Image de couverture de livre

Generative Modelling of Lévy Area for High Order SDE Simulation

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Jelinčič, Andraž, Tao, Jiajie, Turner, William F., Cass, Thomas, Foster, James, Ni, Hao
Format:	Preprint
Publié:	2023
Sujets:	Machine Learning Numerical Analysis Probability 65C30, 60H35, 68T99
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

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

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
par: Guo, Yujia, et autres
Publié: (2025)

A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
par: Guo, Yujia, et autres
Publié: (2024)

An Euler scheme for BSDEs via the Wiener chaos decomposition
par: Lozano, Pere Díaz, et autres
Publié: (2025)

High order splitting methods for SDEs satisfying a commutativity condition
par: Foster, James, et autres
Publié: (2022)

Long-time behavior of exact and numerical solutions of stochastic evolution equations on the sphere
par: Cohen, David, et autres
Publié: (2026)

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

Functional SDE approximation inspired by a deep operator network architecture
par: Eigel, Martin, et autres
Publié: (2024)

A forward scheme with machine learning for forward-backward SDEs with jumps by decoupling jumps
par: Kawai, Reiichiro, et autres
Publié: (2024)

Approximation of the Lévy-driven stochastic heat equation on the sphere
par: Lang, Annika, et autres
Publié: (2025)

Deep Operator BSDE: a Numerical Scheme to Approximate Solution Operators
par: Lozano, Pere Díaz, et autres
Publié: (2024)

Convergence rate for random walk approximations of mean field BSDEs
par: Djehiche, Boualem, et autres
Publié: (2024)

Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
par: Wu, Xiaoming, et autres
Publié: (2024)

On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
par: Mickel, Annalena, et autres
Publié: (2023)

On Surrogate Learning for Linear Stability Assessment of Navier-Stokes Equations with Stochastic Viscosity
par: Sousedík, Bedřich, et autres
Publié: (2021)

An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
par: Jaquez, Luis Mario Chaparro, et autres
Publié: (2026)

Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space
par: Jáquez, Luis Mario Chaparro, et autres
Publié: (2023)

Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
par: Qi, Xiao, et autres
Publié: (2026)

Well-posedness and numerical schemes for one-dimensional McKean-Vlasov equations and interacting particle systems with discontinuous drift
par: Leobacher, Gunther, et autres
Publié: (2020)

Full Discretization of Stochastic Semilinear Schrödinger equation driven by multiplicative Wiener noise
par: Bhar, Suprio, et autres
Publié: (2025)

Weak convergence rates for temporal numerical approximations of stochastic wave equations with multiplicative noise
par: Cox, Sonja, et autres
Publié: (2019)

Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function
par: Paikaray, Prit Pritam, et autres
Publié: (2023)

Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise
par: Wang, Yibo, et autres
Publié: (2024)

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
par: Becker, Sebastian, et autres
Publié: (2017)

Error bounds for full space-time splitting discretizations of semi-linear SPDEs -- with a focus on dG domain decompositions
par: Eisenmann, Monika, et autres
Publié: (2024)

Numerical Analysis of 2D Stochastic Navier--Stokes Equations with Transport Noise: Regularity and Spatial Semidiscretization
par: Li, Binjie, et autres
Publié: (2025)

Dimension reduction for large-scale stochastic systems with non-zero initial states and controlled diffusion
par: Redmann, Martin
Publié: (2024)

Underdamped Langevin MCMC with third order convergence
par: Scott, Maximilian, et autres
Publié: (2025)

Projected Langevin Monte Carlo algorithms in non-convex and super-linear setting
par: Pang, Chenxu, et autres
Publié: (2023)

Strong convergence of a class of adaptive numerical methods for SDEs with jumps
par: Kelly, Cónall, et autres
Publié: (2023)

Surface Dean--Kawasaki equations
par: Bell, John, et autres
Publié: (2026)

A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient
par: Biswas, Sani
Publié: (2026)

Convergence of the micro-macro Parareal Method for a Linear Scale-Separated Ornstein-Uhlenbeck SDE: extended version
par: Bossuyt, Ignace, et autres
Publié: (2025)

First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
par: Vashistha, Divyanshu, et autres
Publié: (2025)

An $L^0$-approach to stochastic evolution equations
par: Auestad, Øyvind Stormark
Publié: (2025)

Numerical integrators for confined Langevin dynamics
par: Leimkuhler, B., et autres
Publié: (2024)

Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
par: Leimkuhler, B., et autres
Publié: (2020)

Strong convergence of finite element approximations for a fourth-order stochastic pseudo-parabolic equation with additive noise
par: Bhar, Suprio, et autres
Publié: (2025)

Stochastic conformal integrators for linearly damped stochastic Poisson systems
par: Bréhier, Charles-Edouard, et autres
Publié: (2025)

Strong uniform Wong--Zakai approximations of Lévy-driven Marcus SDEs
par: Pavlyukevich, Ilya, et autres
Publié: (2025)