60 citations · 317 across the 50 of their papers we have counts for
5 papers · 2 filters
Random dynamical systems, rough paths and rough flows
Ismael Bailleul, Sebastian Riedel, Michael Scheutzow
We analyze common lifts of stochastic processes to rough paths/rough drivers-valued processes and give sufficient conditions for the cocycle property to hold for these lifts. We sh…
Rough differential equations with unbounded drift term
Sebastian Riedel, Michael Scheutzow
We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a…
Strong completeness and semi-flows for stochastic differential equations with monotone drift
Michael Scheutzow, Susanne Schulze
It is well-known that a stochastic differential equation (sde) on a Euclidean space driven by a (possibly infinite-dimensional) Brownian motion with Lipschitz coefficients generate…
A discrete stochastic Gronwall Lemma
Raphael Kruse, Michael Scheutzow
We derive a discrete version of the stochastic Gronwall Lemma found in [Scheutzow, IDAQP, 2013]. The proof is based on a corresponding deterministic version of the discrete Gronwal…
Generalized couplings and convergence of transition probabilities
Alexei Kulik, Michael Scheutzow
We provide sufficient conditions for the uniqueness of an invariant measure of a Markov process as well as for the weak convergence of transition probabilities to the invariant mea…