Scheutzow, Michael
- Asymptotic coupling and a weak form of Harris' theorem with applications to stochastic delay equations
2009/02/26 by Hairer, Martin, Mattingly, Jonathan C., Scheutzow, Michael · 10 citations
#34K50 #37A25 #37A30 #37L55 #60H15 #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)
- Constructive quantization: approximation by empirical measures
2011/08/26 by Dereich, Steffen, Scheutzow, Michael, Schottstedt, Reik · 10 citations
#60F25 #65D23 #FOS: Mathematics #Probability (math.PR)
- Synchronization by noise
2014/11/05 by Flandoli, Franco, Gess, Benjamin, Scheutzow, Michael · 4 citations
#37B25 #37G35 #37H15 #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)
- Generalized couplings and convergence of transition probabilities
2015/12/20 by Alexei Kulik, Michael Scheutzow, Kulik, Alexei +1 · 4 citations
Mathematics · #37L40 #60J05 #60J25 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and statistical mechanics
- Generalized couplings and ergodic rates for SPDEs and other Markov\n models
2018/06/01 by Oleg Butkovsky, Alexei Kulik, Butkovsky, Oleg +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
- Synchronization by noise for order-preserving random dynamical systems
2015/03/30 by Flandoli, Franco, Gess, Benjamin, Scheutzow, Michael · 2 citations
#37B25 #37G35 #37H15 #Analysis of PDEs (math.AP) #Dynamical Systems (math.DS) #FOS: Mathematics #Probability (math.PR)
- Rough differential equations with unbounded drift term
2016/05/18 by Riedel, Sebastian, Scheutzow, Michael · 2 citations
#34A34 #34F05 #60G15 #60H10 #FOS: Mathematics #Probability (math.PR)
- Invariant measures for stochastic functional differential equations
2017/03/15 by Butkovsky, Oleg, Scheutzow, Michael · 2 citations
#34K50 #60H10 #FOS: Mathematics #Probability (math.PR)
- Existence and uniqueness of solutions of stochastic functional differential equations
2008/12/09 by von Renesse, Max-K., Scheutzow, Michael · 1 citation
#34K05 #34K28 #60H10 #FOS: Mathematics #Probability (math.PR)
- A Stochastic Gronwall Lemma
2013/04/19 by Scheutzow, Michael · 1 citation
#60G44 #FOS: Mathematics #Probability (math.PR)
- A coupling approach to Doob's theorem
2014/07/31 by Kulik, Alexei, Scheutzow, Michael · 1 citation
#37L40 #60J05 #60J25 #FOS: Mathematics #Probability (math.PR)
- Random dynamical systems, rough paths and rough flows
2016/12/06 by Bailleul, Ismael, Riedel, Sebastian, Scheutzow, Michael · 1 citation
#60H10 #FOS: Mathematics #Probability (math.PR)
- Minimal Random Attractors
2017/12/23 by Crauel, Hans, Scheutzow, Michael · 1 citation
#Dynamical Systems (math.DS) #FOS: Mathematics
- Well-Posedness, Stability, and Sensitivities for Stochastic Delay Equations: A Generalized Coupling Approach
2018/08/18 by Kulik, Alexei, Scheutzow, Michael · 1 citation
#34K50 #37H15 #60J25 #FOS: Mathematics #Probability (math.PR)
- A Stochastic Gronwall Lemma and Well-Posedness of Path-Dependent SDEs Driven by Martingale Noise
2019/08/28 by Mehri, Sima, Scheutzow, Michael · 1 citation
#34K28 #34K50 #60G44 #60G57 #60H10 #FOS: Mathematics #Probability (math.PR)
- Sharpness of Lenglart's domination inequality and a sharp monotone version
2021/01/26 by Geiss, Sarah, Scheutzow, Michael · 1 citation
#60G40 #60G42 #60G44 #60J65 #FOS: Mathematics #Probability (math.PR)
- Existence of invariant probability measures for functional McKean-Vlasov SDEs
2021/07/29 by Jianhai Bao, Michael Scheutzow, Bao, Jianhai +3 · 1 citation
Economics, Econometrics and Finance · #47D07 (Secondary) #60J60 (Primary) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications