Cover Image

Euler-type approximation for the invariant measure: An abstract framework

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Alfonsi, Aurélien, Bally, Vlad, Kohatsu-Higa, Arturo
Format:	Preprint
Published:	2025
Subjects:	Probability 37M25, 60G99, 65C99
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Tossing half-coins and other partial coins: signed probabilities and Sibuya distribution
by: Leonenko, Nikolai, et al.
Published: (2025)

The random timestep Euler method and its continuous dynamics
by: Latz, Jonas
Published: (2024)

On Construction, Properties and Simulation of Haar-Based Multifractional Processes
by: Ayache, Antoine, et al.
Published: (2025)

Piecewise deterministic sampling with splitting schemes
by: Bertazzi, Andrea, et al.
Published: (2023)

Stochastic parameterisation: the importance of nonlocality and memory
by: Brolly, Martin T.
Published: (2024)

Convergence rate for random walk approximations of mean field BSDEs
by: Djehiche, Boualem, et al.
Published: (2024)

Spatial best linear unbiased prediction: A computational mathematics approach for high dimensional massive datasets
by: Castrillon-Candas, Julio E.
Published: (2017)

Sufficientness postulates for measure-valued Pólya urn sequences
by: Sariev, Hristo, et al.
Published: (2023)

An Euler scheme for BSDEs via the Wiener chaos decomposition
by: Lozano, Pere Díaz, et al.
Published: (2025)

A projected Euler Method for Random Periodic Solutions of Semi-linear SDEs with non-globally Lipschitz coefficients
by: Guo, Yujia, et al.
Published: (2024)

Unique Reconstruction From Mean-Field Measurements
by: Kiran, Narcicegi, et al.
Published: (2025)

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
by: Guo, Yujia, et al.
Published: (2025)

Conservative and dissipative discretisations of multi-conservative ODEs and GENERIC systems
by: Andrews, Boris D., et al.
Published: (2025)

Localized Dynamic Mode Decomposition with Temporally Adaptive Segmentation
by: Li, Qiuqi, et al.
Published: (2025)

A Dynamical Variable-separation Method for Parameter-dependent Dynamical Systems
by: Chen, Liang, et al.
Published: (2025)

A Reduced Order Modeling Method with Variable-Separation-Based Domain Decomposition for Parametric Dynamical Systems
by: Ba, Yuming, et al.
Published: (2025)

Equations with infinite delay: pseudospectral discretization for numerical stability and bifurcation in an abstract framework
by: Scarabel, Francesca, et al.
Published: (2023)

From Features to States: Data-Driven Selection of Measured State Variables via RFE-DMDc
by: Wang, Haoyu, et al.
Published: (2025)

Linear implicit approximations of invariant measures of semi-linear SDEs with non-globally Lipschitz coefficients
by: Pang, Chenxu, et al.
Published: (2023)

Complex abstract Wiener spaces
by: van Leeuwen, Tess J., et al.
Published: (2025)

Functional worst risk minimization
by: Kennerberg, Philip, et al.
Published: (2024)

Uniform in time convergence of numerical schemes for stochastic differential equations via Strong Exponential stability: Euler methods, Split-Step and Tamed Schemes
by: Angeli, Letizia, et al.
Published: (2023)

Characterization of exchangeable measure-valued Pólya urn sequences
by: Sariev, Hristo, et al.
Published: (2023)

An SDE Perspective on Stochastic Inertial Gradient Dynamics with Time-Dependent Viscosity and Geometric Damping
by: Maulen-Soto, Rodrigo, et al.
Published: (2024)

LDMD with Temporally Adaptive Segmentation
by: Li, Qiuqi, et al.
Published: (2025)

On the negativity of the top Lyapunov exponent for stochastic differential equations driven by fractional Brownian motion
by: Neamţu, Alexandra Blessing, et al.
Published: (2025)

An efficient data-driven solver for Fokker-Planck equations: algorithm and analysis
by: Dobson, Matthew, et al.
Published: (2019)

Central limit theorem for random walks in divergence free random drift field -- revisited
by: Tóth, Bálint
Published: (2025)

A non-autonomous Hamiltonian diffeomorphism with roots of all orders
by: Grunder, Nicolas, et al.
Published: (2025)

A New Compound Poisson Process and Its Fractional Versions
by: Vellaisamy, Palaniappan, et al.
Published: (2024)

Multidimensional compound Poisson approximations for symmetric distributions
by: Čekanavičius, Vydas, et al.
Published: (2026)

Data-Driven Dynamic Factor Modeling via Manifold Learning
by: Baker, Graeme, et al.
Published: (2025)

Equivariant discretizations of diffusions, random walks, and harmonic functions
by: Ballmann, Werner, et al.
Published: (2019)

Indistinguishability in One-or-Two-Ended Forests on Unimodular Random Graphs
by: Baccelli, Francois, et al.
Published: (2026)

On a convergence of positive continuous additive functionals in terms of their smooth measures
by: Nishimori, Yasuhito, et al.
Published: (2024)

Central limit theorem for random walk in degenerate divergence-free random environment: $\mathcal H_{-1}$ reloaded with relaxed ellipticity
by: Tóth, Bálint
Published: (2026)

Cusp bifurcations: numerical detection via two-parameter continuation and computer-assisted proofs of existence
by: Lessard, Jean-Philippe, et al.
Published: (2024)

Enforcing conservation laws and dissipation inequalities numerically via auxiliary variables
by: Andrews, Boris D., et al.
Published: (2024)

Locally optimal Functional Quantization
by: Luschgy, Harald, et al.
Published: (2025)

Quantitative Convergence Rates for Stochastically Monotone Markov Chains
by: Kamihigashi, Takashi, et al.
Published: (2024)