activity
20042025
most citedAn operator approach for Markov chain weak approximations with an application to infinite activity Lévy driven SDEs

24 citations · 30 across the 8 of their papers we have counts for

collaborators
Showing 2019Show all

2 papers · 1 filter

math.PR2019

Asymptotic properties of the stochastic heat equation in large times

Arturo Kohatsu-Higa, David Nualart

In this article, we study the asymptotic behavior of the stochastic heat equation for large times.

math.PR2019

Integration by parts formula for killed processes: A point of view from approximation theory

Noufel Frikha, Arturo Kohatsu-Higa, Libo Li

In this paper, we establish a probabilistic representation for two integration by parts formulas, one being of Bismut-Elworthy-Li's type, for the marginal law of a one-dimensional…