4 papers
Conditions for uniform in time convergence: applications to averaging, numerical discretisations and mean-field systems
Katharina Schuh, Iain Souttar
We establish general conditions under which there exists uniform in time convergence between a stochastic process and its approximated system. These standardised conditions consist…
A Multiscale Perspective on Maximum Marginal Likelihood Estimation
O. Deniz Akyildiz, Michela Ottobre, Iain Souttar
In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood e…
On the study of slow-fast dynamics, when the fast process has multiple invariant measures
B. D. Goddard, M. Ottobre, K. J. Painter +1
Motivated by applications to mathematical biology, we study the averaging problem for slow-fast systems, {\em in the case in which the fast dynamics is a stochastic process with mu…
Poisson Equations with locally-Lipschitz coefficients and Uniform in Time Averaging for Stochastic Differential Equations via Strong Exponential Stability
Dan Crisan, Paul Dobson, Ben Goddard +2
We study averaging for Stochastic Differential Equations (SDEs) and Poisson equations. We succeed in obtaining a uniform in time (UiT) averaging result, with a rate, for fully coup…