Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics
Fuente:
arXiv
Saved in:
| Main Authors: | Li, Guozhen, Li, Xiaoyue, Mao, Xuerong, Song, Guoting |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Approximation of invariant probability measures for super-linear stochastic functional differential equations with infinite delay
by: Li, Guozhen, et al.
Published: (2026)
by: Li, Guozhen, et al.
Published: (2026)
Development of numerical methods for nonlinear hybrid stochastic functional differential equations with infinite delay
by: Li, Guozhen, et al.
Published: (2025)
by: Li, Guozhen, et al.
Published: (2025)
Strong Stability Preservation for Stochastic Partial Differential Equations
by: Woodfield, James
Published: (2024)
by: Woodfield, James
Published: (2024)
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation
by: Mahdian, Saied, et al.
Published: (2024)
by: Mahdian, Saied, et al.
Published: (2024)
L2 convergence of smooth approximations of Stochastic Differential Equations with unbounded coefficients
by: Pathiraja, Sahani
Published: (2020)
by: Pathiraja, Sahani
Published: (2020)
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)
Discretization, Uniform-in-Time Estimations and Approximation of Invariant Measures for Nonlinear Stochastic Differential Equations with Non-Uniform Dissipativity
by: Huang, Shan, et al.
Published: (2025)
by: Huang, Shan, et al.
Published: (2025)
Numerical Approximation of Stochastic Volterra Integral Equation Using Walsh Function
by: Paikaray, Prit Pritam, et al.
Published: (2023)
by: Paikaray, Prit Pritam, et al.
Published: (2023)
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)
Hierarchical Gaussian Random Fields for Multilevel Markov Chain Monte Carlo: Coupling Stochastic Partial Differential Equation and The Karhunen-Loève Decomposition
by: Reddy, Sohail
Published: (2025)
by: Reddy, Sohail
Published: (2025)
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)
Numerical Approximations and Convergence Analysis of Piecewise Diffusion Markov Processes, with Application to Glioma Cell Migration
by: Buckwar, Evelyn, et al.
Published: (2024)
by: Buckwar, Evelyn, et al.
Published: (2024)
Structure-informed operator learning for parabolic Partial Differential Equations
by: Benth, Fred Espen, et al.
Published: (2024)
by: Benth, Fred Espen, et al.
Published: (2024)
Modified Equations for Stochastic Optimization
by: Perko, Stefan
Published: (2025)
by: Perko, Stefan
Published: (2025)
Weak Convergence of Finite Element Approximations of Stochastic Linear Schrödinger equation driven by additive Wiener noise
by: Prasad, Mangala
Published: (2025)
by: Prasad, Mangala
Published: (2025)
Error Distribution for One-Dimensional Stochastic Differential Equation Driven By Fractional Brownian Motion
by: Ueda, Kento
Published: (2023)
by: Ueda, Kento
Published: (2023)
Solving McKean-Vlasov Equation by deep learning particle method
by: Li, Jingyuan, et al.
Published: (2025)
by: Li, Jingyuan, 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)
An Improved Milstein Method for the Numerical Solution of Multidimensional Stochastic Differential Equations
by: Banerjee, Paromita, et al.
Published: (2026)
by: Banerjee, Paromita, et al.
Published: (2026)
Numerical solution of kinetic SPDEs via stochastic Magnus expansion
by: Kamm, Kevin, et al.
Published: (2022)
by: Kamm, Kevin, et al.
Published: (2022)
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)
Numerical approximation of the stochastic heat equation with a distributional reaction term
by: Goudenège, Ludovic, et al.
Published: (2024)
by: Goudenège, Ludovic, et al.
Published: (2024)
Numerical approximation of McKean-Vlasov SDEs via stochastic gradient descent
by: Agarwal, Ankush, et al.
Published: (2023)
by: Agarwal, Ankush, et al.
Published: (2023)
Numerical approximation of ergodic BSDEs using non linear Feynman-Kac formulas
by: Gobet, Emmanuel, et al.
Published: (2024)
by: Gobet, Emmanuel, et al.
Published: (2024)
Numerical analysis of the stochastic Navier-Stokes equations
by: Breit, Dominic, et al.
Published: (2025)
by: Breit, Dominic, et al.
Published: (2025)
Two-grid Penalty Approximation Scheme for Doubly Reflected BSDEs
by: Lee, Wonjae, et al.
Published: (2026)
by: Lee, Wonjae, et al.
Published: (2026)
Numerical approximation of nonlinear fourth-order SPDEs with additive space-time white noise
by: Blömker, Dirk, et al.
Published: (2025)
by: Blömker, Dirk, et al.
Published: (2025)
Weak Generative Sampler to Efficiently Sample Invariant Distribution of Stochastic Differential Equation
by: Cai, Zhiqiang, et al.
Published: (2024)
by: Cai, Zhiqiang, 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)
The Instability of Painlevé Equations in Recovering Largest Eigenvalue Distributions of GUE, LUE, JUE and an Attempt of Solution to It
by: Gu, Haonan
Published: (2025)
by: Gu, Haonan
Published: (2025)
Method of Successive Approximations for Stochastic Optimal Control: Contractivity and Convergence
by: Taoufik, Safouane, et al.
Published: (2024)
by: Taoufik, Safouane, et al.
Published: (2024)
Approximation of High-Dimensional Gibbs Distributions with Functional Hierarchical Tensors
by: Sheng, Nan, et al.
Published: (2025)
by: Sheng, Nan, et al.
Published: (2025)
A Higher Order Discretization for the Stochastic Navier--Stokes equations with additive Noise
by: Banas, L., et al.
Published: (2026)
by: Banas, L., et al.
Published: (2026)
Geometry-preserving Numerical Scheme for Riemannian Stochastic Differential Equations
by: Wang, Xi, et al.
Published: (2025)
by: Wang, Xi, 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)
Stochastic Parareal Algorithm for Stochastic Differential Equations
by: Wang, Huanxin, et al.
Published: (2025)
by: Wang, Huanxin, et al.
Published: (2025)
Ensemble Kalman Inversion: mean-field limit and convergence analysis
by: Ding, Zhiyan, et al.
Published: (2019)
by: Ding, Zhiyan, et al.
Published: (2019)
Randomized Quasi-Monte Carlo and Importance Sampling for Super-Fast Growing Functions with Applications to Finance
by: Chen, Jianlong, et al.
Published: (2025)
by: Chen, Jianlong, et al.
Published: (2025)
Nonlinear Expectation Inference for Efficient Uncertainty Quantification and History Matching of Transient Darcy Flows in Porous Media with Random Parameters Under Distribution Uncertainty
by: Zhang, Zhao, et al.
Published: (2023)
by: Zhang, Zhao, et al.
Published: (2023)
Propagation of chaos and approximation error of random batch particle system in the mean field regime
by: Li, Lei, et al.
Published: (2025)
by: Li, Lei, et al.
Published: (2025)
Similar Items
-
Approximation of invariant probability measures for super-linear stochastic functional differential equations with infinite delay
by: Li, Guozhen, et al.
Published: (2026) -
Development of numerical methods for nonlinear hybrid stochastic functional differential equations with infinite delay
by: Li, Guozhen, et al.
Published: (2025) -
Strong Stability Preservation for Stochastic Partial Differential Equations
by: Woodfield, James
Published: (2024) -
A Numerical Truncation Approximation with A Posteriori Error Bounds for the Solution of Poisson's Equation
by: Mahdian, Saied, et al.
Published: (2024) -
L2 convergence of smooth approximations of Stochastic Differential Equations with unbounded coefficients
by: Pathiraja, Sahani
Published: (2020)