Strong convergence of a semi tamed scheme for stochastic differential algebraic equation under non-global Lipschitz coefficients
Fuente:
arXiv
Saved in:
| Main Authors: | Tsafack, Guy, Tambue, Antoine |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
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)
by: Tsafack, Guy, et al.
Published: (2025)
Pathwise convergence of a linearization scheme for stochastic differential-algebraic equations under the local Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2026)
by: Tsafack, Guy, et al.
Published: (2026)
Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients
by: Serea, Oana Silvia, et al.
Published: (2024)
by: Serea, Oana Silvia, et al.
Published: (2024)
Strong convergence of some Magnus-type schemes for the finite element discretization of non-autonomous parabolic SPDEs driven by additive fractional Brownian motion and Poisson random measure
by: Noupelah, Aurelien Junior, et al.
Published: (2024)
by: Noupelah, Aurelien Junior, et al.
Published: (2024)
A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients
by: Vu, Thi-Huong, et al.
Published: (2024)
by: Vu, Thi-Huong, et al.
Published: (2024)
Strong convergence rates of stochastic theta methods for index 1 stochastic differential algebraic equations under non-globally Lipschitz conditions
by: Chen, Lin, et al.
Published: (2025)
by: Chen, Lin, et al.
Published: (2025)
A modified tamed scheme for stochastic differential equations with superlinear drifts
by: Ju, Zichang, et al.
Published: (2025)
by: Ju, Zichang, et al.
Published: (2025)
Stochastic theta methods for random periodic solution of stochastic differential equations under non-globally Lipschitz conditions
by: Chen, Ziheng, et al.
Published: (2024)
by: Chen, Ziheng, et al.
Published: (2024)
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)
by: Bossy, Mireille, et al.
Published: (2024)
Long-time weak convergence analysis of a semi-discrete scheme for stochastic Maxwell equations
by: Chen, Chuchu, et al.
Published: (2024)
by: Chen, Chuchu, et al.
Published: (2024)
Strong convergence rates for long-time approximations of SDEs with non-globally Lipschitz continuous coefficients
by: Wu, Xiaoming, et al.
Published: (2024)
by: Wu, Xiaoming, et al.
Published: (2024)
Strong convergence of the adaptive Milstein method for nonlinear stochastic differential equations with piecewise continuous arguments
by: Zhang, Yuhang, et al.
Published: (2025)
by: Zhang, Yuhang, et al.
Published: (2025)
Long-time error analysis of finite element fully discrete schemes for SPDEs with non-globally Lipschitz coefficients
by: Qi, Ruisheng, et al.
Published: (2026)
by: Qi, Ruisheng, et al.
Published: (2026)
Analysis of splitting schemes for stochastic evolution equations with non-Lipschitz nonlinearities driven by fractional noise
by: Ding, Xiao-Li, et al.
Published: (2025)
by: Ding, Xiao-Li, et al.
Published: (2025)
On the convergence of adaptive approximations for stochastic differential equations
by: Foster, James, et al.
Published: (2023)
by: Foster, James, et al.
Published: (2023)
Strong convergence of tamed theta scheme for superlinearly growing McKean-Vlasov NSDDEs driven by fractional Brownian motions
by: Tan, Li, et al.
Published: (2024)
by: Tan, Li, et al.
Published: (2024)
Novel technique based on Léja Points Approximation for Log-determinant Estimation of Large matrices
by: Mbingui, Verlon Roel, et al.
Published: (2026)
by: Mbingui, Verlon Roel, et al.
Published: (2026)
Strong convergence of multiscale truncated Euler-Maruyama method for super-linear slow-fast stochastic differential equations
by: Cui, Yuanping, et al.
Published: (2023)
by: Cui, Yuanping, et al.
Published: (2023)
On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient
by: Müller-Gronbach, T., et al.
Published: (2024)
by: Müller-Gronbach, T., et al.
Published: (2024)
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)
by: Hu, Xingwei, et al.
Published: (2025)
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)
by: Hu, Xingwei, et al.
Published: (2024)
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)
by: Wen, Xueqi, et al.
Published: (2026)
Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs
by: Ding, Yan, et al.
Published: (2026)
by: Ding, Yan, et al.
Published: (2026)
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)
by: Zhang, Yuhang, 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)
by: Liu, Wei
Published: (2019)
1/2 order convergence rate of Euler-type methods for time-changed stochastic differential equations with super-linearly growing drift and diffusion coefficients
by: Wang, Shuai, et al.
Published: (2025)
by: Wang, Shuai, et al.
Published: (2025)
A scalar auxiliary variable-based semi-implicit scheme for stochastic Cahn--Hilliard equation
by: Cui, Jianbo, et al.
Published: (2026)
by: Cui, Jianbo, et al.
Published: (2026)
Artificial Barriers for stochastic differential equations and for construction of boundary-preserving schemes
by: Ulander, Johan
Published: (2024)
by: Ulander, Johan
Published: (2024)
Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping
by: Cai, Meng, et al.
Published: (2023)
by: Cai, Meng, et al.
Published: (2023)
Segment convergence for super-linear stochastic functional differential equations by the truncated Euler-Maruyama method
by: Deng, Shounian, et al.
Published: (2026)
by: Deng, Shounian, et al.
Published: (2026)
Preconditioners based on Voronoi quantizers of random variable coefficients for stochastic elliptic partial differential equations
by: Venkovic, Nicolas, et al.
Published: (2024)
by: Venkovic, Nicolas, et al.
Published: (2024)
Stability of convergence rates: Kernel interpolation on non-Lipschitz domains
by: Wenzel, Tizian, et al.
Published: (2022)
by: Wenzel, Tizian, et al.
Published: (2022)
A novel second order scheme with one step for forward backward stochastic differential equations
by: Han, Qiang, et al.
Published: (2024)
by: Han, Qiang, et al.
Published: (2024)
Strong convergence of an explicit full-discrete scheme for stochastic Burgers-Huxley equation
by: Wang, Yibo, et al.
Published: (2024)
by: Wang, Yibo, et al.
Published: (2024)
Strong convergence of finite element schemes for the stochastic Landau--Lifshitz--Bloch equation
by: Soenjaya, Agus L.
Published: (2026)
by: Soenjaya, Agus L.
Published: (2026)
Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
by: Chen, Jingwei, et al.
Published: (2025)
by: Chen, Jingwei, et al.
Published: (2025)
Novel semi-explicit symplectic schemes for nonseparable stochastic Hamiltonian systems
by: Hong, Jialin, et al.
Published: (2024)
by: Hong, Jialin, et al.
Published: (2024)
Skew-symmetric schemes for stochastic differential equations with non-Lipschitz drift: an unadjusted Barker algorithm
by: Iguchi, Yuga, et al.
Published: (2024)
by: Iguchi, Yuga, et al.
Published: (2024)
Pathwise convergence of the Euler scheme for rough and stochastic differential equations
by: Allan, Andrew L., et al.
Published: (2023)
by: Allan, Andrew L., et al.
Published: (2023)
Strong convergence rates for full-discrete approximations of the stochastic Allen-Cahn equations on 2D torus
by: Ma, Ting, et al.
Published: (2024)
by: Ma, Ting, et al.
Published: (2024)
Similar Items
-
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) -
Pathwise convergence of a linearization scheme for stochastic differential-algebraic equations under the local Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2026) -
Existence and uniqueness for the solutions of non-autonomous stochastic differential algebraic equations with locally Lipschitz coefficients
by: Serea, Oana Silvia, et al.
Published: (2024) -
Strong convergence of some Magnus-type schemes for the finite element discretization of non-autonomous parabolic SPDEs driven by additive fractional Brownian motion and Poisson random measure
by: Noupelah, Aurelien Junior, et al.
Published: (2024) -
A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients
by: Vu, Thi-Huong, et al.
Published: (2024)