Cover Image

Constructing Maximal Germ Couplings of Brownian Motions with Drift

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Hummel, Sebastian, Jaffe, Adam Quinn
Format:	Preprint
Published:	2023
Subjects:	Probability 60J65, 60H35, 65C30
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

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

First- and Half-order Schemes for Regime Switching Stochastic Differential Equation with Non-differentiable Drift Coefficient
by: Vashistha, Divyanshu, et al.
Published: (2025)

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

Analysis of an exponential integrator for stochastic PDEs driven by Riesz noise
by: Bréhier, Charles-Edouard, 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)

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

A Tail-Respecting Explicit Numerical Scheme for Lévy-Driven SDEs With Superlinear Drifts
by: Aryasova, Olga, et al.
Published: (2025)

Drift-Randomized Milstein-Galerkin Finite Element Method for Semilinear Stochastic Evolution Equations
by: Qi, Xiao, et al.
Published: (2026)

Milstein-type schemes for McKean-Vlasov SDEs driven by Brownian motion and Poisson random measure (with super-linear coefficients)
by: Biswas, Sani, et al.
Published: (2024)

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

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

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

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

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)

Splitting methods for stochastic Hodgkin-Huxley type systems and a localized fundamental mean-square convergence theorem
by: Étoré, Pierre, et al.
Published: (2026)

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

Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by $α$-stable Lévy Process
by: Bao, Jianhai, et al.
Published: (2025)

Reaching the equilibrium: Long-term stable approximations for stochastic non-Newtonian Stokes equations with transport noise
by: Droniou, Jerome, et al.
Published: (2024)

Surface Dean--Kawasaki equations
by: Bell, John, et al.
Published: (2026)

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

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

Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures
by: Baldassari, Lorenzo, 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)

Convergence rate for random walk approximations of mean field BSDEs
by: Djehiche, Boualem, et al.
Published: (2024)

Interpolated Drift Implicit Euler MLMC Method for Barrier Option Pricing and application to CIR and CEV Models
by: Derouich, Mouna Ben, et al.
Published: (2022)

A Lyapunov-tamed Euler method for singular SDEs
by: Johnston, Tim, et al.
Published: (2026)

Strong uniform Wong--Zakai approximations of Lévy-driven Marcus SDEs
by: Pavlyukevich, Ilya, et al.
Published: (2025)

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

Stochastic conformal integrators for linearly damped stochastic Poisson systems
by: Bréhier, Charles-Edouard, et al.
Published: (2025)

An Euler scheme for BSDEs via the Wiener chaos decomposition
by: Lozano, Pere Díaz, et al.
Published: (2025)

Brownian motion on the Fubini extension space and applications
by: Amini, Hamed, et al.
Published: (2025)

Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
by: Bao, Jianhai, et al.
Published: (2025)

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

Numerical Analysis of 2D Stochastic Navier--Stokes Equations with Transport Noise: Regularity and Spatial Semidiscretization
by: Li, Binjie, et al.
Published: (2025)

Dynamical Low-Rank Approximation for Stochastic Differential Equations
by: Kazashi, Yoshihito, et al.
Published: (2023)

Renormalised Amperean Area of Brownian Motions and Symanzik Representation of the 2D Abelian Yang--Mills--Higgs Field
by: Sauzedde, Isao
Published: (2024)

On Surrogate Learning for Linear Stability Assessment of Navier-Stokes Equations with Stochastic Viscosity
by: Sousedík, Bedřich, et al.
Published: (2021)

Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function
by: Paikaray, Prit Pritam, et al.
Published: (2023)

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

Strong convergence of a fully discrete scheme for stochastic Burgers equation with fractional-type noise
by: Wang, Yibo, et al.
Published: (2024)