43 citations
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Showing math.PRShow all
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math.PR2023★ 2 cited
Almost sure invariance principle for the Kantorovich distance between the empirical and the marginal distributions of strong mixing sequences
Jérôme Dedecker, Florence Merlevède
We prove a strong invariance principle for the Kantorovich distance between the empiricaldistribution and the marginal distribution of stationary -mixing sequences.
math.PR2006★ 17 cited
On strongly Petrovskii's parabolic SPDEs in arbitrary dimension and the stochastic Cahn-Hilliard equation
Caoline Cardon-Weber, Annie Millet
In this paper we show that the Cahn-Hilliard stochastic SPDE has a function valued solution in dimension 4 and 5 when the perturbation is driven by a space-correlated Gaussian nois…
math.PR2006★ 43 cited
On implicit and explicit discretization schemes for parabolic SPDEs in any dimension
Annie Millet, Pierre-Luc Morien
We study the speed of convergence of the explicit and implicit space-time discretization schemes of the solution to a parabolic partial differential equation in any dimens…