Cover Image

1/2 order convergence rate of Euler-type methods for time-changed stochastic differential equations with super-linearly growing drift and diffusion coefficients

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Wang, Shuai, Niu, Yuanling, Zhang, Ying
Format:	Preprint
Published:	2025
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions
by: Cai, Jingjing, et al.
Published: (2024)

Segment convergence for super-linear stochastic functional differential equations by the truncated Euler-Maruyama method
by: Deng, Shounian, et al.
Published: (2026)

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

Stochastic theta methods for free stochastic differential equations
by: Niu, Yuanling, et al.
Published: (2024)

Strong convergence of multiscale truncated Euler-Maruyama method for super-linear slow-fast stochastic differential equations
by: Cui, Yuanping, et al.
Published: (2023)

On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients
by: Jian, Jiamin, et al.
Published: (2025)

Strong convergence rate of Euler-Maruyama method for stochastic differential equations with Hölder continuous drift coefficient driven by symmetric $α$-stable process
by: Liu, Wei
Published: (2019)

Strong convergence rate of positivity-preserving truncated Euler--Maruyama method for multi-dimensional stochastic differential equations with positive solutions
by: Hu, Xingwei, et al.
Published: (2024)

Pathwise convergence of a linearization scheme for stochastic differential-algebraic equations under the local Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2026)

Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients
by: Deng, Shounian, et al.
Published: (2024)

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis
by: Zhu, Jingtao, et al.
Published: (2025)

An Euler-type method for Volterra integro-differential equations
by: Prentice, J. S. C.
Published: (2023)

On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
by: Mickel, Annalena, et al.
Published: (2023)

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

Approximation of invariant probability measures for super-linear stochastic functional differential equations with infinite delay
by: Li, Guozhen, et al.
Published: (2026)

Longtime behaviors of $θ$-Euler-Maruyama method for stochastic functional differential equations
by: Chen, Chuchu, et al.
Published: (2024)

Dimension-independent convergence rate of propagation of chaos and numerical analysis for McKean-Vlasov stochastic differential equations with coefficients nonlinearly dependent on measure
by: Zhang, Yuhang, et al.
Published: (2025)

Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
by: Chen, Jingwei, et al.
Published: (2025)

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

On the convergence of adaptive approximations for stochastic differential equations
by: Foster, James, et al.
Published: (2023)

Strong convergence rate of the positivity-preserving logarithmic truncated EM method for multi-dimensional stochastic differential equations with positive solutions
by: Hu, Xingwei, et al.
Published: (2025)

Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
by: Kamrani, Minoo, et al.
Published: (2023)

Strong convergence of the adaptive Milstein method for nonlinear stochastic differential equations with piecewise continuous arguments
by: Zhang, Yuhang, et al.
Published: (2025)

Strong convergence of a semi tamed scheme for stochastic differential algebraic equation under non-global Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2025)

Pathwise convergence of a novel numerical scheme based on semi-implicit method for stochastic differential-algebraic equations with non-global Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2025)

Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift
by: Bossy, Mireille, et al.
Published: (2024)

A parameter uniform essentially first order convergent numerical method for a parabolic singularly perturbed differential equation of reaction-diffusion type with initial and Robin boundary conditions
by: Ishwariya, R., et al.
Published: (2019)

Numerical Solution of linear drift-diffusion and pure drift equations on one-dimensional graphs
by: Crippa, Beatrice, et al.
Published: (2024)

McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
by: Liu, Zhuoqi, et al.
Published: (2026)

A modified tamed scheme for stochastic differential equations with superlinear drifts
by: Ju, Zichang, et al.
Published: (2025)

Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
by: Dai, Xinjie, et al.
Published: (2026)

A modified dynamic diffusion finite element method with optimal convergence rate for convection-diffusion-reaction equations
by: Du, Shaohong, et al.
Published: (2025)

Optimally convergent HDG method for third-order Korteweg-de Vries type equations
by: Dong, Bo
Published: (2016)

Splitting methods with complex coefficients for linear and nonlinear evolution equations
by: Blanes, Sergio, et al.
Published: (2024)

Strong and weak convergence orders of numerical methods for SDEs driven by time-changed Lévy noise
by: Chen, Ziheng, et al.
Published: (2025)

A new approximation method for solving stochastic differential equations
by: Mojarrad, Faezeh Nassajian
Published: (2024)

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

On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient
by: Müller-Gronbach, Thomas, et al.
Published: (2025)

Numerical approximations to invariant measures of hybrid stochastic differential equations with superlinear coefficients via the backward Euler-Maruyama method
by: Liu, Wei, et al.
Published: (2025)

Preconditioners based on Voronoi quantizers of random variable coefficients for stochastic elliptic partial differential equations
by: Venkovic, Nicolas, et al.
Published: (2024)