Generation of one-sided random dynamical systems by stochastic differential equations.
Linear expansion of isotropic Brownian flows.
Which moments of a logarithmic derivative imply quasiinvariance.
Harnack inequality for functional sdes with bounded memory.
Lipschitz percolation.
Some remarks and examples concerning the transience and recurrence of random diffusions
Constructive quantization: approximation by empirical measures
In this article, we study the approximation of a probability measure on by its empirical measure interpreted as a random quantization. As error criterion we consider an averaged th moment Wasserstein metric. In the case where , we establish fine upper and lower bounds for the error, a. Moreover, we provide a universal estimate based on moments, a . In particular, we show that quantization by empirical measures is of optimal order under weak assumptions.
Lyapunov exponents of linear stochastic functional differential equations driven by semimartingales. Part I : the multiplicative ergodic theory
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