3 papers
math.PR2026
Multidimensional Stein's method for asymptotic independence with invariant measures of diffusion
Ciprian A. Tudor, Jérémy Zurcher
We derive a multidimensional Stein's method for asymptotic independence in the case of a general target with a density, being invariant measure of a diffusion process. It allow…
math.PR2025
A Poisson-Alekseev-Gröbner formula through Malliavin calculus for Poisson random integrals
Paul Maurer, Jérémy Zurcher
In this paper, we establish an Alekseev--Gröbner formula for stochastic differential equations (SDEs) driven by a Poisson random measure, which express the global error between a f…
math.PR2024
The spatial average of solutions to SPDEs is asymptotically independent of the solution
Ciprian A Tudor, Jérémy Zurcher
Let be the solution to the stochastic heat or wave equation driven by a Gaussian noise which is white in time and white or correla…