R. L. Schilling

collaborators

6 papers

math.PR2026

Invariant Measures of LÃ©vy-driven Stochastic Differential Equations

V. Knopova, Y. Mokanu, R. L. Schilling

We study the structure and regularity of (infinitesimally) invariant measures of the solutions to stochastic differential equations $d X_{t} = b (X_{t}) d t + d Z_{t}$ , where $(Z_t)_{t\geq…

math.PR2025

Convergence rates for the $p$ -Wasserstein distance of the empirical measures of an ergodic Markov process

RenÃ© L. Schilling, Jian Wang, Bingyao Wu +1

Let $X := (X_{t})_{t \geq 0}$ be an ergodic Markov process on $ℜ^{d}$ , and $p > 0$ . We derive upper bounds of the $p$ -Wasserstein distance between the invariant measure and the empirica…

math.PR2025

Exact rate of convergence for the empirical measure of a subordinated process in $p$ -Wasserstein distance

RenÃ© L. Schilling, Bingyao Wu

We establish exact rates of convergence in the $p$ -Wasserstein distance for the empirical measure of a class of non-symmetric jump processes, which are subordinated to a diffusion…

math.PR2025

Heat kernels, intrinsic contractivity and ergodicity of discrete-time Markov chains killed by potentials

Wojciech Cygan, Kamil Kaleta, RenÃ© L. Schilling +1

We study discrete-time Markov chains on countably infinite state spaces, which are perturbed by rather general confining (i.e.\ growing at infinity) potentials. Using a discrete-ti…

math.SP2025

We study the spatial decay behaviour of resolvent kernels for a large class of non-local LÃ©vy operators and bound states of the corresponding SchrÃ¶dinger operators. Our findings…

math.PR2025

Functional limit theorems for a time-changed multidimensional Wiener process

We study the asymptotic behaviour of a properly normalized time-changed multidimensional Wiener process; the time change is given by an additive functional of the Wiener process it…

Invariant Measures of LÃ©vy-driven Stochastic Differential Equations

Convergence rates for the p-Wasserstein distance of the empirical measures of an ergodic Markov process

Exact rate of convergence for the empirical measure of a subordinated process in p-Wasserstein distance

Heat kernels, intrinsic contractivity and ergodicity of discrete-time Markov chains killed by potentials

Decay of resolvent kernels and SchrÃ¶dinger eigenstates for LÃ©vy operators

Functional limit theorems for a time-changed multidimensional Wiener process

Convergence rates for the $p$ -Wasserstein distance of the empirical measures of an ergodic Markov process

Exact rate of convergence for the empirical measure of a subordinated process in $p$ -Wasserstein distance