Annales de l'institut Henri Poincare (B) Probability and Statistics

Nous montrons que les EDS dirigées par un bruit de Lévy multiplicatif général avec des coefficients de diffusion et de saut Sobolev, et une dérive intégrable, sont fortement bien posées. De plus, nous étudions la propriété forte de Feller, l’irréductibilité ainsi que l’ergodicité exponentielle des semi-groupes correspondants quand les coefficients sont indépendants du temps et singulièrement dissipatifs. En particulier, les grands sauts sont autorisés dans l’équation. Pour aboutir au résultat principal, nous présentons une approche générale pour traiter les EDS avec sauts et coefficients singuliers, de telle sorte que nous devons seulement nous intéresser aux estimées a priori de Krylov pour les EDS.

Longjie Xie

Xicheng Zhang

Annales de l Institut Henri Poincaré Probabilités et Statistiques

Ann. Inst. H. Poincaré Probab. Statist.

Ergodicity of stochastic differential equations with jumps and singular coefficients

带有跳跃和奇异系数随机微分方程的遍历性

Nous établissons dans cet article l'existence et l'unicité des équations d'évolution stochastique avec réflexion dans une boule de dimension infinie. Notre méthodes sont assez générales et s'appliquent par exemple aux équations de Navier Stokes.

Zdzisław Brzeźniak

Tusheng Zhang

Reflection of stochastic evolution equations in infinite dimensional domains

无限维域中随机演化方程的反射

Clayton Barnes

Leonid Mytnik

Zhenyao Sun

Effect of small noise on the speed of reaction-diffusion equations with non-Lipschitz drift

非Lipschitz漂移反应扩散方程速度受小噪声影响的效果

Frederik Garbe

Jan Hladký

Matas Šileikis

Fiona Skerman

From flip processes to dynamical systems on graphons

从翻转过程到图元上的动力系统

Jess Banks

Jorge Garza-Vargas

Archit Kulkarni

Nikhil Srivastava

Overlaps, eigenvalue gaps, and pseudospectrum under real Ginibre and absolutely continuous perturbations

重叠、特征值间隙和伪谱在实Ginibre和绝对连续扰动下的情况

Valentine Genon-Catalot

Catherine Laredo

Inference for ergodic McKean–Vlasov stochastic differential equations with polynomial interactions

多项式相互作用下的遍历McKean-Vlasov随机微分方程的推断

The problem of efficiently generating random samples from high-dimensional and non-log-concave posterior measures arising from nonlinear regression problems is considered. Extending investigations from arXiv:2009.05298, local and global stability properties of the model are identified under which such posterior distributions can be approximated in Wasserstein distance by suitable log-concave measures. This allows the use of fast gradient based sampling algorithms, for which convergence guarantees are established that scale polynomially in all relevant quantities (assuming `warm' initialisation). The scope of the general theory is illustrated in a non-linear inverse problem from integral geometry for which new stability results are derived.

Jan Bohr

Richard Nickl

On log-concave approximations of high-dimensional posterior measures and stability properties in non-linear inverse problems

关于高维后验测度的对数凹近似及非线性逆问题的稳定性性质

Abbreviation	Ann. Inst. H. Poincaré Probab. Statist.
Journal Impact	1.33
Quartiles(Global)	STATISTICS & PROBABILITY(Q2)

ISSN	0246-0203, 1778-7017
h-index	53

Publication Information	Publisher: Institute of Mathematical Statistics，Publishing cycle: Bimonthly，Journal Type: journal，Open Access Journals: No
Basic data	Year of publication: 1997，Proportion of original research papers: 100.00%，Self Citation Rate:0.00%， Gold OA Rate: 1.21%
Average review cycle	网友分享经验：较慢,6-12周
Average recruitment ratio	网友分享经验：容易

Annales de l'institut Henri Poincare (B) Probability and Statistics

Journal Citation Format

A journal article with 1 author

A journal article with 2 authors

A journal article with 3 authors

A journal article with 5 or more authors

Books Citation Format

Thesis Citation Format

Web sites Citation Format

Patent Citation Format

Staying up late manually editing references? ivySCI automatically matches journals and helps you generate references with a single click.

Share Submission Experience

Ergodicity of stochastic differential equations with jumps and singular coefficients

Reflection of stochastic evolution equations in infinite dimensional domains

Effect of small noise on the speed of reaction-diffusion equations with non-Lipschitz drift

From flip processes to dynamical systems on graphons

Overlaps, eigenvalue gaps, and pseudospectrum under real Ginibre and absolutely continuous perturbations

Effect of small noise on the speed of reaction-diffusion equations with non-Lipschitz drift

From flip processes to dynamical systems on graphons

Overlaps, eigenvalue gaps, and pseudospectrum under real Ginibre and absolutely continuous perturbations

Inference for ergodic McKean–Vlasov stochastic differential equations with polynomial interactions

On log-concave approximations of high-dimensional posterior measures and stability properties in non-linear inverse problems