69 citations · 139 across the 19 of their papers we have counts for
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math.PR2019★ 35 cited
Approximation of SDEs -- a stochastic sewing approach
Oleg Butkovsky, Konstantinos Dareiotis, Máté Gerencsér
We give a new take on the error analysis of approximations of stochastic differential equations (SDEs), utilizing and developing the stochastic sewing lemma of Lê (2020). This appr…
math.PR2019★ 14 cited
Couplings via comparison principle and exponential ergodicity of SPDEs in the hypoelliptic setting
Oleg Butkovsky, Michael Scheutzow
We develop a general framework for studying ergodicity of order-preserving Markov semigroups. We establish natural and in a certain sense optimal conditions for existence and uniqu…