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math.PR2021
Rough paths and regularization
André Gomes, Alberto Ohashi, Francesco Russo +1
Calculus via regularizations and rough paths are two methods to approach stochastic integration and calculus close to pathwise calculus. The origin of rough paths theory is purely…
math.PR2019
The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
André de Oliveira Gomes, Michael A. Högele
We establish Freidlin-Wentzell results for a nonlinear ordinary differential equation starting close to the stable state , say, subject to a perturbation by a stochastic integra…