2 papers
math.PR2026
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…
math.PR2025
Forward stochastic integration for adapted processes w.r.t. Riemann-Liouville fractional Brownian motion (Full version)
Paulo Henrique da Costa, Alberto Ohashi, Francesco Russo
This paper provides the time-dependent -martingale representation of the forward stochastic integral where the driving noise is the Riemann-Liouville fractional Brownian motio…