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Alexandre Autran

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#diffusion models Open access Sep 2026

Improved Wasserstein Estimates for Jump-Diffusion Perturbations under Semigroup Smoothing

We study terminal perturbation bounds for jump-diffusion processes in the Wasserstein distance $W_1$. In the finite-variance setting, let $\nu_0$ and $\nu_1$ denote the jump kernels and define$$\theta_\nu:=\int_0^Td_{\mathrm{FM}}\left(y^2\nu_0(t,\mathrm{d}y),y^2\nu_1(t,\mathrm{d}y)\right)\mathrm{d}t.$$Here $d_{\mathrm{...

Alexandre Autran · 0 citations
#diffusion models Open access Sep 2026

Improved Wasserstein Estimates for Jump-Diffusion Perturbations under Semigroup Smoothing

We study terminal perturbation bounds for jump-diffusion processes in the Wasserstein distance $W_1$. In the finite-variance setting, let $\nu_0$ and $\nu_1$ denote the jump kernels and define$$\theta_\nu:=\int_0^Td_{\mathrm{FM}}\left(y^2\nu_0(t,\mathrm{d}y),y^2\nu_1(t,\mathrm{d}y)\right)\mathrm{d}t.$$Here $d_{\mathrm{...

Alexandre Autran · 0 citations

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