most citedStrong regularization by Brownian noise propagating through a weak H{ö}rmander structure

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math.PR2018★ 5 cited

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…

math.PR2016★ 3 cited

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…