5 citations · 8 across the 2 of their papers we have counts for
3 papers
Sharp Schauder Estimates for some Degenerate Kolmogorov Equations
Paul-Eric Chaudru de Raynal, Igor Honoré, Stéphane Menozzi
We provide here some sharp Schauder estimates for degenerate PDEs of Kolmogorov type when the coefficients lie in some suitable anisotropic H{ö}lder spaces and the first order term…
Strong regularization by Brownian noise propagating through a weak H{ö}rmander structure
Paul-Eric Chaudru de Raynal, Igor Honoré, Stephane Menozzi
We establish strong uniqueness for a class of degenerate SDEs of weak H{ö}rmander type under suitable H{ö}lder regularity conditions for the associated drift term. Our approach rel…
Non-Asymptotic Gaussian Estimates for the Recursive Approximation of the Invariant Measure of a Diffusion
Igor Honoré, Stephane Menozzi, Gilles Pagès
We obtain non-asymptotic Gaussian concentration bounds for the difference between the invariant measure of an ergodic Brownian diffusion process and the empirical distribution…