Convergence rate of the Euler-Maruyama scheme to density dependent SDEs driven by $α$-stable additive noise
Fuente:
arXiv
Saved in:
| Main Authors: | Song, Ke, Hao, Zimo |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Quantitative approximation to density dependent SDEs driven by $α$-stable processes
by: Song, Ke, et al.
Published: (2025)
by: Song, Ke, et al.
Published: (2025)
Euler--Maruyama scheme for $α$-stable SDE with distributional drift
by: Hao, Zimo, et al.
Published: (2026)
by: Hao, Zimo, et al.
Published: (2026)
Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
by: Le, Anh-Dung
Published: (2024)
by: Le, Anh-Dung
Published: (2024)
On the $\varepsilon$-Euler-Maruyama scheme for time-inhomogeneous jump-driven SDEs
by: Bossy, Mireille, et al.
Published: (2024)
by: Bossy, Mireille, et al.
Published: (2024)
On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
by: Frikha, Noufel, et al.
Published: (2025)
by: Frikha, Noufel, et al.
Published: (2025)
Strong and weak well-posedness of McKean-Vlasov SDEs driven by $α$-stable processes under unified condition
by: Hao, Zimo
Published: (2025)
by: Hao, Zimo
Published: (2025)
Weak Error on the densities for the Euler scheme of stable additive SDEs with Besov drift
by: Fitoussi, Mathis, et al.
Published: (2025)
by: Fitoussi, Mathis, et al.
Published: (2025)
On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient
by: Müller-Gronbach, Thomas, et al.
Published: (2025)
by: Müller-Gronbach, Thomas, et al.
Published: (2025)
Averaging principle for SDEs with singular drifts driven by $α$-stable processes
by: Cheng, Mengyu, et al.
Published: (2024)
by: Cheng, Mengyu, et al.
Published: (2024)
Tamed Euler-Maruyama method for SDEs with non-globally Lipschitz drift and multiplicative noise
by: Li, Xiang, et al.
Published: (2025)
by: Li, Xiang, et al.
Published: (2025)
Weak error on the densities for the Euler scheme of stable additive SDEs with H{ö}lder drift
by: Fitoussi, Mathis, et al.
Published: (2024)
by: Fitoussi, Mathis, et al.
Published: (2024)
Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
by: Hao, Zimo, et al.
Published: (2024)
by: Hao, Zimo, et al.
Published: (2024)
Strong rate of convergence for the Euler--Maruyama scheme of SDEs with unbounded Hölder continuous drift coefficient
by: Moritoki, Tsukasa, et al.
Published: (2026)
by: Moritoki, Tsukasa, et al.
Published: (2026)
Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift
by: Spendier, Kathrin, et al.
Published: (2022)
by: Spendier, Kathrin, et al.
Published: (2022)
The Euler-Maruyama method for SDEs with low-regularity drift
by: Wei, Jinlong, et al.
Published: (2025)
by: Wei, Jinlong, et al.
Published: (2025)
Supercritical McKean-Vlasov SDE driven by cylindrical $α$-stable process
by: Hao, Zimo, et al.
Published: (2024)
by: Hao, Zimo, et al.
Published: (2024)
SDE driven by cylindrical $α$-stable process with distributional drift
by: Hao, Zimo, et al.
Published: (2023)
by: Hao, Zimo, et al.
Published: (2023)
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
by: Butkovsky, Oleg, et al.
Published: (2022)
by: Butkovsky, Oleg, et al.
Published: (2022)
Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes
by: Ling, Chengcheng
Published: (2024)
by: Ling, Chengcheng
Published: (2024)
Phase transition in the EM scheme of an SDE driven by $α$-stable noises with $α\in (0,2]$
by: Wang, Yu, et al.
Published: (2024)
by: Wang, Yu, et al.
Published: (2024)
Strong convergence rate of Euler-Maruyama method for stochastic differential equations with Hölder continuous drift coefficient driven by symmetric $α$-stable process
by: Liu, Wei
Published: (2019)
by: Liu, Wei
Published: (2019)
$L^p$-sup Convergence of the Euler-Maruyama Scheme for SDEs with Distributional Besov Drift
by: Cagnotti, Matteo
Published: (2026)
by: Cagnotti, Matteo
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)
by: Bao, Jianhai, et al.
Published: (2025)
Euler-Maruyama method for distribution dependent stochastic differential equation driven by multiplicative fractional Brownian motion
by: Shen, Guangjun, et al.
Published: (2025)
by: Shen, Guangjun, et al.
Published: (2025)
Functional central limit theorem for Euler--Maruyama scheme with decreasing step sizes
by: Pei, Qiyang, et al.
Published: (2025)
by: Pei, Qiyang, et al.
Published: (2025)
Kinetic SDEs with subcritical distributional drifts
by: Chen, Zikai, et al.
Published: (2025)
by: Chen, Zikai, et al.
Published: (2025)
SDEs with subcritical Lebesgue--Hölder drift and driven by $α$-stable processes
by: Tian, Rongrong, et al.
Published: (2025)
by: Tian, Rongrong, et al.
Published: (2025)
$L^2$-Wasserstein contraction of modified Euler schemes for SDEs with high diffusivity and applications
by: Bao, Jianhai, et al.
Published: (2024)
by: Bao, Jianhai, et al.
Published: (2024)
SDEs with supercritical distributional drifts
by: Hao, Zimo, et al.
Published: (2023)
by: Hao, Zimo, et al.
Published: (2023)
Weak approximation of kinetic SDEs: closing the criticality gap
by: Hao, Zimo, et al.
Published: (2026)
by: Hao, Zimo, et al.
Published: (2026)
Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations
by: Hue, Vu Thi, et al.
Published: (2026)
by: Hue, Vu Thi, et al.
Published: (2026)
Riemannian Langevin Dynamics: Strong Convergence of Geometric Euler-Maruyama Scheme
by: Zhan, Zhiyuan, et al.
Published: (2026)
by: Zhan, Zhiyuan, et al.
Published: (2026)
Geometric ergodicity of modified Euler schemes for SDEs with super-linearity
by: Bao, Jianhai, et al.
Published: (2024)
by: Bao, Jianhai, et al.
Published: (2024)
Convergence rate of Euler-Maruyama scheme to the invariant probability measure under total variation distance
by: Wang, Yuke, et al.
Published: (2025)
by: Wang, Yuke, et al.
Published: (2025)
Strong solutions and sharp Euler--Maruyama approximations for SDEs with Lebesgue--Dini drift
by: Wei, Jinlong, et al.
Published: (2026)
by: Wei, Jinlong, et al.
Published: (2026)
Weak error for SDEs with additive stable noise and singular drift: choose the test function in the same space as the drift!
by: Jourdain, Benjamin, et al.
Published: (2026)
by: Jourdain, Benjamin, et al.
Published: (2026)
Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
by: Lucertini, Giacomo, et al.
Published: (2024)
by: Lucertini, Giacomo, et al.
Published: (2024)
Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
by: Bao, Jianhai, et al.
Published: (2025)
by: Bao, Jianhai, et al.
Published: (2025)
Weak solution for distribution dependent SDEs driven by Lévy noise
by: Ye, Mingkun
Published: (2026)
by: Ye, Mingkun
Published: (2026)
On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with common noise
by: Xu, Ke, et al.
Published: (2025)
by: Xu, Ke, et al.
Published: (2025)
Similar Items
-
Quantitative approximation to density dependent SDEs driven by $α$-stable processes
by: Song, Ke, et al.
Published: (2025) -
Euler--Maruyama scheme for $α$-stable SDE with distributional drift
by: Hao, Zimo, et al.
Published: (2026) -
Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
by: Le, Anh-Dung
Published: (2024) -
On the $\varepsilon$-Euler-Maruyama scheme for time-inhomogeneous jump-driven SDEs
by: Bossy, Mireille, et al.
Published: (2024) -
On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
by: Frikha, Noufel, et al.
Published: (2025)