Euler--Maruyama scheme for $α$-stable SDE with distributional drift
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| _version_ | 1866917394565300224 |
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| author | Hao, Zimo Wu, Mingyan |
| author_facet | Hao, Zimo Wu, Mingyan |
| contents | In this paper, we consider a class of stochastic differential equations driven by symmetric non-degenerate $α$-stable processes (including cylindrical ones) with $α\in (1,2)$. We first establish a quantitative estimate for the Euler scheme under bounded drift $b(x)$, with an explicit dependence on $ \| b \|_{L^\infty}$. Then we obtain the weak convergence rates for the case where the drift coefficient belongs to a Besov space of negative order. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_07757 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Euler--Maruyama scheme for $α$-stable SDE with distributional drift Hao, Zimo Wu, Mingyan Probability In this paper, we consider a class of stochastic differential equations driven by symmetric non-degenerate $α$-stable processes (including cylindrical ones) with $α\in (1,2)$. We first establish a quantitative estimate for the Euler scheme under bounded drift $b(x)$, with an explicit dependence on $ \| b \|_{L^\infty}$. Then we obtain the weak convergence rates for the case where the drift coefficient belongs to a Besov space of negative order. |
| title | Euler--Maruyama scheme for $α$-stable SDE with distributional drift |
| topic | Probability |
| url | https://arxiv.org/abs/2604.07757 |