

Displaying 50 items.

• Stochastic model reduction: convergence and applications to climate equations (Q2064538) (← links)
• Discrete fractional order two-point boundary value problem with some relevant physical applications (Q2069561) (← links)
• An averaging principle for nonlinear parabolic PDEs via FBSDEs driven by \(G\)-Brownian motion (Q2069922) (← links)
• Strong and weak convergence rates for slow-fast stochastic differential equations driven by \(\alpha \)-stable process (Q2073216) (← links)
• Optimal strong convergence rate for a class of McKean-Vlasov SDEs with fast oscillating perturbation (Q2081778) (← links)
• Large deviations for interacting multiscale particle systems (Q2105066) (← links)
• Averaging principle for two-time-scale stochastic differential equations with correlated noise (Q2111861) (← links)
• Sup-norm adaptive drift estimation for multivariate nonreversible diffusions (Q2112825) (← links)
• Homogenization for stochastic reaction-diffusion equations with singular perturbation term (Q2120344) (← links)
• The averaging principle for stochastic differential equations driven by a Wiener process revisited (Q2122136) (← links)
• Convergence of stochastic-extended Lagrangian molecular dynamics method for polarizable force field simulation (Q2124390) (← links)
• On some stochastic differential equations with jumps subject to small positives coefficients (Q2126928) (← links)
• Homogenization of nonlocal partial differential equations related to stochastic differential equations with Lévy noise (Q2137035) (← links)
• The Smoluchowski-Kramers limits of stochastic differential equations with irregular coefficients (Q2145771) (← links)
• Averaging of semigroups associated to diffusion processes on a simplex (Q2145780) (← links)
• Minimum Hellinger distance estimation for discretely observed stochastic processes using recursive kernel density estimator (Q2156008) (← links)
• Geometric ergodicity in a weighted Sobolev space (Q2184822) (← links)
• Nonparametric statistical inference for drift vector fields of multi-dimensional diffusions (Q2196225) (← links)
• Averaging principle for slow-fast stochastic partial differential equations with Hölder continuous coefficients (Q2208449) (← links)
• Anomalous diffusion for multi-dimensional critical kinetic Fokker-Planck equations (Q2212597) (← links)
• One dimensional critical kinetic Fokker-Planck equations, Bessel and stable processes (Q2223723) (← links)
• Non-asymptotic Gaussian estimates for the recursive approximation of the invariant distribution of a diffusion (Q2227460) (← links)
• Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs (Q2238887) (← links)
• Moment bounds for dissipative semimartingales with heavy jumps (Q2238891) (← links)
• Hypocoercivity of piecewise deterministic Markov process-Monte Carlo (Q2240892) (← links)
• On Sobolev solutions of Poisson equations in \(\mathbb R^d\) with a parameter (Q2248586) (← links)
• Weak backward error analysis for stochastic Hamiltonian systems (Q2273193) (← links)
• The tamed unadjusted Langevin algorithm (Q2274251) (← links)
• Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
• Measuring sample quality with diffusions (Q2286455) (← links)
• Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs (Q2302933) (← links)
• Differential properties of semigroups and estimates of distances between stationary distributions of diffusions (Q2313256) (← links)
• A decreasing step method for strongly oscillating stochastic models (Q2341638) (← links)
• Differentiability of invariant measures of diffusions with respect to a parameter (Q2353067) (← links)
• Continuum limit of random matrix products in statistical mechanics of disordered systems (Q2421537) (← links)
• A mixed-step algorithm for the approximation of the stationary regime of a diffusion (Q2434491) (← links)
• Subgeometric rates of convergence of Markov processes in the Wasserstein metric (Q2448687) (← links)
• Penalized nonparametric mean square estimation of the coefficients of diffusion processes (Q2465276) (← links)
• Nonparametric estimation of the stationary density and the transition density of a Markov chain (Q2469498) (← links)
• Homogenization of periodic semilinear hypoelliptic PDEs (Q2470982) (← links)
• MDP for integral functionals of fast and slow processes with averaging (Q2485478) (← links)
• Asymptotic theory of noncentered mixing stochastic differential equations (Q2485802) (← links)
• Homogenization of a nonlinear random parabolic partial differential equation. (Q2574546) (← links)
• Nonequilibrium statistical mechanics of weakly stochastically perturbed system of oscillators (Q2628874) (← links)
• Non-equilibrium steady states for chains of four rotors (Q2630733) (← links)
• Orders of strong and weak averaging principle for multi-scale SPDEs driven by \(\alpha \)-stable process (Q2683720) (← links)
• Two-timescale stochastic gradient descent in continuous time with applications to joint online parameter estimation and optimal sensor placement (Q2692526) (← links)
• Strong convergence rate for slow-fast stochastic differential equations with Markovian switching (Q2697311) (← links)
• Brownian motion in an \(N\)-scale periodic potential (Q2701134) (← links)
• Generalized BSDEs, weak convergence, and homogenization of semilinear PDEs with the Wentzell-type boundary condition (Q2814784) (← links)