Cover Image

Strong approximation for stochastic Volterra equations by compound Poisson processes

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Zhang, Xicheng, Zhao, Yuanlong
Format:	Preprint
Published:	2025
Subjects:	Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Mean-field stochastic Volterra equations
by: Prömel, David J., et al.
Published: (2023)

Comparison principles for stochastic Volterra equations
by: Cañadas, Ole, et al.
Published: (2024)

Poisson approximation for stochastic processes summed over amenable groups
by: Ye, Haoyu, et al.
Published: (2024)

Uniform-in-time diffusion approximations for multiscale stochastic systems
by: Xie, Longjie, et al.
Published: (2026)

Gaussian fluctuations for stochastic Volterra equations with small noise
by: Dung, N. T., et al.
Published: (2025)

Weak solutions to distribution-dependent stochastic Volterra equations
by: Bergerhausen, Martin, et al.
Published: (2026)

Limit distribution of errors in discretization of stochastic Volterra equations with multidimensional kernel
by: Fukasawa, Masaaki, et al.
Published: (2025)

Anticipated backward stochastic Volterra integral equations and their applications to nonzero-sum stochastic differential games
by: Yang, Bixuan, et al.
Published: (2025)

On the principal eigenvalue for compound Poisson processes
by: Kim, Daesung, et al.
Published: (2024)

Neural stochastic Volterra equations: learning path-dependent dynamics
by: Bergerhausen, Martin, et al.
Published: (2024)

Limit error distributions of Milstein scheme for stochastic Volterra equations with singular kernels
by: Liu, Shanqi, et al.
Published: (2024)

Neighbour-count dependent thinning of Poisson processes: correlation structure and Poisson approximation
by: Hlyniana, Kateryna
Published: (2025)

Finitary codings and stochastic domination for Poisson representable processes
by: Spinka, Yinon
Published: (2025)

Strong and weak rates of convergence in the Smoluchowski--Kramers approximation for stochastic partial differential equations
by: Bréhier, Charles-Edouard, et al.
Published: (2026)

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

Exponential ergodicity and finite-dimensional approximation for Markovian lifts of stochastic Volterra equations
by: Hamaguchi, Yushi
Published: (2026)

Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
by: Hao, Zimo, et al.
Published: (2024)

Couplings and Poisson approximation for stabilizing functionals of determinantal point processes
by: Otto, Moritz
Published: (2024)

Asymptotic behaviors for Volterra type McKean-Vlasov stochastic integral equations with small noise
by: Liu, Shanqi, et al.
Published: (2024)

Strong approximation and central limit theorems for multiscale stochastic gene networks
by: Huguet, Baptiste Nicolas
Published: (2025)

On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients
by: Alfonsi, Aurélien, et al.
Published: (2024)

Strong convergence rate of Euler-Maruyama approximations in temporal-spatial Hölder-norms for Lévy-driven stochastic differential equations
by: Hue, Vu Thi, et al.
Published: (2026)

Closed-form solutions for Bernoulli and compound Poisson branching processes in random environments
by: Kutsenko, Anton A.
Published: (2024)

Strong convergence rates for full-discrete approximations of the stochastic Allen-Cahn equations on 2D torus
by: Ma, Ting, et al.
Published: (2024)

Feller's test for explosions of stochastic Volterra equations
by: Bondi, Alessandro, et al.
Published: (2024)

Quantitative particle approximations of stochastic 2D Navier-Stokes equation
by: Shao, Yufei, et al.
Published: (2024)

Poisson approximation by coupling
by: Schinazi, Rinaldo B.
Published: (2026)

Regular occupation measures of Volterra processes
by: Friesen, Martin
Published: (2024)

Singular mean-field backward stochastic Volterra integral equations in infinite dimensional spaces
by: Asadzade, Javad A., et al.
Published: (2024)

Stochastic Volterra integral equations driven by $ G $-Brownian motion
by: Zhao, Bingru, et al.
Published: (2025)

Skellam compound Poisson approximation to the sums of symmetric Markov dependent random variables
by: Čekanavičius, Vydas, et al.
Published: (2024)

Strong solutions for singular SDEs driven by long-range dependent fractional Brownian motion and other Volterra processes
by: Buthenhoff, Maximilian, et al.
Published: (2025)

Backward Stochastic Volterra integral equations driven by G-Brownian motion
by: Zhao, Bingru, et al.
Published: (2025)

Poisson approximation of the largest gaps between zeros of a stationary Gaussian process
by: Feng, Renjie, et al.
Published: (2026)

Kolmogorov equations for stochastic Volterra processes with singular kernels
by: Gasteratos, Ioannis, et al.
Published: (2025)

On the convergence of adaptive approximations for stochastic differential equations
by: Foster, James, et al.
Published: (2023)

Time inhomogeneous Poisson equations and non-autonomous multi-scale stochastic systems
by: Wang, Ling, et al.
Published: (2024)

State spaces of multifactor approximations of nonnegative Volterra processes
by: Jaber, Eduardo Abi, et al.
Published: (2024)

On the small mass limit of stochastic wave equation driven by cylindrical stable process
by: Zhao, Qingming, et al.
Published: (2025)

New approach to optimal control of delayed stochastic Volterra integral equations
by: Konan, Roméo Kouassi, et al.
Published: (2026)