2 papers
math.PR2026
Error Distribution of the Local Linearization Method for Stochastic Differential Equations with Additive Brownian Noise
Masaaki Fukasawa, Mikio Hirokane, Kostas Kardaras
We prove a functional stable limit theorem for the discretization error process of a local linearization scheme for stochastic differential equations with additive Brownian noise.…
math.PR2025
Stochastic limits of Quantum repeated measurements
Antoine Jacquier, Kostas Kardaras, Adeline Viot
We investigate quantum systems perturbed by noise in the form of repeated interactions between the system and the environment. As the number of interactions (aka time steps) tends…