$L^p$-sup Convergence of the Euler-Maruyama Scheme for SDEs with Distributional Besov Drift
Fuente:
arXiv
Guardado en:
| Autor principal: | |
|---|---|
| Formato: | Preprint |
| Publicado: |
2026
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
| _version_ | 1866918319343271936 |
|---|---|
| author | Cagnotti, Matteo |
| author_facet | Cagnotti, Matteo |
| contents | In this paper we extend existing results on the numerical approximation of one-dimensional SDEs with drift in a negative order Besov space and driven by Brownian motion. Using the Yamada-Watanabe approximation technique, we prove rates in $L^p$, for all $p\geq 2$, applying a Gronwall-type lemma previously used in the literature for SDEs with Hölder continuous coefficients. Additionally, we obtain an explicit convergence rate in the $L^1$-$\sup$ norm. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_02109 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | $L^p$-sup Convergence of the Euler-Maruyama Scheme for SDEs with Distributional Besov Drift Cagnotti, Matteo Probability Primary 65C30, Secondary 60H35, 65C20, 46F99 In this paper we extend existing results on the numerical approximation of one-dimensional SDEs with drift in a negative order Besov space and driven by Brownian motion. Using the Yamada-Watanabe approximation technique, we prove rates in $L^p$, for all $p\geq 2$, applying a Gronwall-type lemma previously used in the literature for SDEs with Hölder continuous coefficients. Additionally, we obtain an explicit convergence rate in the $L^1$-$\sup$ norm. |
| title | $L^p$-sup Convergence of the Euler-Maruyama Scheme for SDEs with Distributional Besov Drift |
| topic | Probability Primary 65C30, Secondary 60H35, 65C20, 46F99 |
| url | https://arxiv.org/abs/2602.02109 |