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 2022Show all

2 papers · 1 filter

math.PR2022★ 1 cited

Optimal Markovian coupling for finite activity Lévy processes

Wilfrid S. Kendall, Mateusz B. Majka, Aleksandar Mijatović

We study optimal Markovian couplings of Markov processes, where the optimality is understood in terms of minimization of concave transport costs between the time-marginal distribut…

math.OC2022★ 6 cited

Polyak-Łojasiewicz inequality on the space of measures and convergence of mean-field birth-death processes

Linshan Liu, Mateusz B. Majka, Łukasz Szpruch

The Polyak-Lojasiewicz inequality (PLI) in $R^{d}$ is a natural condition for proving convergence of gradient descent algorithms. In the present paper, we study an analogue…