5 citations · 19 across the 13 of their papers we have counts for
4 papers · 2 filters
Rates of convergence to the local time of Oscillating and Skew Brownian Motions
Sara Mazzonetto
In this paper, a class of statistics based on high frequency observations of oscillating and skew Brownian motion is considered. Their convergence rate towards the local time of th…
On moments and strong local Hölder regularity of solutions of stochastic differential equations and of their spatial derivative processes
Anselm Hudde, Martin Hutzenthaler, Sara Mazzonetto
Spatial differentiability of solutions of stochastic differential equations (SDEs) is a classical question in stochastic analysis. The case of coefficients with globally Lipschitz…
A stochastic Gronwall inequality and applications to moments, strong completeness, strong local Lipschitz continuity, and perturbations
Anselm Hudde, Martin Hutzenthaler, Sara Mazzonetto
There are numerous applications of the classical (deterministic) Gronwall inequality. Recently, Michael Scheutzow discovered a stochastic Gronwall inequality which provides upper b…
Existence, uniqueness, and numerical approximations for stochastic Burgers equations
Sara Mazzonetto, Diyora Salimova
In this paper we propose an all-in-one statement which includes existence, uniqueness, regularity, and numerical approximations of mild solutions for a class of stochastic partial…