scholarly journals Stochastic equation and exponential ergodicity in Wasserstein distances for affine processes

2020 ◽  
Vol 30 (5) ◽  
pp. 2165-2195
Author(s):  
Martin Friesen ◽  
Peng Jin ◽  
Barbara Rüdiger
Keyword(s):  
Stochastic Equation ◽  
Exponential Ergodicity ◽  
Affine Processes ◽  
Wasserstein Distances

scholarly journals Asymptotics of Smoothed Wasserstein Distances

2021 ◽  
Author(s):  
Hong-Bin Chen ◽  
Jonathan Niles-Weed
Keyword(s):  
Wasserstein Distances

scholarly journals ULTRAMETRIC RANDOM FIELD

2006 ◽  
Vol 09 (02) ◽  
pp. 199-213 ◽  
Author(s):  
A. YU. KHRENNIKOV ◽  
S. V. KOZYREV
Keyword(s):  
Wavelet Analysis ◽  
Random Field ◽  
Stochastic Equation ◽  
Gaussian Random Field ◽  
Ultrametric Space ◽  
Ultrametric Spaces

Gaussian random field on general ultrametric space is introduced as a solution of pseudodifferential stochastic equation. Covariation of the introduced random field is computed with the help of wavelet analysis on ultrametric spaces. Notion of ultrametric Markovianity, which describes independence of contributions to random field from different ultrametric balls is introduced. We show that the random field under investigation satisfies this property.

scholarly journals Conformal Wasserstein distances: Comparing surfaces in polynomial time

2011 ◽  
Vol 227 (3) ◽  
pp. 1047-1077 ◽  
Author(s):  
Y. Lipman ◽  
I. Daubechies
Keyword(s):  
Polynomial Time ◽  
Wasserstein Distances
Sign in / Sign up

Export Citation Format

Share Document