Gerencser, M. (2025, June 12). Additive functionals of stochastic processes and their discretisations [Presentation]. Seminar at the Institute of Statistics (2025), Graz, Austria. http://hdl.handle.net/20.500.12708/216587
When taking an average of a function or even distribution along a path, oscillations
of the path can provide substantial improvements to the regularity of the function.
Such oscillatory properties can be proved by probabilistic methods for trajectories
of stochastic processes. In this talk we overview some recent applications of this idea
in the context of regularisation by noise and numerical analysis of SDEs.