Copertina

Strong solutions and sharp Euler--Maruyama approximations for SDEs with Lebesgue--Dini drift

Fuente: arXiv

Salvato in:

Dettagli Bibliografici
Autori principali:	Wei, Jinlong, Hu, Junhao, Lv, Guangying, Yuan, Chenggui
Natura:	Preprint
Pubblicazione:	2026
Soggetti:	Probability Primary 65C30, Secondary 60H10, 35K10
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

The Euler-Maruyama method for SDEs with low-regularity drift
di: Wei, Jinlong, et al.
Pubblicazione: (2025)

Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
di: Bao, Jianhai, et al.
Pubblicazione: (2025)

Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes
di: Ling, Chengcheng
Pubblicazione: (2024)

On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient
di: Ellinger, Simon, et al.
Pubblicazione: (2025)

On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity
di: Ellinger, Simon, et al.
Pubblicazione: (2024)

$L^p$-sup Convergence of the Euler-Maruyama Scheme for SDEs with Distributional Besov Drift
di: Cagnotti, Matteo
Pubblicazione: (2026)

Convergence of the tamed-Euler-Maruyama method for SDEs with discontinuous and polynomially growing drift
di: Spendier, Kathrin, et al.
Pubblicazione: (2022)

A norm equivalence result for stochastic differential equations with locally Lipschitz coefficients
di: Yamazaki, Kyo
Pubblicazione: (2026)

Strong uniform Wong--Zakai approximations of Lévy-driven Marcus SDEs
di: Pavlyukevich, Ilya, et al.
Pubblicazione: (2025)

Randomised Euler-Maruyama Method for SDEs with Hölder Continuous Drift Coefficient Driven by $α$-stable Lévy Process
di: Bao, Jianhai, et al.
Pubblicazione: (2025)

The Milstein scheme for singular SDEs with Hölder continuous drift
di: Gerencsér, Máté, et al.
Pubblicazione: (2023)

The local coupling of noise technique and its application to lower error bounds for strong approximation of SDEs with irregular coefficients
di: Ellinger, Simon
Pubblicazione: (2025)

Quantitative approximation of stochastic kinetic equations: from discrete to continuum
di: Hao, Zimo, et al.
Pubblicazione: (2024)

Extension of results on generalized Pólya's urns for polynomially self-repelling walks
di: Kosygina, Elena, et al.
Pubblicazione: (2026)

On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient
di: Müller-Gronbach, T., et al.
Pubblicazione: (2024)

Strong solutions to degenerate SDEs and uniqueness for degenerate Fokker-Planck equations
di: Grube, Sebastian
Pubblicazione: (2024)

Strong rate of convergence for the Euler--Maruyama scheme of SDEs with unbounded Hölder continuous drift coefficient
di: Moritoki, Tsukasa, et al.
Pubblicazione: (2026)

An Euler scheme for McKean SDEs with Besov drift: convergence rate and implementation
di: Jaquez, Luis Mario Chaparro, et al.
Pubblicazione: (2026)

Normal approximation for Gibbs processes via disagreement couplings
di: Hirsch, Christian, et al.
Pubblicazione: (2023)

A stochastic flow approach to De Giorgi-Nash-Moser estimates for SPDEs with smooth transport noise
di: Agresti, Antonio, et al.
Pubblicazione: (2025)

Interacting vertex reinforced random walks on complete sub-graphs
di: Prado, Fernando P. A., et al.
Pubblicazione: (2025)

Strong order 1 adaptive approximation of jump-diffusion SDEs with discontinuous drift
di: Schwarz, Verena
Pubblicazione: (2025)

A mean-field model of Integrate-and-Fire neurons: non-linear stability of the stationary solutions
di: Cormier, Quentin
Pubblicazione: (2020)

Singular SPDEs on Homogeneous Lie Groups
di: Mayorcas, Avi, et al.
Pubblicazione: (2023)

The Gapeev-Shiryaev Conjecture
di: Ernst, Philip A., et al.
Pubblicazione: (2024)

Surface finite element approximation of parabolic SPDEs with Whittle--Matérn noise
di: Auestad, Øyvind Stormark, et al.
Pubblicazione: (2025)

Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise
di: Guo, Yujia, et al.
Pubblicazione: (2025)

Heat Kernel Estimates for Schrödinger Operators in the Domain Above a Bounded Lipschitz Function
di: Graves-McCleary, Anthony
Pubblicazione: (2025)

Heat kernel estimates on book-like graphs
di: Dautenhahn, Emily, et al.
Pubblicazione: (2026)

Convergence rate of numerical scheme for SDEs with a distributional drift in Besov space
di: Jáquez, Luis Mario Chaparro, et al.
Pubblicazione: (2023)

On the stability of the invariant probability measures of McKean-Vlasov equations
di: Cormier, Quentin
Pubblicazione: (2022)

$W$-entropy formulas and Langevin deformation on the $L^q$-Wasserstein space over Riemannian manifolds
di: Lei, Rong, et al.
Pubblicazione: (2025)

The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise
di: Chen, Xing, et al.
Pubblicazione: (2023)

Effect of Transport Noise on Kelvin-Helmholtz instability
di: Flandoli, Franco, et al.
Pubblicazione: (2023)

Strong solutions to singular SDEs and application to the Lennard-Jones potential
di: Morale, Daniela, et al.
Pubblicazione: (2025)

Harnack inequality for parabolic equations in double-divergence form with singular lower order coefficients
di: Gyöngy, Istvan, et al.
Pubblicazione: (2024)

Uniqueness and root-Lipschitz regularity for a degenerate heat equation
di: Dunlap, Alexander, et al.
Pubblicazione: (2023)

Some relation between spectral dimension and Ahlfors regular conformal dimension on infinite graphs
di: Sasaya, Kôhei
Pubblicazione: (2021)

Euler-Maruyama approximations of the stochastic heat equation on the sphere
di: Lang, Annika, et al.
Pubblicazione: (2023)

A Tail-Respecting Explicit Numerical Scheme for Lévy-Driven SDEs With Superlinear Drifts
di: Aryasova, Olga, et al.
Pubblicazione: (2025)