2 papers
math.PR2019
Uniform in time estimates for the weak error of the Euler method for SDEs and a Pathwise Approach to Derivative Estimates for Diffusion Semigroups
D. Crisan, P. Dobson, M. Ottobre
We present a criterion for uniform in time convergence of the weak error of the Euler scheme for Stochastic Differential equations (SDEs). The criterion requires i) exponential dec…
math.PR2018
Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes
T. Cass, D. Crisan, P. Dobson +1
We study the long time behaviour of a large class of diffusion processes on , generated by second order differential operators of (possibly) degenerate type. The operators tha…