Butkovsky, Oleg
- Generalized couplings and ergodic rates for SPDEs and other Markov\n models
2018/06/01 by Oleg Butkovsky, Butkovsky, Oleg, Alexei Kulik +3 · 4 citations
Economics, Econometrics and Finance · Engineering · #37L40 #60H15 #60J25 #Economic theories and models #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Probability (math.PR) #Stochastic processes and financial applications
- Strong existence and uniqueness for stable stochastic differential\n equations with distributional drift
2018/01/10 by Siva Athreya, Athreya, Siva, Oleg Butkovsky +3 · 3 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #60G52 #60H10 #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- On ergodic properties of nonlinear Markov chains and stochastic McKean-Vlasov equations
2013/11/25 by Butkovsky, Oleg · 2 citations
#35Q83 #47H20 #60H10 #60J60 #FOS: Mathematics #Probability (math.PR)
- Well-posedness of stochastic heat equation with distributional drift and skew stochastic heat equation
2020/11/26 by Siva Athreya, Athreya, Siva, Oleg Butkovsky +5 · 4 citations
Economics, Econometrics and Finance · Mathematics · Computer Science · #Stochastic processes and financial applications #Mathematical Biology Tumor Growth #Advanced Mathematical Modeling in Engineering
- Invariant measures for stochastic functional differential equations
2017/03/15 by Oleg Butkovsky, Butkovsky, Oleg, Michael Scheutzow +1 · 2 citations
Economics, Econometrics and Finance · Mathematics · #34K50 #60H10 #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
2022/04/27 by Butkovsky, Oleg, Dareiotis, Konstantinos, Gerencsér, Máté · 2 citations
#60H10 #60H35 #60H50 #60J76 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
- Stochastic equations with singular drift driven by fractional Brownian motion
2023/02/23 by Oleg Butkovsky, Khoa Lê, Butkovsky, Oleg +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #60G22 #60H10 #60H50 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Weak uniqueness for singular stochastic equations
2024/05/22 by Oleg Butkovsky, Butkovsky, Oleg, Leonid Mytnik +1 · 3 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- A Reproducing Kernel Hilbert Space approach to singular local stochastic volatility McKean-Vlasov models
2022/03/02 by Bayer, Christian, Belomestny, Denis, Butkovsky, Oleg +1 · 1 citation
#46E22 #65C30 #91G20 #Computational Finance (q-fin.CP) #FOS: Economics and business #FOS: Mathematics #Probability (math.PR)
- Regularization by noise and flows of solutions for a stochastic heat\n equation
2016/10/08 by Oleg Butkovsky, Butkovsky, Oleg, Leonid Mytnik +1 · 1 citation
Economics, Econometrics and Finance · Engineering · Computer Science · #Stochastic processes and financial applications #Stability and Controllability of Differential Equations #Advanced Mathematical Modeling in Engineering
- Weak existence for SDEs with singular drifts and fractional Brownian or Levy noise beyond the subcritical regime
2023/11/20 by Butkovsky, Oleg, Gallay, Samuel · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Analytically weak and mild solutions to stochastic heat equation with irregular drift
2024/10/09 by Athreya, Siva, Butkovsky, Oleg, Lê, Khoa +1 · 1 citation
#60H15 #60H17 #60H50 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)