Mateusz B. Majka

activity

20152026

most citedCoupling and exponential ergodicity for stochastic differential equations driven by Lévy processes

40 citations · 69 across the 16 of their papers we have counts for

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Showing 2023 · math.PRShow all

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math.PR2023

$L^{2}$ -Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems

Linshan Liu, Mateusz B. Majka, Pierre Monmarché

We show the $L^{2}$ -Wasserstein contraction for the transition kernel of a discretised diffusion process, under a contractivity at infinity condition on the drift and a sufficiently…

L2-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems

$L^{2}$ -Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems