Cover Image

On Milstein-Type Methods for Free Stochastic Differential Equations

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wibmer, Michael, Schlüchtermann, Georg
Format:	Preprint
Published:	2025
Subjects:	Probability 46L53, 46L54, 60H10, 65C30
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Numerical Solution of Free Stochastic Differential Equations
by: Schluechtermann, Georg, et al.
Published: (2022)

Boolean and Free Symmetrization of Bernoulli Distributions
by: Chakraborty, Sukrit
Published: (2025)

Additive processes on the real line and Loewner chains
by: Hasebe, Takahiro, et al.
Published: (2024)

Combinatorics of cyclic-conditional freeness
by: Arizmendi, Octavio, et al.
Published: (2023)

An Elementary Proof of the Inequality $χ\leq χ^*$ for Conditional Free Entropy
by: Jekel, David, et al.
Published: (2023)

Extremal random matrices with independent entries and matrix superconcentration inequalities
by: Brailovskaya, Tatiana, et al.
Published: (2024)

Regularity and Convergence Properties of Finite Free Convolutions
by: Fujie, Katsunori
Published: (2025)

A finitary criterion for selfless tracial C*-algebras
by: Jabbari, Ali
Published: (2026)

Monotone max-convolution and subordination functions for free max-convolution
by: Ueda, Yuki
Published: (2025)

A Class of Stochastic Runge-Kutta Methods for Stochastic Differential Equations Converging with Order 1 in $L^p$-Norm
by: Rößler, Andreas
Published: (2025)

A martingale approach to noncommutative stochastic calculus
by: Jekel, David A., et al.
Published: (2023)

Central Limit Theorem for Tensor Products of Free Variables via Bi-Free Independence
by: Skoufranis, Paul
Published: (2024)

Bi-Free Entropy with Respect to Completely Positive Maps
by: Katsimpas, Georgios, et al.
Published: (2021)

A Stochastic Reconstruction Theorem on Rectangular Increments with an Application to a Mixed Hyperbolic SPDE
by: Bellingeri, Carlo, et al.
Published: (2024)

On Fixed Point Theorems in Bipolar Metric Spaces Involving Polynomial-Type Contractions
by: Janardhanan, Gopinath, et al.
Published: (2025)

Asymptotic expansion for transport maps between laws of multimatrix models
by: Jekel, David, et al.
Published: (2026)

Matrix Concentration Inequalities and Free Probability II. Two-sided Bounds and Applications
by: Bandeira, Afonso S., et al.
Published: (2024)

Computing extreme singular values of free operators
by: Parmaksiz, Emre, et al.
Published: (2025)

A new approach to strong convergence II. The classical ensembles
by: Chen, Chi-Fang, et al.
Published: (2024)

Algebraic groups in non-commutative probability theory revisited
by: Chevyrev, Ilya, et al.
Published: (2022)

A new approach to strong convergence
by: Chen, Chi-Fang, et al.
Published: (2024)

Upgraded free independence phenomena for random unitaries
by: Jekel, David, et al.
Published: (2024)

Density of the free additive convolution of multi-cut measures
by: Moreillon, Philippe
Published: (2022)

Infinitesimal moments in free and c-free probability and Motzkin paths
by: Lenczewski, Romuald
Published: (2025)

On Bi-R-Diagonal Pairs of Operators
by: Katsimpas, Georgios
Published: (2019)

Rates of convergence in the Free Multiplicative Central Limit Theorem
by: Banna, Marwa, et al.
Published: (2025)

Finite-index phenomena and the topology of bundle singularities
by: Chirvasitu, Alexandru
Published: (2024)

Universality and sharp matrix concentration inequalities
by: Brailovskaya, Tatiana, et al.
Published: (2022)

Lecture Notes on Free Probability
by: Kargin, Vladislav
Published: (2013)

The atoms of graph product von Neumann algebras
by: Charlesworth, Ian, et al.
Published: (2025)

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

Non-commutative Stein's Method: Applications to Free Probability and Sums of Non-commutative Variables
by: Díaz, Mario, et al.
Published: (2024)

Measuring and Decomposing Mode Separation via the Canonical Diffusion
by: Tolkovsky, Shaul, et al.
Published: (2026)

$C^*$-independence for $\mathbb{Z}_2$-graded $C^*$-algebras
by: Griseta, Maria Elena, et al.
Published: (2024)

Matrix Random Walks and the Lima Bean Law
by: Driver, Bruce K., et al.
Published: (2025)

On free stable distributions
by: Hasebe, Takahiro, et al.
Published: (2014)

Variational formula for the logarithmic potential of free additive convolutions
by: Concetti, Francesco, et al.
Published: (2025)

A note on convergence of densities to free extreme value distributions
by: Kindaichi, Yamato, et al.
Published: (2024)

Zeros and exponential profiles of polynomials I: Limit distributions, finite free convolutions and repeated differentiation
by: Jalowy, Jonas, et al.
Published: (2025)

Free Araki-Woods factors and Connes' bicentralizer problem
by: Houdayer, Cyril
Published: (2008)