Mateusz B. Majka

most citedA note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift

1 citations · 1 across the 2 of their papers we have counts for

collaborators

2 papers

math.PR2023

$L^{2}$ -Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems

Linshan Liu, Mateusz B. Majka, Pierre Monmarché

We show the $L^{2}$ -Wasserstein contraction for the transition kernel of a discretised diffusion process, under a contractivity at infinity condition on the drift and a sufficiently…

math.PR2016★ 1 cited

A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift

Mateusz B. Majka

We extend some methods developed by Albeverio, Brzeźniak and Wu and we show how to apply them in order to prove existence of global strong solutions of stochastic differential equa…

L2-Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems

A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift

$L^{2}$ -Wasserstein contraction for Euler schemes of elliptic diffusions and interacting particle systems