9 citations · 15 across the 12 of their papers we have counts for
12 papers
Ergodicity bounds in the Sliced Wasserstein distance for Schur stable autoregressive processes
Gerardo Barrera, Paulo Henrique da Costa, Michael A. Högele
Explicit calculations in dimension one show for Schur stable autoregressive processes with standard Gaussian noise that the ergodic convergence in the Wasserstein- distance is e…
Weak solutions for coupled reaction-diffusion systems with pattern formation by a stochastic fixed point theorem
Erika Hausenblas, Michael A. Högele, Tesfalem A. Tegegn
Chemical and biochemical reactions can exhibit surprisingly different behaviours, ranging from multiple steady-state solutions to oscillatory solutions and chaotic behaviours. Thes…
Large deviations for light-tailed Lévy bridges on short time scales
Michael A. Högele, Torsten Wetzel
Let be a multivariate Lévy process with Lévy measure for a smoothly regularly varying function of index . The process …
Cut-off phenomenon and asymptotic mixing for multivariate general linear processes
Gerardo Barrera, Michael A. Högele, Pauliina Ilmonen +1
The small noise cut-off phenomenon in continuous time and space has been studied in the recent literature for the linear and non-linear stable Langevin dynamics with additive Lévy…
On the tradeoff between almost sure error tolerance and mean deviation frequency in martingale convergence
Luisa F. Estrada, Michael A. Högele, Alexander Steinicke
In this article we quantify almost sure martingale convergence theorems in terms of the tradeoff between asymptotic almost sure rates of convergence (error tolerance) and the respe…
The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise
Gerardo Barrera, Michael A. Högele, Juan Carlos Pardo
This article establishes the cutoff phenomenon in the Wasserstein distance for systems of nonlinear ordinary differential equations with a unique coercive stable fixed point subjec…
The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps
André de Oliveira Gomes, Michael A. Högele
We establish Freidlin-Wentzell results for a nonlinear ordinary differential equation starting close to the stable state , say, subject to a perturbation by a stochastic integra…
A strong averaging principle for Lévy diffusions in foliated spaces with unbounded leaves
Paulo-Henrique da Costa, Michael A. Högele, Paulo R. Ruffino
This article extends a strong averaging principle for Lévy diffusions which live on the leaves of a foliated manifold subject to small transversal Lévy type perturbation to the cas…
The first exit problem of reaction-diffusion equations for small multiplicative Lévy noise
Michael A. Högele
This article studies the dynamics of a nonlinear dissipative reaction-diffusion equation with well-separated stable states which is perturbed by infinite-dimensional multiplicative…
Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces
Paulo Henrique da Costa, Michael A. Högele, Paulo R. Ruffino
This article refines the classical notion of a stochastic D-bifurcation to the respective family of n-point motions for homogeneous Markovian stochastic semiflows, such as stochast…
The exit problem from the neighborhood of a global attractor for heavy-tailed Lévy diffusions
Michael Högele, Ilya Pavlyukevich
We consider a finite dimensional deterministic dynamical system with a global attractor A with a unique ergodic measure P concentrated on it, which is uniformly parametrized by the…
Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise
Arnaud Debussche, Michael Högele, Peter Imkeller
We study the first exit times form a reduced domain of attraction of a stable fixed of the Chafee-Infante equation when perturbed by a heavy tailed Lévy noise with small intensity.