2 papers
math.AP2019
Coarse-graining of non-reversible stochastic differential equations: quantitative results and connections to averaging
Carsten Hartmann, Lara Neureither, Upanshu Sharma
This work is concerned with model reduction of stochastic differential equations and builds on the idea of replacing drift and noise coefficients of preselected relevant, e.g. slow…
math.FA2018
An inequality connecting entropy distance, Fisher Information and large deviations
Bastian Hilder, Mark A. Peletier, Upanshu Sharma +1
In this paper we introduce a new generalisation of the relative Fisher Information for Markov jump processes on a finite or countable state space, and prove an inequality which con…