11 citations · 13 across the 10 of their papers we have counts for
5 papers · 1 filter
Moment stability of stochastic processes with applications to control systems
Arnab Ganguly, Debasish Chatterjee
We establish new conditions for obtaining uniform bounds on the moments of discrete-time stochastic processes. Our results require a weak negative drift criterion along with a stat…
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…
Moderate Deviation Principles for Stochastic Differential Equations with Jumps
Amarjit Budhiraja, Paul Dupuis, Arnab Ganguly
Moderate deviation principles for stochastic differential equations driven by a Poisson random measure (PRM) in finite and infinite dimensions are obtained. Proofs are based on a v…
Wong-Zakai type convergence in infinite dimensions
Arnab Ganguly
The paper deals with convergence of solutions of a class of stochastic differential equations driven by infinite-dimensional semimartingales. The infinite-dimensional semimartingal…
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…