Image de couverture de livre

Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Zuo, Ruchun
Format:	Preprint
Publié:	2025
Sujets:	Numerical Analysis Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

On the convergence of adaptive approximations for stochastic differential equations
par: Foster, James, et autres
Publié: (2023)

Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
par: Kamrani, Minoo, et autres
Publié: (2023)

Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
par: Dai, Xinjie, et autres
Publié: (2026)

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

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

Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
par: Chen, Jingwei, et autres
Publié: (2025)

Taming singular stochastic differential equations: A numerical method
par: Lê, Khoa, et autres
Publié: (2021)

Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping
par: Cai, Meng, et autres
Publié: (2023)

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

Strong convergence rates for full-discrete approximations of the stochastic Allen-Cahn equations on 2D torus
par: Ma, Ting, et autres
Publié: (2024)

1/2 order convergence rate of Euler-type methods for time-changed stochastic differential equations with super-linearly growing drift and diffusion coefficients
par: Wang, Shuai, et autres
Publié: (2025)

Wong-Zakai approximations with convergence rate for stochastic partial differential equations
par: Nakayama, Toshiyuki, et autres
Publié: (2019)

Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time
par: Cui, Yuanping, et autres
Publié: (2024)

Weak approximation of stochastic differential equations with sticky boundary conditions
par: Sharma, Akash
Publié: (2025)

Asymptotic error distribution for stochastic Runge--Kutta methods of strong order one
par: Jin, Diancong
Publié: (2025)

Artificial Barriers for stochastic differential equations and for construction of boundary-preserving schemes
par: Ulander, Johan
Publié: (2024)

Pathwise convergence of the Euler scheme for rough and stochastic differential equations
par: Allan, Andrew L., et autres
Publié: (2023)

Boundary-preserving weak approximation for some semilinear stochastic partial differential equations
par: Ulander, Johan
Publié: (2024)

On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
par: Frikha, Noufel, et autres
Publié: (2025)

Long-time dynamics of stochastic wave equation with dissipative damping and its full discretization: exponential ergodicity and strong law of large numbers
par: Cai, Meng, et autres
Publié: (2024)

Multilevel Picard approximations for McKean-Vlasov stochastic differential equations with nonconstant diffusion
par: Neufeld, Ariel, et autres
Publié: (2025)

A tamed-adaptive Milstein scheme for stochastic differential equations with low regularity coefficients
par: Vu, Thi-Huong, et autres
Publié: (2024)

Neural variance reduction for stochastic differential equations
par: Hinds, P. D., et autres
Publié: (2022)

Strong convergence of parabolic rate $1$ of discretisations of stochastic Allen-Cahn-type equations
par: Gerencsér, Máté, et autres
Publié: (2022)

Scalability of the second-order reliability method for stochastic differential equations with multiplicative noise
par: Schorlepp, Timo, et autres
Publié: (2025)

Asymptotics of large deviations of finite difference method for stochastic Cahn--Hilliard equation
par: Jin, Diancong, et autres
Publié: (2023)

Improved weak convergence for the long time simulation of Mean-field Langevin equations
par: Chen, Xingyuan, et autres
Publié: (2024)

Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs
par: Ding, Yan, et autres
Publié: (2026)

Mean-square exponential stability of exact and numerical solutions for neutral stochastic delay differential equations with Markovian switching
par: Yang, Jina, et autres
Publié: (2025)

McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
par: Liu, Zhuoqi, et autres
Publié: (2026)

Fully discrete finite element methods for the stochastic Kuramoto-Sivashinsky equation with multiplicative noise
par: Nguyen, Hung D., et autres
Publié: (2025)

A new class of splitting methods that preserve ergodicity and exponential integrability for stochastic Langevin equation
par: Chen, Chuchu, et autres
Publié: (2024)

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

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

Strong convergence of the exponential Euler scheme for SDEs with superlinear growth coefficients and one-sided Lipschitz drift
par: Bossy, Mireille, et autres
Publié: (2024)

Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean--Vlasov stochastic differential equations
par: Neufeld, Ariel, et autres
Publié: (2023)

Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
par: Gao, Shuaibin, et autres
Publié: (2024)

A Randomized Runge-Kutta Method for time-irregular delay differential equations
par: Difonzo, Fabio V., et autres
Publié: (2024)

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

$L^p$-strong convergence orders of fully discrete schemes for the SPDE driven by Lévy noise
par: Chen, Chuchu, et autres
Publié: (2024)