Cover Image

Fast random sampling and small noise analysis for stochastic control models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Iyer, Sarvesh Ravichandran, Kumar, Vivek
Format:	Preprint
Published:	2026
Subjects:	Probability 60H10, 93E03, 34F05 (Primary) 60F05, 60G99, 60K20 (Secondary)
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Asymptotic behaviors of fractional binomial distributions derived from the generalized binomial theorem
by: Hino, Masanori, et al.
Published: (2025)

Betti numbers in the Random Connection Model for higher-dimensional simplicial complexes and the Boolean model
by: Pabst, Dominik
Published: (2025)

On favourite sites of a random walk in moderately sparse random environment
by: Kołodziejska, Alicja
Published: (2024)

Derivation of stochastic Burgers on the line with a Dirichlet boundary condition at the origin
by: Bernardin, Cédric, et al.
Published: (2025)

Entropy-Regularized Mean-Variance Portfolio Optimization with Jumps
by: Bender, Christian, et al.
Published: (2023)

On quantitative convergence for stochastic processes: Crossings, fluctuations and martingales
by: Neri, Morenikeji, et al.
Published: (2024)

A central limit theorem for the stochastic cable equation
by: Nishino, Soma
Published: (2025)

A stochastic algorithm approach for the elephant random walk with applications
by: Zhang, Li-Xin
Published: (2024)

A cohesive account on the ergodic behaviours and scaling limits of Random Walks in Cooling Random Environments
by: Avena, Luca, et al.
Published: (2026)

New bounds for normal approximation on product spaces with applications to monochromatic edges, random sums and an infinite de Jong CLT
by: Döbler, Christian
Published: (2024)

A Central Limit Theorem for Modified Massive Arratia Flow
by: Dorogovtsev, Andrey, et al.
Published: (2024)

Random Markov property for random walks in random environments
by: Allasia, Julien, et al.
Published: (2024)

The convergence of stochastic differential equations to their linearisation in small noise limits
by: Blake, Liam, et al.
Published: (2023)

Only Segmented Heavy Tails Can Produce a Light-Tailed Minimum
by: Foss, Sergey, et al.
Published: (2026)

Geometric functionals of polyconvex excursion sets of Poisson shot noise processes
by: Trapp, Vanessa
Published: (2024)

Superdiffusive planar random walks with polynomial space-time drifts
by: da Costa, Conrado, et al.
Published: (2024)

Improper Poisson integral of the sinc function
by: Szulga, Jerzy
Published: (2025)

On symmetric fuzzy stochastic Volterra integral equations with retardation
by: Malinowski, Marek T.
Published: (2024)

Central limit theorem for random walks in divergence free random drift field -- revisited
by: Tóth, Bálint
Published: (2025)

Well-posedness and propagation of chaos for multi-agent models with strategies and diffusive effects
by: Baldi, Alessandro, et al.
Published: (2025)

$\mathbb{L}^p$-solution of generalized BSDEs in a general filtration with stochastic monotone coefficients
by: Elmansouri, Badr, et al.
Published: (2025)

Quantitative Strong Laws of Large Numbers
by: Neri, Morenikeji
Published: (2024)

Polynomial Stein operators: a noncommutative algebra perspective
by: Azmoodeh, Ehsan, et al.
Published: (2022)

Fluctuation behaviour for interacting particle systems with common noise
by: Nikolaev, Paul
Published: (2025)

Multivariate Second-Order $p$-Poincaré Inequalities
by: Trauthwein, Tara
Published: (2024)

Multinomial random combinatorial structures and $r$-versions of Stirling, Eulerian and Lah numbers
by: Iksanov, Alexander, et al.
Published: (2024)

Rates of convergence for multivariate SDEs driven by Lévy processes in the small-time stable domain of attraction
by: Cázares, Jorge González, et al.
Published: (2025)

On the distribution of the telegraph meander and its properties
by: Pedicone, Andrea, et al.
Published: (2025)

Doubly Reflected BSDEs with default time under stochastic Lipschitz coefficients and Applications
by: Elmansouri, Badr, et al.
Published: (2025)

On local large deviations for decoupled random walks
by: Buraczewski, Dariusz, et al.
Published: (2025)

Precise asymptotics for the norm of large random rectangular Toeplitz matrices
by: Onatski, Alexei
Published: (2025)

Central limit theorem for superdiffusive reflected Brownian motion
by: Mijatović, Aleksandar, et al.
Published: (2024)

Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
by: Cox, Sonja, et al.
Published: (2013)

Gaussian heat kernel asymptotics for conditioned random walks
by: Grama, Ion, et al.
Published: (2024)

First order of the renewal covering of the natural numbers
by: Campos, Alberto M.
Published: (2024)

On Stein's method for stochastically monotone single-birth chains
by: Daly, Fraser
Published: (2022)

The Horton-Strahler number of Galton-Watson trees with possibly infinite variance
by: Khanfir, Robin
Published: (2023)

Gamma, Gaussian and Poisson approximations for random sums using size-biased and generalized zero-biased couplings
by: Daly, Fraser
Published: (2020)

Generalized delayed Black and Scholes Formula
by: Golé, Hubert Le Bi, et al.
Published: (2025)

A uniform semi-local limit theorem along sets of multiples for sums of i.i.d. random variables
by: Weber, Michel J. G.
Published: (2022)