Image de couverture de livre

Strong and weak convergence orders of numerical methods for SDEs driven by time-changed Lévy noise

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Chen, Ziheng, Liu, Jiao, Wu, Anxin
Format:	Preprint
Publié:	2025
Sujets:	Numerical Analysis
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Weak convergence order of stochastic theta method for SDEs driven by time-changed Lévy noise
par: Chen, Ziheng, et autres
Publié: (2026)

Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs
par: Ding, Yan, et autres
Publié: (2026)

Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
par: Butkovsky, Oleg, et autres
Publié: (2022)

$L^p$-strong convergence orders of fully discrete schemes for the SPDE driven by Lévy noise
par: Chen, Chuchu, et autres
Publié: (2024)

Strong convergence of a class of adaptive numerical methods for SDEs with jumps
par: Kelly, Cónall, et autres
Publié: (2023)

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

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis
par: Zhu, Jingtao, et autres
Publié: (2025)

Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients
par: Liu, Taiyuan, et autres
Publié: (2025)

An Explicit Euler-type Scheme for Lévy-driven SDEs with Superlinear and Time-Irregular Coefficients
par: Biswas, Sani, et autres
Publié: (2025)

Metric-driven numerical methods
par: Henning, Patrick, et autres
Publié: (2025)

Higher order numerical methods for SDEs without globally monotone coefficients
par: Dai, Lei, et autres
Publié: (2024)

Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
par: Wu, Xiaoming, et autres
Publié: (2024)

Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift
par: Bossy, Mireille, et autres
Publié: (2024)

Strong approximation of the time-fractional Cahn--Hilliard equation driven by a fractionally integrated additive noise
par: Al-Maskari, Mariam, et autres
Publié: (2024)

Foundations of Monte Carlo methods and stochastic simulations -- From Monte Carlo Lebesgue integration to weak approximation of SDEs
par: Przybyłowicz, Paweł
Publié: (2022)

Carleman Linearization of Parabolic PDEs: Well-posedness, convergence, and efficient numerical methods
par: Heinzelreiter, Bernhard, et autres
Publié: (2025)

Unconditionally positivity-preserving explicit order-one strong approximations of financial SDEs with non-Lipschitz coefficients
par: Wu, Xiaojuan, et autres
Publié: (2025)

A Multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients
par: Nguyen, Hoang-Viet, et autres
Publié: (2024)

On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
par: Frikha, Noufel, et autres
Publié: (2025)

1/2 order convergence rate of Euler-type methods for time-changed stochastic differential equations with super-linearly growing drift and diffusion coefficients
par: Wang, Shuai, et autres
Publié: (2025)

High order numerical methods for solving high orders functional differential equations
par: A, Dang Quang, et autres
Publié: (2024)

Long-time weak convergence analysis of a semi-discrete scheme for stochastic Maxwell equations
par: Chen, Chuchu, et autres
Publié: (2024)

On structure preservation for fully discrete finite difference schemes of stochastic heat equation with Lévy space-time white noise
par: Chen, Chuchu, et autres
Publié: (2024)

On the convergence of higher order finite element methods for nonlinear magnetostatics
par: Egger, Herbert, et autres
Publié: (2024)

Asymptotic error distribution of numerical methods for parabolic SPDEs with multiplicative noise
par: Hong, Jialin, et autres
Publié: (2025)

Strong error analysis and first-order convergence of Milstein-type schemes for McKean-Vlasov SDEs with superlinear coefficients
par: Zhu, Jingtao, et autres
Publié: (2025)

Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
par: Chen, Jingwei, et autres
Publié: (2025)

Improved weak convergence for the long time simulation of Mean-field Langevin equations
par: Chen, Xingyuan, et autres
Publié: (2024)

A second-order accurate, original energy dissipative numerical scheme for chemotaxis and its convergence analysis
par: Ding, Jie, et autres
Publié: (2024)

Strong convergence rates of Galerkin finite element methods for SWEs with cubic polynomial nonlinearity
par: Qi, Ruisheng, et autres
Publié: (2024)

The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
par: Liu, Hu, et autres
Publié: (2025)

Integrability of weak mixed first-order derivatives and convergence rates of scrambled digital nets
par: Liu, Yang
Publié: (2025)

A posteriori error estimation for weak Galerkin method of the fourth-order singularly perturbed problem
par: Liu, Shicheng, et autres
Publié: (2025)

Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions
par: Chen, Lin, et autres
Publié: (2025)

A refined convergence estimate for a fourth order finite difference numerical scheme to the Cahn-Hilliard equation
par: Guo, Jing, et autres
Publié: (2024)

Strong order-one convergence of the Euler method for random ordinary differential equations driven by semi-martingale noises
par: Kloeden, Peter E., et autres
Publié: (2023)

High-order BDF convolution quadrature for stochastic fractional evolution equations driven by integrated additive noise
par: Chen, Minghua, et autres
Publié: (2024)

Strong convergence of the adaptive Milstein method for nonlinear stochastic differential equations with piecewise continuous arguments
par: Zhang, Yuhang, et autres
Publié: (2025)

A high-order discontinuous Galerkin method for the numerical modeling of epileptic seizures
par: Saglio, Caterina Beatrice Leimer, et autres
Publié: (2024)

Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations
par: Zuo, Ruchun
Publié: (2025)