Cover Image

Monte Carlo convergence rates for $k$th moments in Banach spaces

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Kirchner, Kristin, Schwab, Christoph
Format:	Preprint
Published:	2022
Subjects:	Numerical Analysis Functional Analysis Probability 65C05 (Primary) 46A32, 60B11, 60H35 (Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
by: Jaquez, Luis Mario Chaparro, et al.
Published: (2026)

Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space
by: Jáquez, Luis Mario Chaparro, et al.
Published: (2023)

Dimension-independent Markov chain Monte Carlo on the sphere
by: Lie, H. C., et al.
Published: (2021)

Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises
by: Kloeden, Peter E., et al.
Published: (2023)

Stochastic convergence of a class of greedy-type algorithms for Configuration Optimization Problems
by: Nielen, Evie, et al.
Published: (2026)

ARCANE: Scalable high-degree cubature formulae for simulating SDEs without Monte Carlo error
by: Koepernik, Peter, et al.
Published: (2026)

Characterizations of the UMD property via tail estimates for tangent processes
by: Bodó, Gergely, et al.
Published: (2026)

Discrete stochastic maximal regularity
by: Evangelopoulos-Ntemiris, Foivos, et al.
Published: (2025)

Sharp weighted norm estimates for martingale square functions
by: Chen, Wei, et al.
Published: (2026)

Lévy measures on Banach spaces
by: van Neerven, Jan, et al.
Published: (2024)

Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes
by: Ling, Chengcheng
Published: (2024)

Sharp bounds for non-trace class noise and applications to SPDEs
by: Agresti, Antonio, et al.
Published: (2026)

Convergence of a Sequential Monte Carlo algorithm towards multimodal distributions on Rd
by: Han, Ruiyu
Published: (2025)

Time-complexity of sampling from a multimodal distribution using sequential Monte Carlo
by: Han, Ruiyu, et al.
Published: (2025)

A Primer on the Karhunen-Loève Expansion
by: Alexanderian, Alen
Published: (2026)

Regularity theory for a new class of fractional parabolic stochastic evolution equations
by: Kirchner, Kristin, et al.
Published: (2022)

The Milstein scheme for singular SDEs with Hölder continuous drift
by: Gerencsér, Máté, et al.
Published: (2023)

A Generalization of Lévy's Theorem on Positive Matrix Semigroups
by: Gerlach, Moritz
Published: (2024)

Pathwise Uniform Convergence of Time Discretisation Schemes for SPDEs
by: Klioba, Katharina, et al.
Published: (2023)

Numerical Ergodicity and Uniform Estimate of Monotone SPDEs Driven by Multiplicative Noise
by: Liu, Zhihui
Published: (2023)

Numerical Ergodicity of Stochastic Allen--Cahn Equation driven by Multiplicative White Noise
by: Liu, Zhihui
Published: (2024)

Rational approximation to the fractional Laplacian operator in reaction-diffusion problems
by: Aceto, Lidia, et al.
Published: (2016)

A twosided linear estimate and a dyadic reduction of the UMD Conjecture
by: Domelevo, Komla, et al.
Published: (2026)

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
by: Becker, Sebastian, et al.
Published: (2017)

Geometric Ergodicity and Optimal Error Estimates for a Class of Novel Tamed Schemes to Super-linear Stochastic PDEs
by: Liu, Zhihui, et al.
Published: (2025)

Lifting MGARD: construction of (pre)wavelets on the interval using polynomial predictors of arbitrary order
by: Reshniak, Viktor, et al.
Published: (2024)

Boundary error control for numerical solution of BSDEs by the convolution-FFT method
by: Gao, Xiang, et al.
Published: (2025)

Quantitative approximation of stochastic kinetic equations: from discrete to continuum
by: Hao, Zimo, et al.
Published: (2024)

Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs
by: Lord, Gabriel, et al.
Published: (2022)

Quasi-Monte Carlo for partial differential equations with generalized Gaussian input uncertainty
by: Guth, Philipp A., et al.
Published: (2024)

Speed of convergence in the Central Limit Theorem for the determinantal point process with the Bessel kernel
by: Gorbunov, Sergei M.
Published: (2024)

Random sections of $\ell_p$-ellipsoids, optimal recovery and Gelfand numbers of diagonal operators
by: Hinrichs, Aicke, et al.
Published: (2021)

Randomized approximation of summable sequences -- adaptive and non-adaptive
by: Kunsch, Robert, et al.
Published: (2023)

Error-rate and decision-theoretic methods of multiple testing: Which genes have high objective probabilities of differential expression?
by: Bickel, David R.
Published: (2002)

Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
by: Cox, Sonja, et al.
Published: (2019)

Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Wu, Xiaoming, et al.
Published: (2024)

Functional calculus on weighted Sobolev spaces for the Laplacian on rough domains
by: Lindemulder, Nick, et al.
Published: (2025)

Structure-preserving LDG methods for linear and nonlinear transport equations with gradient noise
by: Christiansen, Thomas, et al.
Published: (2026)

Generalized stochastic processes revisited
by: Oberguggenberger, Michael
Published: (2024)

The Maclaurin inequality through the probabilistic lens
by: Frühwirth, Lorenz, et al.
Published: (2023)