Cover Image

Weak error expansion of a stopped numerical scheme for singular Langevin process

Fuente: arXiv

Saved in:

Bibliographic Details
Main Author:	Journel, Lucas
Format:	Preprint
Published:	2023
Subjects:	Probability 60J60 65C30 46N30
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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

Nonexpansive Markov Operators and Random Function Iterations for Stochastic Fixed Point Problems
by: Hermer, Neal, et al.
Published: (2022)

Numerical solution to the Neumann problem in a Lipschitz domain, based on random walks
by: Lupascu-Stamate, Oana, et al.
Published: (2024)

Explicit positivity preserving numerical method for linear stochastic volatility models driven by $α$-stable process
by: Li, Xiaotong, et al.
Published: (2025)

A statistical approach for simulating the density solution of a McKean-Vlasov equation
by: Hoffmann, Marc, et al.
Published: (2023)

Non-asymptotic uniform in time error bounds for new and old numerical schemes for SPDEs
by: Huang, Can, et al.
Published: (2026)

Stochastic quantization of the three-dimensional polymer measure via the Dirichlet form method
by: Albeverio, Sergio, et al.
Published: (2023)

The e-property of asymptotically stable Markov semigroups
by: Kukulski, Ryszard, et al.
Published: (2022)

Constructing Maximal Germ Couplings of Brownian Motions with Drift
by: Hummel, Sebastian, et al.
Published: (2023)

Stochastic numerical approximation for nonlinear Fokker-Planck equations with singular kernels
by: Cazacu, Nicoleta
Published: (2025)

Non-stationary Gaussian random fields on hypersurfaces: Sampling and strong error analysis
by: Jansson, Erik, et al.
Published: (2024)

Nested importance sampling for Bayesian inference: error bounds and the role of dimension
by: González, Fabián, et al.
Published: (2025)

Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
by: Leobacher, Gunther, et al.
Published: (2020)

Conditions for uniform in time convergence: applications to averaging, numerical discretisations and mean-field systems
by: Schuh, Katharina, et al.
Published: (2024)

Strong convergence of a class of adaptive numerical methods for SDEs with jumps
by: Kelly, Cónall, et al.
Published: (2023)

Space-time transport of Brownian exit laws
by: Boudabra, Maher
Published: (2026)

A new numerical scheme for Itô stochastic differential equations based on Wick-type Wong-Zakai arguments
by: Lanconelli, Alberto, et al.
Published: (2024)

Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
by: Angeli, Letizia, et al.
Published: (2023)

Dimension-Free Multimodal Sampling via Preconditioned Annealed Langevin Dynamics
by: Baldassari, Lorenzo, et al.
Published: (2026)

Simulation of elliptic and hypo-elliptic conditional diffusions
by: Bierkens, Joris, et al.
Published: (2018)

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

Error analysis for a Crouzeix-Raviart approximation of the variable exponent Dirichlet problem
by: Balci, Anna Kh., et al.
Published: (2023)

Some notes on moment inequalities for heavy-tailed distributions
by: Buterus, Paul, et al.
Published: (2023)

Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
by: Bhar, Suprio, et al.
Published: (2025)

High order splitting methods for SDEs satisfying a commutativity condition
by: Foster, James, et al.
Published: (2022)

Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures
by: Baldassari, Lorenzo, et al.
Published: (2026)

A probabilistic interpretation of a non-conservative and path-dependent nonlinear reaction-advection-diffusion system
by: Morale, Daniela, et al.
Published: (2024)

Approximating the signature of Brownian motion for high order SDE simulation
by: Foster, James
Published: (2024)

Strong convergence of finite element approximations for a fourth-order stochastic pseudo-parabolic equation with additive noise
by: Bhar, Suprio, et al.
Published: (2025)

Brownian Convergence of Planar Domains and Stability of the Planar Skorokhod Embedding Problem
by: Boudabra, Maher, et al.
Published: (2026)

Optimal Riemannian metric for Poincaré inequalities and how to ideally precondition Langevin dynamics
by: Cui, Tiangang, et al.
Published: (2024)

A Girsanov-type formula for a class of anticipative transforms of Brownian motion associated with exponential functionals
by: Hariya, Yuu
Published: (2022)

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

Two-dimensional delta-Bose gas: skew-product relative motions
by: Chen, Yu-Ting
Published: (2022)

Direct construction of scalar quantum fields by L{é}vy fields -- nontrivial exact Wightman fields in a wider field with a relaxed Gårding-Wightman Axioms-
by: Albeverio, Sergio, et al.
Published: (2026)

Heterogeneous diffusion process with power-law nonlinearity
by: Cardona, Jorge E., et al.
Published: (2025)

Numerical Solution of Free Stochastic Differential Equations
by: Schluechtermann, Georg, et al.
Published: (2022)

On Milstein-Type Methods for Free Stochastic Differential Equations
by: Wibmer, Michael, et al.
Published: (2025)

Numerical schemes for radial Dunkl processes
by: Ngo, Hoang-Long, et al.
Published: (2024)

A Local Bifurcation Theorem for McKean-Vlasov Diffusions
by: Zhang, Shao-Qin
Published: (2024)