4 papers
On couplings for kinetic Langevin diffusions
Nawaf Bou-Rabee, Sonja Cox, Roy Schieven
For the kinetic Langevin diffusion and its splitting discretizations, the hypoelliptic noise structure makes the relationship between couplings and total variation (TV) bounds more…
Quantifying the effect of noise perturbation for the stochastic Burgers equation with additive trace-class noise
Sonja Cox, Matas Urbonas
We establish upper bounds for the weak and strong error resulting from a perturbation of the noise driving the stochastic Burgers equation, where we assume the noise to be additive…
Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise
Charles-Edouard Bréhier, Sonja Cox, Annie Millet
We establish weak convergence rates for spectral Galerkin approximations of the stochastic viscous Burgers equation driven by additive trace-class noise. Our results complement the…
Sharp supremum and Hölder bounds for stochastic integrals indexed by a parameter
Sonja Cox, Joris van Winden
We provide sharp bounds for the supremum of countably many stochastic convolutions taking values in a 2-smooth Banach space. As a consequence, we obtain sharp bounds on the modulus…