Alexei Kulik
- Generalized couplings and convergence of transition probabilities
2015/12/20 by Alexei Kulik, Kulik, Alexei, Michael Scheutzow +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, 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
- On weak uniqueness and distributional properties of a solution to an SDE with α-stable noise
2015/10/31 by Alexei Kulik, Kulik, Alexei · 1 citation
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Markov Chains and Monte Carlo Methods
- First order convergence of weak Wong--Zakai approximations of Lévy driven Marcus SDEs
2020/02/07 by Tetyana Kosenkova, Alexei Kulik, Kosenkova, Tetyana +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- Construction and heat kernel estimates of general stable-like Markov processes
2020/05/18 by Victoria Knopova, Knopova, V., Alexei Kulik +3 · 1 citation
Biochemistry, Genetics and Molecular Biology · Mathematics · #Diffusion and Search Dynamics #FOS: Mathematics #Nonlinear Partial Differential Equations #Probability (math.PR) #Stochastic processes and statistical mechanics