A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients

Fuente: arXiv
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Main Authors: Vu, Thi-Huong, Ngo, Hoang-Long, Luong, Duc-Trong, Khue, Tran Ngoc
Format: Preprint
Published: 2024
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author Vu, Thi-Huong
Ngo, Hoang-Long
Luong, Duc-Trong
Khue, Tran Ngoc
author_facet Vu, Thi-Huong
Ngo, Hoang-Long
Luong, Duc-Trong
Khue, Tran Ngoc
contents We propose a tamed-adaptive Milstein scheme for stochastic differential equations in which the first-order derivatives of the coefficients are locally Hölder continuous of order $α$. We show that the scheme converges in the $L_2$-norm with a rate of $(1+α)/2$ over both finite intervals $[0, T]$ and the infinite interval $(0, +\infty)$, under certain growth conditions on the coefficients.
format Preprint
id arxiv_https___arxiv_org_abs_2411_01849
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients
Vu, Thi-Huong
Ngo, Hoang-Long
Luong, Duc-Trong
Khue, Tran Ngoc
Probability
Numerical Analysis
We propose a tamed-adaptive Milstein scheme for stochastic differential equations in which the first-order derivatives of the coefficients are locally Hölder continuous of order $α$. We show that the scheme converges in the $L_2$-norm with a rate of $(1+α)/2$ over both finite intervals $[0, T]$ and the infinite interval $(0, +\infty)$, under certain growth conditions on the coefficients.
title A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients
topic Probability
Numerical Analysis
url https://arxiv.org/abs/2411.01849