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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2026
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2602.18411 |
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| _version_ | 1866911540168359936 |
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| author | Hao, Zimo Lê, Khoa Ling, Chengcheng |
| author_facet | Hao, Zimo Lê, Khoa Ling, Chengcheng |
| contents | We study the weak convergence of a generic tamed Euler-Maruyama scheme for kinetic stochastic differential equations (SDEs) with integrable drifts. We show that the marginal density of the considered scheme converges at rate 1/2 to the corresponding marginal density of the SDE. The convergence rate is independent from the criticality gap, which is new compared to previous results. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2602_18411 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Weak approximation of kinetic SDEs: closing the criticality gap Hao, Zimo Lê, Khoa Ling, Chengcheng Probability We study the weak convergence of a generic tamed Euler-Maruyama scheme for kinetic stochastic differential equations (SDEs) with integrable drifts. We show that the marginal density of the considered scheme converges at rate 1/2 to the corresponding marginal density of the SDE. The convergence rate is independent from the criticality gap, which is new compared to previous results. |
| title | Weak approximation of kinetic SDEs: closing the criticality gap |
| topic | Probability |
| url | https://arxiv.org/abs/2602.18411 |