相关论文: Asymptotic equivalence of discretely observed diff…

It is well-known that density estimation on the unit interval is asymptotically equivalent to a Gaussian white noise experiment, provided the densities have H\"older smoothness larger than $1/2$ and are uniformly bounded away from zero. We…

Diffusion in an evolving environment is studied by continuos-time Monte Carlo simulations. Diffusion is modelled by continuos-time random walkers on a lattice, in a dynamic environment provided by bubbles between two one-dimensional…

We consider a class of multiscale parabolic problems with diffusion coefficients oscillating in space at a possibly small scale $\varepsilon$. Numerical homogenization methods are popular for such problems, because they capture efficiently…

Causal discovery with latent variables is a fundamental task. Yet most existing methods rely on strong structural assumptions, such as enforcing specific indicator patterns for latents or restricting how they can interact with others. We…

In this article we consider the estimation of static parameters for partially observed diffusion processes with discrete-time observations over a fixed time interval. In particular, when one only has access to time-discretized solutions of…

In this lectures various methods which give a possibility to extend an area of applicability of perturbation series and hence to omit their local character are analysed. While applying asymptotic methods as a rule the following situation…

This paper generalizes a part of the theory of $Z$-estimation which has been developed mainly in the context of modern empirical processes to the case of stochastic processes, typically, semimartingales. We present a general theorem to…

We present a general method for studying long time asymptotics of nonlinear parabolic partial differential equations. The method does not rely on a priori estimates such as the maximum principle. It applies to systems of coupled equations,…

We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…

This paper is aimed to study the ergodic short-term behaviour of discretizations of circle expanding maps. More precisely, we prove some asymptotics of the distance between the $t$-th iterate of Lebesgue measure by the dynamics $f$ and the…

This paper deals with a copies-based continuously differentiable and strictly decreasing estimator of the drift function for stochastic differential equations defining recurrent diffusion processes. The first part of our paper deals with…

We deal with a random graph model evolving in discrete time steps by duplicating and deleting the edges of randomly chosen vertices. We prove the existence of an a.s. asymptotic degree distribution, with streched exponential decay; more…

This paper demonstrates an equivalence between observation problems, control problems (with partial observation), and diagnosis problems of decentralized discrete-event systems, namely, the three classes of problems are Turing equivalent,…

We consider the limiting behavior of fluctuations of small noise diffusions with multiple scales around their homogenized deterministic limit. We allow full dependence of the coefficients on the slow and fast motion. These processes arise…

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…

When are asymptotic approximations using the delta-method uniformly valid? We provide sufficient conditions as well as closely related necessary conditions for uniform negligibility of the remainder of such approximations. These conditions…

The aim of this article is to establish asymptotic distributions and consistency of subsampling for spectral density and for magnitude of coherence for non-stationary, almost periodically correlated time series. We show the asymptotic…

We characterise the convergence of a certain class of discrete time Markov processes toward locally Feller processes in terms of convergence of associated operators. The theory of locally Feller processes is applied to L\'evy-type processes…

The paper considers an Euler discretization based numerical scheme for approximating functionals of invariant distribution of an ergodic diffusion. Convergence of the numerical scheme is shown for suitably chosen discretization step, and a…

In this paper, we investigate the asymptotic behaviors of the solutions of nonlinear dynamic systems nearby an equilibrium point, when the nominal parts are subject to non necessarily small perturbations. We show that, under some estimates…