55 citations · 103 across the 12 of their papers we have counts for
12 papers
Finite Markov chains coupled to general Markov processes and an application to metastability II
Thomas G. Kurtz, Jason Swanson
We consider a diffusion given by a small noise perturbation of a dynamical system driven by a potential function with a finite number of local minima. The classical results of Frei…
Finite Markov chains coupled to general Markov processes and an application to metastability I
Thomas G. Kurtz, Jason Swanson
We consider a diffusion given by a small noise perturbation of a dynamical system driven by a potential function with a finite number of local minima. The classical results of Frei…
Weak existence of a solution to a differential equation driven by a very rough fBm
Davar Khoshnevisan, Jason Swanson, Yimin Xiao +1
We prove that if is Lipschitz continuous, then for every there exists a probability space on which we can construct a fractional Brownian…
Joint convergence along different subsequences of the signed cubic variation of fractional Brownian motion
Krzysztof Burdzy, David Nualart, Jason Swanson
The purpose of this paper is to study the convergence in distribution of two subsequences of the signed cubic variation of the fractional Brownian motion with Hurst parameter $H=1/…
The calculus of differentials for the weak Stratonovich integral
Jason Swanson
The weak Stratonovich integral is defined as the limit, in law, of Stratonovich-type symmetric Riemann sums. We derive an explicit expression for the weak Stratonovich integral of…
The weak Stratonovich integral with respect to fractional Brownian motion with Hurst parameter 1/6
Ivan Nourdin, Anthony Réveillac, Jason Swanson
Let be a fractional Brownian motion with Hurst parameter . It is known that the symmetric Stratonovich-style Riemann sums for do not, in general, c…