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20052026
most citedOptimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity

25 citations · 114 across the 27 of their papers we have counts for

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math.PR2022

On the (Non-)Stationary Density of Fractional-Driven Stochastic Differential Equations

Xue-Mei Li, Fabien Panloup, Julian Sieber

We investigate the stationary measure of SDEs driven by additive fractional noise with any Hurst parameter and establish that admits a smooth Lebesgue density obeying both…