Weak error on the densities for the Euler scheme of stable additive SDEs with H{ö}lder drift
Fuente:
arXiv
Saved in:
| Main Authors: | Fitoussi, Mathis, Menozzi, Stephane |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
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)
Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift
by: Fitoussi, Mathis, et al.
Published: (2024)
by: Fitoussi, Mathis, et al.
Published: (2024)
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)
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 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)
Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift
by: Bossy, Mireille, et al.
Published: (2024)
by: Bossy, Mireille, et al.
Published: (2024)
Heat kernel estimates for stable-driven SDEs with distributional drift
by: Fitoussi, Mathis
Published: (2023)
by: Fitoussi, Mathis
Published: (2023)
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)
Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients II: finite moments and higher-order schemes
by: Zhao, Yuying, et al.
Published: (2024)
by: Zhao, Yuying, et al.
Published: (2024)
On the randomized Euler scheme for SDEs with integral-form drift
by: Przybyłowicz, Paweł, et al.
Published: (2024)
by: Przybyłowicz, Paweł, et al.
Published: (2024)
On Heat kernel Estimtes for Brownian SDEs with Distributional Drift
by: Menozzi, Stéphane, et al.
Published: (2026)
by: Menozzi, Stéphane, et al.
Published: (2026)
Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs
by: Ding, Yan, et al.
Published: (2026)
by: Ding, Yan, et al.
Published: (2026)
An Explicit Euler-type Scheme for Lévy-driven SDEs with Superlinear and Time-Irregular Coefficients
by: Biswas, Sani, et al.
Published: (2025)
by: Biswas, Sani, et al.
Published: (2025)
Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise
by: Bréhier, Charles-Edouard, et al.
Published: (2024)
by: Bréhier, Charles-Edouard, et al.
Published: (2024)
The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
by: Yuanping, Cui, et al.
Published: (2024)
by: Yuanping, Cui, et al.
Published: (2024)
The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
by: Liu, Hu, et al.
Published: (2025)
by: Liu, Hu, et al.
Published: (2025)
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)
On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
by: Mickel, Annalena, et al.
Published: (2023)
by: Mickel, Annalena, et al.
Published: (2023)
Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
by: Hong, Jialin, et al.
Published: (2024)
by: Hong, Jialin, et al.
Published: (2024)
Asymptotic error distribution for tamed Euler method with coupled monotonicity condition
by: Dai, Xinjie, et al.
Published: (2026)
by: Dai, Xinjie, et al.
Published: (2026)
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)
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
by: Kamrani, Minoo, et al.
Published: (2023)
by: Kamrani, Minoo, et al.
Published: (2023)
An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
by: Jaquez, Luis Mario Chaparro, et al.
Published: (2026)
by: Jaquez, Luis Mario Chaparro, et al.
Published: (2026)
Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
by: Dai, Xinjie, et al.
Published: (2026)
by: Dai, Xinjie, et al.
Published: (2026)
Weak Convergence of Finite Element Approximations of Stochastic Linear Schrödinger equation driven by additive Wiener noise
by: Prasad, Mangala
Published: (2025)
by: Prasad, Mangala
Published: (2025)
Conditional Expectation expression in mean-field SDEs and its applications
by: Sojudi, Samaneh, et al.
Published: (2026)
by: Sojudi, Samaneh, et al.
Published: (2026)
Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation
by: Chassagneux, Jean-François, et al.
Published: (2024)
by: Chassagneux, Jean-François, 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)
Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
by: Agarwal, Ankush, et al.
Published: (2023)
by: Agarwal, Ankush, et al.
Published: (2023)
Random compressible Euler flows
by: Lukacova-Medvidova, Maria, et al.
Published: (2025)
by: Lukacova-Medvidova, Maria, et al.
Published: (2025)
Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions
by: Wang, Shengrong, et al.
Published: (2024)
by: Wang, Shengrong, et al.
Published: (2024)
Multilevel Picard scheme for solving high-dimensional drift control problems with state constraints
by: Zhong, Yuan
Published: (2025)
by: Zhong, Yuan
Published: (2025)
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
by: Chen, Xingyuan, et al.
Published: (2023)
by: Chen, Xingyuan, et al.
Published: (2023)
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)
A Multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients
by: Nguyen, Hoang-Viet, et al.
Published: (2024)
by: Nguyen, Hoang-Viet, et al.
Published: (2024)
Central limit theorem for temporal average of backward Euler--Maruyama method
by: Jin, Diancong
Published: (2023)
by: Jin, Diancong
Published: (2023)
Numerical analysis for leaky-integrate-fire networks under Euler-Maruyama
by: Dou, Xu'an, et al.
Published: (2026)
by: Dou, Xu'an, et al.
Published: (2026)
On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient
by: Ellinger, Simon, et al.
Published: (2025)
by: Ellinger, Simon, et al.
Published: (2025)
Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs
by: Awadelkarim, Elsiddig, et al.
Published: (2024)
by: Awadelkarim, Elsiddig, et al.
Published: (2024)
Resonance based schemes for SPDEs
by: Armstrong-Goodall, Jacob, et al.
Published: (2023)
by: Armstrong-Goodall, Jacob, et al.
Published: (2023)
Similar Items
-
Weak Error on the densities for the Euler scheme of stable additive SDEs with Besov drift
by: Fitoussi, Mathis, et al.
Published: (2025) -
Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift
by: Fitoussi, Mathis, et al.
Published: (2024) -
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) -
Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
by: Le, Anh-Dung
Published: (2024) -
On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient
by: Müller-Gronbach, Thomas, et al.
Published: (2025)