R. Schilling

activity

20082023

most citedStochastic calculus for uncoupled continuous-time random walks

79 citations · 575 across the 55 of their papers we have counts for

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Showing 2023Show all

2 papers · 1 filter

math.FA2023★ 5 cited

Quasi-ergodicity of compact strong Feller semigroups on $L^{2}$

Kamil Kaleta, René L. Schilling

We study the quasi-ergodicity of compact strong Feller semigroups $U_{t}$ , $t > 0$ , on $L^{2} (M, μ)$ ; we assume that $M$ is a locally compact Polish space equipped with a locally finite…

math.PR2023★ 1 cited

Optimal Wasserstein- $1$ distance between SDEs driven by Brownian motion and stable processes

Changsong Deng, Rene L. Schilling, Lihu Xu

We are interested in the following two $R^{d}$ -valued stochastic differential equations (SDEs): \begin{gather*} d X_t=b(X_t)\,d t + σ\,d L_t, \quad X_0=x, %\label{BM-SDE} d…

Quasi-ergodicity of compact strong Feller semigroups on L2

Optimal Wasserstein-1 distance between SDEs driven by Brownian motion and stable processes

Quasi-ergodicity of compact strong Feller semigroups on $L^{2}$

Optimal Wasserstein- $1$ distance between SDEs driven by Brownian motion and stable processes