Related papers: Solving Poisson's equation for Wasserstein contrac…

We are concerned with the asymptotics of the Markov chain given by the post-jump locations of a certain piecewise-deterministic Markov process with a state-dependent jump intensity. We provide sufficient conditions for such a model to…

We provide Lipschitz regularity for solutions to viscous time-dependent Hamilton-Jacobi equations with right-hand side belonging to Lebesgue spaces. Our approach is based on a duality method, and relies on the analysis of the regularity of…

We study the $L^p$ Dirichlet problem for the Stokes system on Lipschitz domains. For any fixed $p>2$, we show that a reverse H\"{o}lder condition with exponent $p$ is sufficient for the solvability of the Dirichlet problem with boundary…

We study the interrelation between the limit $L_p(\Omega)$-Sobolev regularity $\overline{s}_p$ of (classes of) functions on bounded Lipschitz domains $\Omega\subseteq\mathbb{R}^d$, $d\geq 2$, and the limit regularity $\overline{\alpha}_p$…

We review recent results on the metastable behavior of continuous-time Markov chains derived through the characterization of Markov chains as unique solutions of martingale problems.

We study families of strongly elliptic, second order differential operators with singular coefficients on domains with conical points. We obtain uniform estimates on their inverses and on the regularity of the solutions to the associated…

We establish a Dahlberg-type perturbation theorem for second order divergence form elliptic operators with complex coefficients. In our previous paper, we showed the following result: If ${\mathcal L}_0=\mbox{div}…

We examine $L^p$-viscosity solutions to fully nonlinear elliptic equations with bounded-measurable ingredients. By considering $p_0<p<d$, we focus on gradient-regularity estimates stemming from nonlinear potentials. We find conditions for…

In this work, we provide non-asymptotic bounds for the average speed of convergence of the empirical measure in the law of large numbers, in Wasserstein distance. We also consider occupation measures of ergodic Markov chains. One motivation…

A rescaled Markov chain converges uniformly in probability to the solution of an ordinary differential equation, under carefully specified assumptions. The presentation is much simpler than those in the outside literature. The result may be…

In this paper, the weak convergence of additive functionals of processes with locally independent increments and with Markov switching in the scheme of Poisson approximation is proved. For the relative compactness, a method proposed by R.…

We investigate here the optimal transportation problem on configuration space for the quadratic cost. It is shown that, as usual, provided that the corresponding Wasserstein is finite, there exists one unique optimal measure and that this…

We study the stability of entropically regularized optimal transport with respect to the marginals. Lipschitz continuity of the value and H\"older continuity of the optimal coupling in $p$-Wasserstein distance are obtained under general…

We study local normal forms for completely integrable systems on Poisson manifolds in the presence of additional symmetries. The symmetries that we consider are encoded in actions of compact Lie groups. The existence of Weinstein's…

In this paper, we deal with a class of mean-field backward stochastic differential equations (BSDEs) related to finite state, continuous time Markov chains. We obtain the existence and uniqueness theorem and a comparison theorem for…

In this paper, we study a Markov chain-based stochastic gradient algorithm in general Hilbert spaces, aiming at approximating the optimal solution of a quadratic loss function. We establish probabilistic upper bounds on its convergence. We…

Numerical analysis is conducted for a generalized particle method for a Poisson equation. Unique solvability is derived for the discretized Poisson equation by introducing a connectivity condition for particle distributions. Moreover, by…

We consider contractivity for diffusion semigroups w.r.t. Kantorovich ($L^1$ Wasserstein) distances based on appropriately chosen concave functions. These distances are inbetween total variation and usual Wasserstein distances. It is shown…

In this paper, we derive an explicit upper bound for the Wasserstein distance between a functional of point processes and a Gaussian distribution. Using Stein's method in conjunction with Malliavin's calculus and the Poisson embedding…

In this paper, we study the Poisson problem involving a fractional Hardy operator and a measure source. The complex interplay between the nonlocal nature of the operator, the peculiar effect of the singular potential and the measure source…