How to simulate Lévy flights in a steep potential: An explicit splitting numerical scheme
Fuente:
arXiv
Saved in:
| Main Authors: | Pavlyukevich, Ilya, Aryasova, Olga, Chechkin, Alexei, Kulyk, Oleksii |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Tail-Respecting Explicit Numerical Scheme for Lévy-Driven SDEs With Superlinear Drifts
by: Aryasova, Olga, et al.
Published: (2025)
by: Aryasova, Olga, et al.
Published: (2025)
Strong uniform Wong--Zakai approximations of Lévy-driven Marcus SDEs
by: Pavlyukevich, Ilya, et al.
Published: (2025)
by: Pavlyukevich, Ilya, et al.
Published: (2025)
Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
by: Aryasova, Olga, et al.
Published: (2025)
by: Aryasova, Olga, et al.
Published: (2025)
Homogenization of a multivariate diffusion with semipermeable interfaces
by: Aryasova, Olga, et al.
Published: (2023)
by: Aryasova, Olga, et al.
Published: (2023)
Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
by: Pavlyukevich, Ilya, et al.
Published: (2023)
by: Pavlyukevich, Ilya, et al.
Published: (2023)
Path properties of Lévy driven mixed moving average processes
by: Grahovac, Danijel, et al.
Published: (2026)
by: Grahovac, Danijel, et al.
Published: (2026)
Levy's second arcsine law via the ballot theorem
by: Pitters, Helmut H.
Published: (2025)
by: Pitters, Helmut H.
Published: (2025)
Numerical schemes for radial Dunkl processes
by: Ngo, Hoang-Long, et al.
Published: (2024)
by: Ngo, Hoang-Long, et al.
Published: (2024)
Particle method for the numerical simulation of the path-dependent McKean-Vlasov equation
by: Bernou, Armand, et al.
Published: (2022)
by: Bernou, Armand, et al.
Published: (2022)
Martingale measure associated with the critical $2d$ stochastic heat flow
by: Nakashima, Makoto
Published: (2025)
by: Nakashima, Makoto
Published: (2025)
Implicit numerical approximation for stochastic delay differential equations with the nonlinear diffusion term in the infinite horizon
by: Wang, Yudong, et al.
Published: (2025)
by: Wang, Yudong, et al.
Published: (2025)
Multitype Lévy trees as scaling limits of multitype Bienaymé-Galton-Watson trees
by: Hernández, Osvaldo Angtuncio, et al.
Published: (2025)
by: Hernández, Osvaldo Angtuncio, et al.
Published: (2025)
Online minimum search for a Brownian bridge
by: Wu, Erik, et al.
Published: (2024)
by: Wu, Erik, et al.
Published: (2024)
Zeros of the Brownian Sheet
by: Chen, Keming, et al.
Published: (2024)
by: Chen, Keming, et al.
Published: (2024)
A large deviation principle for the normalized excursion of $α$-stable Lévy processes without negative jumps
by: Dort, Léo, et al.
Published: (2023)
by: Dort, Léo, et al.
Published: (2023)
Cover times with stochastic resetting
by: Linn, Samantha, et al.
Published: (2024)
by: Linn, Samantha, et al.
Published: (2024)
Some remarks on the Gram-Schmidt walk algorithm and consequences for Komlos conjecture
by: Bednorz, Witold, et al.
Published: (2024)
by: Bednorz, Witold, et al.
Published: (2024)
Small cover approach to the suprema of positive canonical processes
by: Bednorz, Witold, et al.
Published: (2024)
by: Bednorz, Witold, et al.
Published: (2024)
Marcinkiewicz--Zygmund-type SLLN for mixed moving average processes
by: Grahovac, Danijel, et al.
Published: (2026)
by: Grahovac, Danijel, et al.
Published: (2026)
Isotropic Q-fractional Brownian motion on the sphere: regularity and fast simulation
by: Lang, Annika, et al.
Published: (2024)
by: Lang, Annika, et al.
Published: (2024)
Extending the noise of splitting to its completion and stability of Brownian maxima
by: Vidmar, Matija, et al.
Published: (2024)
by: Vidmar, Matija, et al.
Published: (2024)
Sample path behaviors of Lévy processes conditioned to avoid zero
by: Takeda, Shosei
Published: (2022)
by: Takeda, Shosei
Published: (2022)
Scaling limit for small blocks in the Chinese restaurant process
by: Galganov, Oleksii, et al.
Published: (2025)
by: Galganov, Oleksii, et al.
Published: (2025)
Strassen's local law of the iterated logarithm for the generalized fractional Brownian motion
by: Wang, Ran, et al.
Published: (2024)
by: Wang, Ran, et al.
Published: (2024)
Lower classes and Chung's LILs of the fractional integrated generalized fractional Brownian motion
by: Lyu, Mengjie, et al.
Published: (2024)
by: Lyu, Mengjie, et al.
Published: (2024)
The suprema of selector processes with the application to positive infinitely divisible processes
by: Bednorz, Witold, et al.
Published: (2022)
by: Bednorz, Witold, et al.
Published: (2022)
Parabolic Fractal Geometry of Stable Lévy Processes with Drift
by: Kern, Peter, et al.
Published: (2023)
by: Kern, Peter, et al.
Published: (2023)
Cover times of many diffusive or subdiffusive searchers
by: Kim, Hyunjoong, et al.
Published: (2023)
by: Kim, Hyunjoong, et al.
Published: (2023)
The hybrid exact scheme for the simulation of first-passage times of jump-diffusions with time-dependent thresholds
by: Desmettre, Sascha, et al.
Published: (2025)
by: Desmettre, Sascha, et al.
Published: (2025)
On the orthogonality of zero-mean Gaussian measures: Sufficiently dense sampling
by: Furrer, Reinhard, et al.
Published: (2022)
by: Furrer, Reinhard, et al.
Published: (2022)
Survival of a long random string among hard Poisson traps
by: Athreya, Siva, et al.
Published: (2026)
by: Athreya, Siva, et al.
Published: (2026)
A characterisation of the continuum Gaussian free field in $d \geq 2$ dimensions
by: Aru, Juhan, et al.
Published: (2021)
by: Aru, Juhan, et al.
Published: (2021)
The Sticky Lévy Process as a solution to a Time Change Equation
by: Ramírez, Miriam, et al.
Published: (2022)
by: Ramírez, Miriam, et al.
Published: (2022)
Brownian windings, Stochastic Green's formula and inhomogeneous magnetic impurities
by: Sauzedde, Isao
Published: (2023)
by: Sauzedde, Isao
Published: (2023)
Universality and ambiguity in extremes of anomalous diffusion
by: Lawley, Sean D
Published: (2026)
by: Lawley, Sean D
Published: (2026)
Growth rates for the Hölder coefficients of the linear stochastic fractional heat equation with rough dependence in space
by: Liu, Chang, et al.
Published: (2025)
by: Liu, Chang, et al.
Published: (2025)
The compact support property for solutions to stochastic heat equations with stable noise
by: Hughes, Thomas
Published: (2022)
by: Hughes, Thomas
Published: (2022)
Local linearization for estimating the diffusion parameter of nonlinear stochastic wave equations with spatially correlated noise
by: Liu, Guoping, et al.
Published: (2025)
by: Liu, Guoping, et al.
Published: (2025)
Asymptotic expansions for normal deviations of random walks conditioned to stay positive
by: Denisov, Denis, et al.
Published: (2024)
by: Denisov, Denis, et al.
Published: (2024)
On the minimal integral energy of majorants of the Wiener process
by: Nikitin, S. E.
Published: (2025)
by: Nikitin, S. E.
Published: (2025)
Similar Items
-
A Tail-Respecting Explicit Numerical Scheme for Lévy-Driven SDEs With Superlinear Drifts
by: Aryasova, Olga, et al.
Published: (2025) -
Strong uniform Wong--Zakai approximations of Lévy-driven Marcus SDEs
by: Pavlyukevich, Ilya, et al.
Published: (2025) -
Limit theorems for sticky SDEs with local times and applications to stochastic homogenization
by: Aryasova, Olga, et al.
Published: (2025) -
Homogenization of a multivariate diffusion with semipermeable interfaces
by: Aryasova, Olga, et al.
Published: (2023) -
Walsh's Brownian Motion and Donsker Scaling Limits of Perturbed Random Walks
by: Pavlyukevich, Ilya, et al.
Published: (2023)