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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 |
| Etiquetas: |
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- 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).