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| Autores principales: | , |
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| Formato: | Preprint |
| Publicado: |
2025
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| Materias: | |
| Acceso en línea: | https://arxiv.org/abs/2507.04022 |
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| _version_ | 1866911041144750080 |
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| author | Do, Minh Thang Ngo, Hoang Long |
| author_facet | Do, Minh Thang Ngo, Hoang Long |
| contents | We consider a class of $d$-dimensional stochastic differential equations that model a non-colliding random particle system. We provide a sufficient condition, which does not depend on the dimension $d$, for the existence of negative moments of the gap between two particles, and then apply this result to study the strong rate of convergence of the semi-implicit Euler-Maruyama approximation scheme. Our finding improves a recent result of Ngo and Taguchi (Annals of Applied Probability, 2020). |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2507_04022 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | On the existence of negative moments for some non-colliding particle systems and its application Do, Minh Thang Ngo, Hoang Long Probability 60G08 G.3 We consider a class of $d$-dimensional stochastic differential equations that model a non-colliding random particle system. We provide a sufficient condition, which does not depend on the dimension $d$, for the existence of negative moments of the gap between two particles, and then apply this result to study the strong rate of convergence of the semi-implicit Euler-Maruyama approximation scheme. Our finding improves a recent result of Ngo and Taguchi (Annals of Applied Probability, 2020). |
| title | On the existence of negative moments for some non-colliding particle systems and its application |
| topic | Probability 60G08 G.3 |
| url | https://arxiv.org/abs/2507.04022 |