75 citations · 556 across the 38 of their papers we have counts for
Showing 2014 · math.PRShow all
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math.PR2014★ 24 cited
Heat kernel estimates for random walks with degenerate weights
Sebastian Andres, Jean-Dominique Deuschel, Martin Slowik
We establish Gaussian-type upper bounds on the heat kernel for a continuous-time random walk on a graph with unbounded weights under an ergodicity assumption. For the proof we use…
math.PR2014
Invariance Principle for symmetric Diffusions in a degenerate and unbounded stationary and ergodic Random Medium
Alberto Chiarini, Jean-Dominique Deuschel
We study a symmetric diffusion on in divergence form in a stationary and ergodic environment, with measurable unbounded and degenerate coefficients . The di…
math.PR2014
On small-noise equations with degenerate limiting system arising from volatility models
Giovanni Conforti, Stefano De Marco, Jean-Dominique Deuschel
The one-dimensional SDE with non Lipschitz diffusion coefficient is widely studied in mathematical finance. Several works…