An Explicit Euler-type Scheme for Lévy-driven SDEs with Superlinear and Time-Irregular Coefficients
Fuente:
arXiv
Saved in:
| Main Authors: | Biswas, Sani, Fontbona, Joaquin |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient
by: Biswas, Sani
Published: (2026)
by: Biswas, Sani
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)
Strong Convergence Rates for Euler Schemes of Levy-Driven SDE using Dynamic Cutting
by: Platonov, Denis, et al.
Published: (2025)
by: Platonov, Denis, et al.
Published: (2025)
On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
by: Frikha, Noufel, et al.
Published: (2025)
by: Frikha, Noufel, et al.
Published: (2025)
A Multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients
by: Nguyen, Hoang-Viet, et al.
Published: (2024)
by: Nguyen, Hoang-Viet, et al.
Published: (2024)
On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient
by: Müller-Gronbach, Thomas, et al.
Published: (2025)
by: Müller-Gronbach, Thomas, et al.
Published: (2025)
Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
by: Le, Anh-Dung
Published: (2024)
by: Le, Anh-Dung
Published: (2024)
Weak error on the densities for the Euler scheme of stable additive SDEs with H{ö}lder drift
by: Fitoussi, Mathis, et al.
Published: (2024)
by: Fitoussi, Mathis, 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)
Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions
by: Wang, Shengrong, et al.
Published: (2024)
by: Wang, Shengrong, et al.
Published: (2024)
Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
by: Butkovsky, Oleg, et al.
Published: (2022)
by: Butkovsky, Oleg, et al.
Published: (2022)
$L^p$-strong convergence orders of fully discrete schemes for the SPDE driven by Lévy noise
by: Chen, Chuchu, et al.
Published: (2024)
by: Chen, Chuchu, et al.
Published: (2024)
On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients
by: Mickel, Annalena, et al.
Published: (2023)
by: Mickel, Annalena, et al.
Published: (2023)
Conditional Expectation expression in mean-field SDEs and its applications
by: Sojudi, Samaneh, et al.
Published: (2026)
by: Sojudi, Samaneh, et al.
Published: (2026)
Computing the invariant distribution of McKean-Vlasov SDEs by ergodic simulation
by: Chassagneux, Jean-François, et al.
Published: (2024)
by: Chassagneux, Jean-François, et al.
Published: (2024)
Riemannian Langevin Dynamics: Strong Convergence of Geometric Euler-Maruyama Scheme
by: Zhan, Zhiyuan, et al.
Published: (2026)
by: Zhan, Zhiyuan, et al.
Published: (2026)
Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
by: Agarwal, Ankush, et al.
Published: (2023)
by: Agarwal, Ankush, et al.
Published: (2023)
Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations
by: Zuo, Ruchun
Published: (2025)
by: Zuo, Ruchun
Published: (2025)
On the randomized Euler scheme for SDEs with integral-form drift
by: Przybyłowicz, Paweł, et al.
Published: (2024)
by: Przybyłowicz, Paweł, 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)
by: Zhu, Jingtao, et al.
Published: (2025)
The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
by: Liu, Hu, et al.
Published: (2025)
by: Liu, Hu, et al.
Published: (2025)
The convergence of the EM scheme in empirical approximation of invariant probability measure for McKean-Vlasov SDEs
by: Yuanping, Cui, et al.
Published: (2024)
by: Yuanping, Cui, et al.
Published: (2024)
Random compressible Euler flows
by: Lukacova-Medvidova, Maria, et al.
Published: (2025)
by: Lukacova-Medvidova, Maria, et al.
Published: (2025)
Wellposedness, exponential ergodicity and numerical approximation of fully super-linear McKean--Vlasov SDEs and associated particle systems
by: Chen, Xingyuan, et al.
Published: (2023)
by: Chen, Xingyuan, et al.
Published: (2023)
Weak error analysis for strong approximation schemes of SDEs with super-linear coefficients II: finite moments and higher-order schemes
by: Zhao, Yuying, et al.
Published: (2024)
by: Zhao, Yuying, et al.
Published: (2024)
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
by: Gao, Shuaibin, et al.
Published: (2024)
by: Gao, Shuaibin, et al.
Published: (2024)
Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift
by: Spendier, Kathrin, et al.
Published: (2022)
by: Spendier, Kathrin, et al.
Published: (2022)
Central limit theorem for temporal average of backward Euler--Maruyama method
by: Jin, Diancong
Published: (2023)
by: Jin, Diancong
Published: (2023)
Numerical analysis for leaky-integrate-fire networks under Euler-Maruyama
by: Dou, Xu'an, et al.
Published: (2026)
by: Dou, Xu'an, et al.
Published: (2026)
Asymptotic error distribution of accelerated exponential Euler method for parabolic SPDEs
by: Hong, Jialin, et al.
Published: (2024)
by: Hong, Jialin, et al.
Published: (2024)
Asymptotic error distribution for tamed Euler method with coupled monotonicity condition
by: Dai, Xinjie, et al.
Published: (2026)
by: Dai, Xinjie, et al.
Published: (2026)
Unbiased Approximations for Stationary Distributions of McKean-Vlasov SDEs
by: Awadelkarim, Elsiddig, et al.
Published: (2024)
by: Awadelkarim, Elsiddig, et al.
Published: (2024)
On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients
by: Tran, Ngoc Khue, et al.
Published: (2024)
by: Tran, Ngoc Khue, et al.
Published: (2024)
Two-grid Penalty Approximation Scheme for Doubly Reflected BSDEs
by: Lee, Wonjae, et al.
Published: (2026)
by: Lee, Wonjae, et al.
Published: (2026)
New Second-order Convergent Schemes for Solving decoupled FBSDEs
by: Wang, Wenbo, et al.
Published: (2026)
by: Wang, Wenbo, et al.
Published: (2026)
Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
by: Kamrani, Minoo, et al.
Published: (2023)
by: Kamrani, Minoo, et al.
Published: (2023)
Explicit numerical approximations for McKean-Vlasov stochastic differential equations in finite and infinite time
by: Cui, Yuanping, et al.
Published: (2024)
by: Cui, Yuanping, et al.
Published: (2024)
Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
by: Dai, Xinjie, et al.
Published: (2026)
by: Dai, Xinjie, et al.
Published: (2026)
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)
Sufficient Conditions for the Energy Balance for the Stochastic Incompressible Euler Equations with Additive Noise in two Space Dimensions
by: Rohner, Tobias, et al.
Published: (2025)
by: Rohner, Tobias, et al.
Published: (2025)
Similar Items
-
A Randomized Milstein Scheme for SDEs with Superlinear Drift Coefficient
by: Biswas, Sani
Published: (2026) -
Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs
by: Ding, Yan, et al.
Published: (2026) -
Strong Convergence Rates for Euler Schemes of Levy-Driven SDE using Dynamic Cutting
by: Platonov, Denis, et al.
Published: (2025) -
On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
by: Frikha, Noufel, et al.
Published: (2025) -
A Multi-level Monte Carlo simulation for invariant distribution of Markovian switching Lévy-driven SDEs with super-linearly growth coefficients
by: Nguyen, Hoang-Viet, et al.
Published: (2024)