Saved in:
| Main Author: | Peralta, Oscar |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | https://arxiv.org/abs/2603.26003 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Pathwise Patching: A Geometric Construction of Quasi-Sure Solutions to G-SDEs
by: Zhao, Guangqian
Published: (2025)
by: Zhao, Guangqian
Published: (2025)
Pathwise Uniform Convergence of Time Discretisation Schemes for SPDEs
by: Klioba, Katharina, et al.
Published: (2023)
by: Klioba, Katharina, et al.
Published: (2023)
Hybrid Risk Processes: A Versatile Framework for Modern Ruin Problems
by: Peralta, Oscar, et al.
Published: (2025)
by: Peralta, Oscar, et al.
Published: (2025)
Equivalence and Separation for Multivariate Matrix-Exponential and Phase-Type Distribution Classes
by: Peralta, Oscar
Published: (2026)
by: Peralta, Oscar
Published: (2026)
Rational arrival processes with strictly positive densities need not be Markovian
by: Peralta, Oscar
Published: (2026)
by: Peralta, Oscar
Published: (2026)
Exponential Convergence in Entropy and Wasserstein Distance for McKean-Vlasov SDEs
by: Ren, Panpan, et al.
Published: (2020)
by: Ren, Panpan, et al.
Published: (2020)
Regularity and Pathwise bounds for probabilistic solutions of PDEs
by: Sy, Mouhamadou
Published: (2026)
by: Sy, Mouhamadou
Published: (2026)
$L^p$-sup Convergence of the Euler-Maruyama Scheme for SDEs with Distributional Besov Drift
by: Cagnotti, Matteo
Published: (2026)
by: Cagnotti, Matteo
Published: (2026)
Pathwise regularity of solutions for a class of elliptic SPDEs with symmetric Lévy noise
by: Jiménez, Juan J.
Published: (2025)
by: Jiménez, Juan J.
Published: (2025)
A Tamed Euler Scheme for SDEs with Non-Locally Integrable Drift Coefficient
by: Johnston, Tim, et al.
Published: (2024)
by: Johnston, Tim, et al.
Published: (2024)
An Explicit Euler-type Scheme for Lévy-driven SDEs with Superlinear and Time-Irregular Coefficients
by: Biswas, Sani, et al.
Published: (2025)
by: Biswas, Sani, et al.
Published: (2025)
Pathwise uniqueness for stochastic heat and damped equations with Hölder continuous drift
by: Addona, Davide, et al.
Published: (2023)
by: Addona, Davide, et al.
Published: (2023)
Matrix Representations for Scale Functions of Spectrally Negative Lévy Processes with Rational Jumps
by: Hernández, Osvaldo Angtuncio, et al.
Published: (2026)
by: Hernández, Osvaldo Angtuncio, et al.
Published: (2026)
Convergence rate of the Euler-Maruyama scheme to density dependent SDEs driven by $α$-stable additive noise
by: Song, Ke, et al.
Published: (2024)
by: Song, Ke, et al.
Published: (2024)
First Passage through a Continuous Barrier: Pathwise Decomposition, Random-Time Structure, and Compensators
by: Guillaume, Tristan
Published: (2026)
by: Guillaume, Tristan
Published: (2026)
Pathwise non-uniqueness for Brownian motion in a quadrant with oblique reflection
by: Bass, Richard F., et al.
Published: (2024)
by: Bass, Richard F., et al.
Published: (2024)
Approximations of semi-Markov processes and insurance policy valuation
by: Bladt, Martin, et al.
Published: (2023)
by: Bladt, Martin, et al.
Published: (2023)
Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
by: Le, Anh-Dung
Published: (2024)
by: Le, Anh-Dung
Published: (2024)
Convergence Rate of the Solution of Multi-marginal Schrodinger Bridge Problem with Marginal Constraints from SDEs
by: Yao, Rentian, et al.
Published: (2025)
by: Yao, Rentian, et al.
Published: (2025)
Pathwise Relaxed Optimal Control of Rough Differential Equations
by: Chakraborty, Prakash, et al.
Published: (2024)
by: Chakraborty, Prakash, et al.
Published: (2024)
Optimization-Free Concentrated Matrix-Exponentials
by: Battagliola, Maria Laura, et al.
Published: (2026)
by: Battagliola, Maria Laura, et al.
Published: (2026)
Convergence rate of nonlinear delayed neutral McKean-Vlasov SDEs driven by fractional Brownian motions
by: Wang, Shengrong, et al.
Published: (2024)
by: Wang, Shengrong, et al.
Published: (2024)
Pathwise quantitative particle approximation of nonlinear stochastic Fokker-Planck equations via relative entropy
by: Olivera, Christian, et al.
Published: (2025)
by: Olivera, Christian, et al.
Published: (2025)
Pathwise mild solutions for superlinear stochastic evolution equations and their attractors
by: Blessing, Alexandra, et al.
Published: (2025)
by: Blessing, Alexandra, et al.
Published: (2025)
Mean Field Control with Poissonian Common Noise: A Pathwise Compactification Approach
by: Bo, Lijun, et al.
Published: (2025)
by: Bo, Lijun, et al.
Published: (2025)
Sharp pathwise nonuniqueness for additive SDEs
by: Hess-Childs, Elias, et al.
Published: (2026)
by: Hess-Childs, Elias, et al.
Published: (2026)
The Atlas Model and SDEs with Boundary Interaction
by: Jettkant, Philipp
Published: (2025)
by: Jettkant, Philipp
Published: (2025)
Kinetic SDEs with subcritical distributional drifts
by: Chen, Zikai, et al.
Published: (2025)
by: Chen, Zikai, et al.
Published: (2025)
Limit theorems for SDEs with irregular drifts
by: Bao, Jianhai, et al.
Published: (2024)
by: Bao, Jianhai, et al.
Published: (2024)
Assessing continuous common-shock risk through matrix distributions
by: Bladt, Martin, et al.
Published: (2025)
by: Bladt, Martin, et al.
Published: (2025)
Pathwise analysis of log-optimal portfolios
by: Allan, Andrew L., et al.
Published: (2025)
by: Allan, Andrew L., et al.
Published: (2025)
The Three-Dimensional Stochastic EMHD System: Local Well-Posedness and Maximal Pathwise Solutions
by: Hu, Ruimeng, et al.
Published: (2026)
by: Hu, Ruimeng, et al.
Published: (2026)
Stochastic Calculus for Pathwise Observables of Markov-Jump Processes: Unification of Diffusion and Jump Dynamics
by: Stutzer, Lars Torbjørn, et al.
Published: (2025)
by: Stutzer, Lars Torbjørn, et al.
Published: (2025)
Pathwise Representation of the Smoothing Distribution in Continuous-Time Linear Gaussian Models
by: Kurisaki, Masahiro
Published: (2026)
by: Kurisaki, Masahiro
Published: (2026)
New Second-order Convergent Schemes for Solving decoupled FBSDEs
by: Wang, Wenbo, et al.
Published: (2026)
by: Wang, Wenbo, et al.
Published: (2026)
Regularity Estimates for Singular Density Dependent SDEs
by: Wang, Feng-Yu, et al.
Published: (2026)
by: Wang, Feng-Yu, et al.
Published: (2026)
On mixed fractional SDEs with discontinuous drift coefficient
by: Sönmez, Ercan
Published: (2020)
by: Sönmez, Ercan
Published: (2020)
Linearization of ergodic McKean SDEs and applications
by: Pavliotis, Grigorios A., et al.
Published: (2025)
by: Pavliotis, Grigorios A., et al.
Published: (2025)
Instantaneous blowup for interacting SDEs with superlinear drift
by: Joseph, Mathew, et al.
Published: (2025)
by: Joseph, Mathew, et al.
Published: (2025)
Pathwise uniqueness in infinite dimension under weak structure conditions
by: Addona, Davide, et al.
Published: (2024)
by: Addona, Davide, et al.
Published: (2024)
Similar Items
-
Pathwise Patching: A Geometric Construction of Quasi-Sure Solutions to G-SDEs
by: Zhao, Guangqian
Published: (2025) -
Pathwise Uniform Convergence of Time Discretisation Schemes for SPDEs
by: Klioba, Katharina, et al.
Published: (2023) -
Hybrid Risk Processes: A Versatile Framework for Modern Ruin Problems
by: Peralta, Oscar, et al.
Published: (2025) -
Equivalence and Separation for Multivariate Matrix-Exponential and Phase-Type Distribution Classes
by: Peralta, Oscar
Published: (2026) -
Rational arrival processes with strictly positive densities need not be Markovian
by: Peralta, Oscar
Published: (2026)