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20112022
most citedInfinite-dimensional optimization and Bayesian nonparametric learning of stochastic differential equations

1 citations · 1 across the 3 of their papers we have counts for

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math.PR2018

Inhomogeneous functionals and approximations of invariant distributions of ergodic diffusions: Error analysis through central limit theorem and moderate deviation asymptotics

Arnab Ganguly, P. Sundar

The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical sch…

math.PR2011

Uniform moment bounds of multi-dimensional functions of discrete-time stochastic processes

Arnab Ganguly, Debasish Chatterjee, John Lygeros +1

We establish conditions for uniform -th moment bound of certain -valued functions of a discrete-time stochastic process taking values in a general metric space. The condit…