2 citations · 2 across the 2 of their papers we have counts for
4 papers · 1 filter
A Mimicking Theorem for processes driven by fractional Brownian motion
Kevin Hu, Kavita Ramanan, William Salkeld
In this paper, we prove a mimicking theorem for stochastic processes with an additive Gaussian noise along with some entropy and transport type estimates. As an application of thes…
The fundamental martingale with applications to Markov Random Fields
Kevin Hu, Kavita Ramanan, William Salkeld
We consider collections of SDEs indexed by a graph. Each SDE is driven by an additive Gaussian noise and each drift term interacts with all other SDEs within the graph neighbourhoo…
Probabilistic rough paths II Lions-Taylor expansions and Random controlled rough paths
François Delarue, William Salkeld
In line with the notion of probabilistic rough paths introduced in the previous contribution \cite{salkeld2021Probabilistic}, we address corresponding random controlled rough paths…
Rough functional quantization and the support of McKean-Vlasov equations
Thomas Cass, Goncalo dos Reis, William Salkeld
We prove a representation for the support of McKean Vlasov Equations. To do so, we construct functional quantizations for the law of Brownian motion as a measure over the (non-refl…