Copertina

Strong uniform Wong--Zakai approximations of Lévy-driven Marcus SDEs

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Pavlyukevich, Ilya, Thipyarat, Sooppawat
Natura:	Preprint
Pubblicazione:	2025
Soggetti:	Probability 65C30, 60H10, 60G51, 60H35
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

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

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

A new numerical scheme for Itô stochastic differential equations based on Wick-type Wong-Zakai arguments
di: Lanconelli, Alberto, et al.
Pubblicazione: (2024)

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

Wong-Zakai approximation of density functions
di: Inahama, Yuzuru
Pubblicazione: (2023)

Learning Stochastic Reduced Models from Data: A Nonintrusive Approach
di: Freitag, M. A., et al.
Pubblicazione: (2024)

Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes
di: Ling, Chengcheng
Pubblicazione: (2024)

Heterogeneous diffusion process with power-law nonlinearity
di: Cardona, Jorge E., et al.
Pubblicazione: (2025)

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
di: Guo, Yujia, et al.
Pubblicazione: (2025)

Lévy Langevin Monte Carlo for sampling from heavy-tailed target distributions
di: Behme, Anita, et al.
Pubblicazione: (2025)

Strong solution of stochastic differential equations with discontinuous and unbounded coefficients
di: Hu, Yaozhong, et al.
Pubblicazione: (2023)

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

Strong solutions to degenerate SDEs and uniqueness for degenerate Fokker-Planck equations
di: Grube, Sebastian
Pubblicazione: (2024)

A Skorohod measurable universal functional representation of solutions to semimartingale SDEs
di: Przybyłowicz, Paweł, et al.
Pubblicazione: (2022)

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

Numerical approximation of SDEs with fractional noise and distributional drift
di: Goudenège, Ludovic, et al.
Pubblicazione: (2023)

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

Strong solutions and sharp Euler--Maruyama approximations for SDEs with Lebesgue--Dini drift
di: Wei, Jinlong, et al.
Pubblicazione: (2026)

A probabilistic interpretation of a non-conservative and path-dependent nonlinear reaction-advection-diffusion system
di: Morale, Daniela, et al.
Pubblicazione: (2024)

Simplest random walk for approximating Robin boundary value problems and ergodic limits of reflected diffusions
di: Leimkuhler, B., et al.
Pubblicazione: (2020)

A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
di: Guo, Yujia, et al.
Pubblicazione: (2024)

Bicausal optimal transport for SDEs with irregular coefficients
di: Hitz, Michaela, et al.
Pubblicazione: (2024)

Differentiating through Stochastic Differential Equations: A Primer
di: Leburu, Rishi, et al.
Pubblicazione: (2026)

Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
di: Wu, Xiaoming, et al.
Pubblicazione: (2024)

Strong convergence rates for explicit space-time discrete numerical approximations of stochastic Allen-Cahn equations
di: Becker, Sebastian, et al.
Pubblicazione: (2017)

Numerical approximation of SDEs driven by fractional Brownian motion for all $H\in(0,1)$ using WIS integration
di: Erdogan, Utku, et al.
Pubblicazione: (2024)

Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
di: Butkovsky, Oleg, et al.
Pubblicazione: (2022)

Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
di: Lucertini, Giacomo, et al.
Pubblicazione: (2024)

Approximation of the Lévy-driven stochastic heat equation on the sphere
di: Lang, Annika, et al.
Pubblicazione: (2025)

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

Numerical integrators for confined Langevin dynamics
di: Leimkuhler, B., et al.
Pubblicazione: (2024)

Characteristic function and Esscher transform of a switching Levy model for the temperature dynamic
di: Jabbari, Rofeide, et al.
Pubblicazione: (2024)

Derivatives Along a Curve and the Functional Stochastic Calculus
di: Houdré, Christian, et al.
Pubblicazione: (2026)

An $L^0$-approach to stochastic evolution equations
di: Auestad, Øyvind Stormark
Pubblicazione: (2025)

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

On explosion time in stochastic differential equations driven by fractional Brownian motion
di: Garzon, Johanna, et al.
Pubblicazione: (2024)

Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii-type: the time-dependent case
di: Grube, Sebastian
Pubblicazione: (2022)

Optimal Rates for Ergodic SDEs Driven by Multiplicative $α$-Stable Processes in Wasserstein-1 distance
di: Jin, Xinghu, et al.
Pubblicazione: (2025)

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

Kalman-Langevin dynamics : exponential convergence, particle approximation and numerical approximation
di: Ringh, Axel, et al.
Pubblicazione: (2025)