<div class="csl-bib-body">
<div class="csl-entry">Gerencser, M. (2025, June 12). <i>Additive functionals of stochastic processes and their discretisations</i> [Presentation]. Seminar at the Institute of Statistics (2025), Graz, Austria. http://hdl.handle.net/20.500.12708/216587</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/216587
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dc.description.abstract
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.
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dc.language.iso
en
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dc.subject
Regularisation by noise
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dc.subject
approximation of SDEs
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dc.title
Additive functionals of stochastic processes and their discretisations
