Imagen de Portada

Strong convergence of some Magnus-type schemes for the finite element discretization of non-autonomous parabolic SPDEs driven by additive fractional Brownian motion and Poisson random measure

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Noupelah, Aurelien Junior, Mukam, Jean Daniel, Tambue, Antoine
Formato:	Preprint
Publicado:	2024
Materias:	Numerical Analysis
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Strong convergence of a semi tamed scheme for stochastic differential algebraic equation under non-global Lipschitz coefficients
por: Tsafack, Guy, et al.
Publicado: (2025)

Pathwise convergence of a linearization scheme for stochastic differential-algebraic equations under the local Lipschitz coefficients
por: Tsafack, Guy, et al.
Publicado: (2026)

Concentration estimates for SPDEs driven by fractional Brownian motion
por: Berglund, Nils, et al.
Publicado: (2024)

Pathwise convergence of a novel numerical scheme based on semi-implicit method for stochastic differential-algebraic equations with non-global Lipschitz coefficients
por: Tsafack, Guy, et al.
Publicado: (2025)

Strong convergence of tamed theta scheme for superlinearly growing McKean-Vlasov NSDDEs driven by fractional Brownian motions
por: Tan, Li, et al.
Publicado: (2024)

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

Optimal control of SPDEs driven by time-space Brownian motion
por: Agram, Nacira, et al.
Publicado: (2023)

Blow-up estimates for a system of semilinear SPDEs driven by mixed fractional Brownian motions
por: Sankar, S., et al.
Publicado: (2022)

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

Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients
por: Serea, Oana Silvia, et al.
Publicado: (2024)

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

Poisson stability of solutions for stochastic evolution equations driven by fractional Brownian motion
por: Zhang, Xinze, et al.
Publicado: (2024)

Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
por: Gao, Shuaibin, et al.
Publicado: (2024)

Strong solutions to SDEs with singular drifts driven by fractional Brownian motions
por: Gu, Jiazhen, et al.
Publicado: (2026)

Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
por: Dareiotis, Konstantinos, et al.
Publicado: (2025)

Euler scheme for stochastic functional differential equations driven by fractional Brownian motion
por: Garzón, Johanna, et al.
Publicado: (2026)

Surface finite element approximation of parabolic SPDEs with Whittle--Matérn noise
por: Auestad, Øyvind Stormark, et al.
Publicado: (2025)

Piecewise linear interpolation of noise in finite element approximations of parabolic SPDEs
por: Lord, Gabriel, et al.
Publicado: (2022)

Strong solutions of fractional Brownian sheet driven SDEs with integrable drift
por: Bogso, Antoine-Marie, et al.
Publicado: (2023)

Long-time error analysis of finite element fully discrete schemes for SPDEs with non-globally Lipschitz coefficients
por: Qi, Ruisheng, et al.
Publicado: (2026)

Strong convergence of finite element schemes for the stochastic Landau--Lifshitz--Bloch equation
por: Soenjaya, Agus L.
Publicado: (2026)

The level of self-organized criticality in oscillating Brownian motion: $n$-consistency and stable Poisson-type convergence of the MLE
por: Brutsche, Johannes, et al.
Publicado: (2025)

Higher order numerical schemes for SPDEs with additive Noise
por: Chaudhary, Abhishek, et al.
Publicado: (2025)

A singular SDE driven by additive fractional Brownian motion with Hurst parameter H<1/2
por: Song, Xiaoming, et al.
Publicado: (2026)

Some refinements of existence results for SPDEs driven by Wiener processes and Poisson random measures
por: Tappe, Stefan
Publicado: (2019)

IDS for subordinate Brownian motions in Poisson random environment on nested fractals
por: Balsam, Hubert, et al.
Publicado: (2026)

A nonnegativity-preserving finite element method for a class of parabolic SPDEs with multiplicative noise
por: Djurdjevac, Ana, et al.
Publicado: (2025)

Branching fractional Brownian motion: discrete approximations and maximal displacement
por: Casanova, Adrián González, et al.
Publicado: (2023)

Number of local minima in discrete-time fractional Brownian motion
por: Dolgushev, Maxim, et al.
Publicado: (2025)

Gaussian-type density estimates for mixed SDEs driven by correlated fractional Brownian motions
por: Buthenhoff, Maximilian, et al.
Publicado: (2025)

Tanaka formula for SDEs driven by fractional Brownian motion
por: Sottinen, Tommi, et al.
Publicado: (2025)

The inhomogeneous fractional stochastic heat equation driven by fractional Brownian motion
por: Alessa, R., et al.
Publicado: (2024)

Wellposedness and averaging principle for conditional distribution dependent SDEs driven by standard Brownian motions and fractional Brownian motions
por: Tan, Li, et al.
Publicado: (2025)

Finite element approximation of parabolic SPDEs with Whittle--Matérn noise
por: Auestad, Øyvind Stormark, et al.
Publicado: (2024)

Conditional stochastic differential equations driven by fractional Brownian motion
por: Đorđević, Jasmina, et al.
Publicado: (2023)

Stochastic equations with singular drift driven by fractional Brownian motion
por: Butkovsky, Oleg, et al.
Publicado: (2023)

A Mimicking Theorem for processes driven by fractional Brownian motion
por: Hu, Kevin, et al.
Publicado: (2024)

Riemann-Liouville fractional Brownian motion with random Hurst exponent
por: Woszczek, Hubert, et al.
Publicado: (2024)

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)

Numerical solution of kinetic SPDEs via stochastic Magnus expansion
por: Kamm, Kevin, et al.
Publicado: (2022)