Pathwise optimal transport bounds between a one-dimensional diffusion and its Euler scheme

In the present paper, we prove that the Wasserstein distance on the space of continuous sample-paths equipped with the supremum norm between the laws of a uniformly elliptic one-dimensional diffusion process and its Euler discretization with $N$ steps is smaller than $O(N^{-2/3+\varepsilon})$ where $\varepsilon$ is an arbitrary positive constant. This rate is intermediate between the strong error estimation in $O(N^{-1/2})$ obtained when coupling the stochastic differential equation and the Euler scheme with the same Brownian motion and the weak error estimation $O(N^{-1})$ obtained when comparing the expectations of the same function of the diffusion and of the Euler scheme at the terminal time $T$. We also check that the supremum over $t\in[0,T]$ of the Wasserstein distance on the space of probability measures on the real line between the laws of the diffusion at time $t$ and the Euler scheme at time $t$ behaves like $O(\sqrt{\log(N)}N^{-1})$.Comment: Published in at http://dx.doi.org/10.1214/13-AAP941 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Gaussian-type lower bounds for the density of solutions of SDEs driven by fractional Brownian motions

In this paper we obtain Gaussian-type lower bounds for the density of solutions to stochastic differential equations (SDEs) driven by a fractional Brownian motion with Hurst parameter $H$. In the one-dimensional case with additive noise, our study encompasses all parameters $H\in(0,1)$, while the multidimensional case is restricted to the case $H>1/2$. We rely on a mix of pathwise methods for stochastic differential equations and stochastic analysis tools.Comment: Published at http://dx.doi.org/10.1214/14-AOP977 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org

Outras espécies florestais.

Acácia-negra; Evolução da cultura; Pesquisa com acácia-negra no Brasil; Seringueira; Evoluação da cultura; Pesquisa com seringueira no Brasil; Teca; Evolução da cultura; Pesquisa com teca no Brasil

Testes de progênie de Pinus elliottii de polinização livre.

bitstream/item/101193/1/PA-1983-Higa-TestesProgenise.pd

Acácia negra.

Introdução. Fenologia e desenvolvimento. Condicionantes agrometeorológicos da produtividade: Disponibilidade hídrica; Temperatura; Radiação solar; Fotoperíodo; Vento. Eventos diversos: Granizo e chuva intensa; Seca e veranico; Vento intenso; Geada; Chuva excessiva; Chuvas na colheita