Sharp gradient bounds for the diffusion semigroup
Precise regularity estimates on diffusion semigroups are more than a mere theoretical curiosity. They play a fundamental role in deducing sharp error bounds for higher-order particle methods. In this thesis error bounds which are of consequence in iterated applications of Wiener space cubature (Lyon...
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Imperial College London
2011
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.543321 |