Asymptotically unbiased approximation of the QSD of diffusion processes with a decreasing time step Euler scheme
Fuente:
arXiv
Guardado en:
| Autores principales: | Panloup, Fabien, Reygner, Julien |
|---|---|
| Formato: | Preprint |
| Publicado: |
2023
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Multilevel-Langevin pathwise average for Gibbs approximation
por: Egéa, Maxime, et al.
Publicado: (2021)
por: Egéa, Maxime, et al.
Publicado: (2021)
Quasi-Stationary Distributions of Interacting Dynamical Systems and their approximation
por: Assadeck, Mohamed Alfaki Aboubacrine, et al.
Publicado: (2025)
por: Assadeck, Mohamed Alfaki Aboubacrine, et al.
Publicado: (2025)
Kolmogorov-Smirnov distance and discrepancies versus Wasserstein distances
por: Pagès, Gilles, et al.
Publicado: (2026)
por: Pagès, Gilles, et al.
Publicado: (2026)
Functional central limit theorem for Euler--Maruyama scheme with decreasing step sizes
por: Pei, Qiyang, et al.
Publicado: (2025)
por: Pei, Qiyang, et al.
Publicado: (2025)
Local convergence rates for Wasserstein gradient flows and McKean-Vlasov equations with multiple stationary solutions
por: Monmarché, Pierre, et al.
Publicado: (2024)
por: Monmarché, Pierre, et al.
Publicado: (2024)
Convergence rate of the occupation measure of classes of ergodic processes toward their invariant distribution in mean Wasserstein distance
por: Pagès, Gilles, et al.
Publicado: (2026)
por: Pagès, Gilles, et al.
Publicado: (2026)
Fast convergence rates for estimating the stationary density in SDEs driven by a fractional Brownian motion with semi-contractive drift
por: Amorino, Chiara, et al.
Publicado: (2024)
por: Amorino, Chiara, et al.
Publicado: (2024)
Gibbs principle with infinitely many constraints: optimality conditions and stability
por: Chaintron, Louis-Pierre, et al.
Publicado: (2024)
por: Chaintron, Louis-Pierre, et al.
Publicado: (2024)
Condensation in Fleming--Viot particle systems with fast selection mechanism
por: Journel, Lucas, et al.
Publicado: (2024)
por: Journel, Lucas, et al.
Publicado: (2024)
Quasi-stationary distribution for kinetic SDEs with low regularity coefficients
por: Champagnat, Nicolas, et al.
Publicado: (2024)
por: Champagnat, Nicolas, et al.
Publicado: (2024)
$L^2$-Wasserstein contraction of modified Euler schemes for SDEs with high diffusivity and applications
por: Bao, Jianhai, et al.
Publicado: (2024)
por: Bao, Jianhai, et al.
Publicado: (2024)
Diffusion approximation of controlled branching processes using limit theorems for random step processes
por: González, et al.
Publicado: (2021)
por: González, et al.
Publicado: (2021)
On the SAGA algorithm with decreasing step
por: Fredes, Luis, et al.
Publicado: (2024)
por: Fredes, Luis, et al.
Publicado: (2024)
On the $\varepsilon$-Euler-Maruyama scheme for time-inhomogeneous jump-driven SDEs
por: Bossy, Mireille, et al.
Publicado: (2024)
por: Bossy, Mireille, et al.
Publicado: (2024)
Asymptotic analysis on narrow tubes: narrow escape problems and diffusion processes
por: Hsu, Wen-Tai
Publicado: (2025)
por: Hsu, Wen-Tai
Publicado: (2025)
On a finite quasi birth-death process with catastrophes and its diffusion approximation
por: Di Nunno, Giulia, et al.
Publicado: (2025)
por: Di Nunno, Giulia, et al.
Publicado: (2025)
On Carathéodory approximate scheme for a class of one-dimensional doubly perturbed diffusion processes
por: Belfadli, R., et al.
Publicado: (2025)
por: Belfadli, R., et al.
Publicado: (2025)
Asymptotic analysis of random walks on ice and graphite
por: Bercu, Bernard, et al.
Publicado: (2021)
por: Bercu, Bernard, et al.
Publicado: (2021)
Geometric ergodicity of modified Euler schemes for SDEs with super-linearity
por: Bao, Jianhai, et al.
Publicado: (2024)
por: Bao, Jianhai, et al.
Publicado: (2024)
Euler--Maruyama scheme for $α$-stable SDE with distributional drift
por: Hao, Zimo, et al.
Publicado: (2026)
por: Hao, Zimo, et al.
Publicado: (2026)
Asymptotic direction of a ballistic random walk in a two-dimensional random environment with nonuniform mixing
por: Allasia, Julien
Publicado: (2023)
por: Allasia, Julien
Publicado: (2023)
A mixed fractional CIR model: positivity and an implicit Euler scheme
por: Zhang, Cong, et al.
Publicado: (2025)
por: Zhang, Cong, et al.
Publicado: (2025)
On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
por: Mickel, Annalena, et al.
Publicado: (2023)
por: Mickel, Annalena, et al.
Publicado: (2023)
On the time a diffusion process spends along a line
por: Hjort, Nils Lid, et al.
Publicado: (2026)
por: Hjort, Nils Lid, et al.
Publicado: (2026)
On approximation for time-fractional stochastic diffusion equations on the unit sphere
por: Alodat, T., et al.
Publicado: (2022)
por: Alodat, T., et al.
Publicado: (2022)
Beyond Poisson: First-Passage Asymptotics of Renewal Shot Noise
por: Brémont, Julien
Publicado: (2025)
por: Brémont, Julien
Publicado: (2025)
On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
por: Frikha, Noufel, et al.
Publicado: (2025)
por: Frikha, Noufel, et al.
Publicado: (2025)
Asymptotic analysis in problems with fractional processes
por: Chigansky, P., et al.
Publicado: (2024)
por: Chigansky, P., et al.
Publicado: (2024)
Weak approximation for Gaussian processes from renewal processes
por: Bardina, Xavier, et al.
Publicado: (2025)
por: Bardina, Xavier, et al.
Publicado: (2025)
Asymptotic version of the parametrix method for Markov chains converging to diffusions
por: Bitter, I., et al.
Publicado: (2025)
por: Bitter, I., et al.
Publicado: (2025)
Convergence rate of the Smoluchowski-Kramers approximation for diffusions with jumps
por: Shi, Chungang
Publicado: (2024)
por: Shi, Chungang
Publicado: (2024)
A Numerical scheme to approximate the solution of the planar Skorokhod embedding problem
por: Becher, Mrabet, et al.
Publicado: (2025)
por: Becher, Mrabet, et al.
Publicado: (2025)
On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient
por: Müller-Gronbach, Thomas, et al.
Publicado: (2025)
por: Müller-Gronbach, Thomas, et al.
Publicado: (2025)
Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
por: Hong, Jialin, et al.
Publicado: (2024)
por: Hong, Jialin, et al.
Publicado: (2024)
Asymptotic error distribution for tamed Euler method with coupled monotonicity condition
por: Dai, Xinjie, et al.
Publicado: (2026)
por: Dai, Xinjie, et al.
Publicado: (2026)
A universal scaling limit for diffusive amnesic step-reinforced random walks
por: Bertenghi, Marco, et al.
Publicado: (2024)
por: Bertenghi, Marco, et al.
Publicado: (2024)
Asymptotic properties of the maximum likelihood estimator for Hidden Markov Models indexed by binary trees
por: Weibel, Julien
Publicado: (2024)
por: Weibel, Julien
Publicado: (2024)
Weak approximation of Schrödinger-Föllmer diffusion
por: Endo, Koya, et al.
Publicado: (2024)
por: Endo, Koya, et al.
Publicado: (2024)
Long-time $L^p$ Wasserstein contraction for diffusion processes without global dissipativity
por: Monmarché, Pierre
Publicado: (2026)
por: Monmarché, Pierre
Publicado: (2026)
Asymptotic regularity of a generalised stochastic Halpern scheme
por: Pischke, Nicholas, et al.
Publicado: (2024)
por: Pischke, Nicholas, et al.
Publicado: (2024)
Ejemplares similares
-
Multilevel-Langevin pathwise average for Gibbs approximation
por: Egéa, Maxime, et al.
Publicado: (2021) -
Quasi-Stationary Distributions of Interacting Dynamical Systems and their approximation
por: Assadeck, Mohamed Alfaki Aboubacrine, et al.
Publicado: (2025) -
Kolmogorov-Smirnov distance and discrepancies versus Wasserstein distances
por: Pagès, Gilles, et al.
Publicado: (2026) -
Functional central limit theorem for Euler--Maruyama scheme with decreasing step sizes
por: Pei, Qiyang, et al.
Publicado: (2025) -
Local convergence rates for Wasserstein gradient flows and McKean-Vlasov equations with multiple stationary solutions
por: Monmarché, Pierre, et al.
Publicado: (2024)