Buchumschlag

Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations

Fuente: arXiv

Gespeichert in:

Bibliographische Detailangaben
Hauptverfasser:	Chen, Jingwei, Ye, Jun, Chen, Jinwen, Wang, Zhidong
Format:	Preprint
Veröffentlicht:	2025
Schlagworte:	Probability Numerical Analysis 65C30, 60H10
Online-Zugang:	Acceder al recurso
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Ähnliche Einträge

$α$-scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed Lévy noise beyond Lipschitz continuity
von: Chen, Jingwei
Veröffentlicht: (2025)

Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
von: Angeli, Letizia, et al.
Veröffentlicht: (2023)

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

Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions
von: Chen, Lin, et al.
Veröffentlicht: (2025)

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

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

Pathwise convergence of the Euler scheme for rough and stochastic differential equations
von: Allan, Andrew L., et al.
Veröffentlicht: (2023)

On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient
von: Müller-Gronbach, T., et al.
Veröffentlicht: (2024)

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

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

Stochastic conformal integrators for linearly damped stochastic Poisson systems
von: Bréhier, Charles-Edouard, et al.
Veröffentlicht: (2025)

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

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

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

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

Long-time behavior of exact and numerical solutions of stochastic evolution equations on the sphere
von: Cohen, David, et al.
Veröffentlicht: (2026)

Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
von: Wang, Yibo, et al.
Veröffentlicht: (2024)

Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift
von: Spendier, Kathrin, et al.
Veröffentlicht: (2022)

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

Strong convergence of a class of adaptive numerical methods for SDEs with jumps
von: Kelly, Cónall, et al.
Veröffentlicht: (2023)

On splitting strategies for the numerical solution of stochastic delay differential equations with correlated noises
von: Kelly, Cónall, et al.
Veröffentlicht: (2026)

Strong convergence rate of the explicit adaptive time-stepping methods for stochastic diffusion systems with locally Lipschitz coefficients
von: Wen, Xueqi, et al.
Veröffentlicht: (2026)

Multi-dimensional anticipated backward stochastic differential equations with quadratic growth
von: Hu, Ying, et al.
Veröffentlicht: (2025)

Lawson schemes for highly oscillatory stochastic differential equations and conservation of invariants
von: Debrabant, Kristian, et al.
Veröffentlicht: (2019)

Error analysis for learning fractional stochastic differential equations with applications in neural approximations
von: Dehshiri, Mahdi, et al.
Veröffentlicht: (2026)

Strong order 1 adaptive approximation of jump-diffusion SDEs with discontinuous drift
von: Schwarz, Verena
Veröffentlicht: (2025)

Strong convergence in the infinite horizon of numerical methods for stochastic delay differential equations
von: Wang, Yudong, et al.
Veröffentlicht: (2025)

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

Mean-field backward stochastic differential equations and nonlocal PDEs with quadratic growth
von: Hao, Tao, et al.
Veröffentlicht: (2022)

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

Mean field stochastic differential equations with a diffusion coefficient with irregular distributional dependence
von: Nykänen, Jani
Veröffentlicht: (2025)

A mixed finite element method for a class of fourth-order stochastic evolution equations with multiplicative noise
von: Goldys, Beniamin, et al.
Veröffentlicht: (2025)

An exponential map free implicit midpoint method for stochastic Lie-Poisson systems
von: Ephrati, Sagy, et al.
Veröffentlicht: (2024)

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

Skew-symmetric schemes for stochastic differential equations with non-Lipschitz drift: an unadjusted Barker algorithm
von: Iguchi, Yuga, et al.
Veröffentlicht: (2024)

Sequential discretisation schemes for a class of stochastic differential equations and their application to Bayesian filtering
von: Akyildiz, Deniz, et al.
Veröffentlicht: (2022)

Quantitative approximation of stochastic kinetic equations: from discrete to continuum
von: Hao, Zimo, et al.
Veröffentlicht: (2024)

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

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

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