3 papers
math.PR2023
Approximation for the invariant measure with applications for jump processes (convergence in total variation distance)
Vlad Bally, Yifeng Qin
In this paper, we establish an abstract framework for the approximation of the invariant probability measure for a Markov semigroup. Following Pag{è}s and Panloup [40] we use an Eu…
math.PR2022
Total variation distance between a jump-equation and its Gaussian approximation
Vlad Bally, Yifeng Qin
We deal with stochastic differential equations with jumps. In order to obtain an accurate approximation scheme, it is usual to replace the "small jumps" by a Brownian motion. In th…
math.PR2021
Total variation distance between a jump-equation and its Gaussian approximation
Vlad Bally, Yifeng Qin
We deal with stochastic differential equations with jumps. In order to obtain an accurate approximation scheme, it is usual to replace the "small jumps" by a Brownian motion. In th…