Image de couverture de livre

Weak error for SDEs with additive stable noise and singular drift: choose the test function in the same space as the drift!

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Jourdain, Benjamin, Menozzi, Stéphane
Format:	Preprint
Publié:	2026
Sujets:	Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift
par: Fitoussi, Mathis, et autres
Publié: (2024)

Weak error on the densities for the Euler scheme of stable additive SDEs with H{ö}lder drift
par: Fitoussi, Mathis, et autres
Publié: (2024)

Weak Error on the densities for the Euler scheme of stable additive SDEs with Besov drift
par: Fitoussi, Mathis, et autres
Publié: (2025)

Weak existence for SDEs with singular drifts and fractional Brownian or Levy noise beyond the subcritical regime
par: Butkovsky, Oleg, et autres
Publié: (2023)

Strong regularization by noise for a class of kinetic SDEs driven by symmetric α-stable processes
par: Lucertini, Giacomo, et autres
Publié: (2024)

On Heat kernel Estimtes for Brownian SDEs with Distributional Drift
par: Menozzi, Stéphane, et autres
Publié: (2026)

Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift
par: Gräfner, Lukas, et autres
Publié: (2024)

Regularization of a mean-field SDE by an additive common noise: The conditional expectation case
par: Cardaliaguet, Pierre, et autres
Publié: (2026)

Time discretization of Quadratic Forward-Backward SDEs with singular drifts
par: Pellat, Rhoss Likibi, et autres
Publié: (2024)

Heat kernel estimates for stable-driven SDEs with distributional drift
par: Fitoussi, Mathis
Publié: (2023)

Averaging principle for SDEs with singular drifts driven by $α$-stable processes
par: Cheng, Mengyu, et autres
Publié: (2024)

Well-posedness of McKean-Vlasov SDEs with density-dependent drift
par: Le, Anh-Dung, et autres
Publié: (2024)

Strong solutions to SDEs with singular drifts driven by fractional Brownian motions
par: Gu, Jiazhen, et autres
Publié: (2026)

SDEs with subcritical Lebesgue--Hölder drift and driven by $α$-stable processes
par: Tian, Rongrong, et autres
Publié: (2025)

Kinetic SDEs with subcritical distributional drifts
par: Chen, Zikai, et autres
Publié: (2025)

Limit theorems for SDEs with irregular drifts
par: Bao, Jianhai, et autres
Publié: (2024)

Propagation of chaos for moderately interacting particle systems related to singular kinetic McKean-Vlasov SDEs
par: Hao, Zimo, et autres
Publié: (2024)

Tamed Euler-Maruyama method for SDEs with non-globally Lipschitz drift and multiplicative noise
par: Li, Xiang, et autres
Publié: (2025)

On mixed fractional SDEs with discontinuous drift coefficient
par: Sönmez, Ercan
Publié: (2020)

Instantaneous blowup for interacting SDEs with superlinear drift
par: Joseph, Mathew, et autres
Publié: (2025)

Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient
par: Ellinger, Simon
Publié: (2023)

SDEs with supercritical distributional drifts
par: Hao, Zimo, et autres
Publié: (2023)

SDEs with critical time dependent drifts: strong solutions
par: Röckner, Michael, et autres
Publié: (2021)

Numerical approximation of SDEs with fractional noise and distributional drift
par: Goudenège, Ludovic, et autres
Publié: (2023)

Convergence rate of the Euler-Maruyama scheme to density dependent SDEs driven by $α$-stable additive noise
par: Song, Ke, et autres
Publié: (2024)

The Milstein scheme for singular SDEs with Hölder continuous drift
par: Gerencsér, Máté, et autres
Publié: (2023)

Multidimensional SDE with distributional drift and Lévy noise
par: Kremp, Helena, et autres
Publié: (2020)

Energy solutions to SDEs with supercritical distributional drift: An extension and weak convergence rates
par: Gräfner, Lukas
Publié: (2024)

On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient
par: Müller-Gronbach, Thomas, et autres
Publié: (2025)

Milstein-type methods for strong approximation of systems of SDEs with a discontinuous drift coefficient
par: Rauhögger, Christopher
Publié: (2025)

The Euler-Maruyama method for SDEs with low-regularity drift
par: Wei, Jinlong, et autres
Publié: (2025)

Total variation distance between SDEs with stable noise and Brownian motion
par: Deng, Changsong, et autres
Publié: (2024)

SDEs with critical general distributional drifts: sharp solvability and blow-ups
par: Kinzebulatov, D., et autres
Publié: (2025)

On the randomized Euler scheme for SDEs with integral-form drift
par: Przybyłowicz, Paweł, et autres
Publié: (2024)

Heat kernel estimates for kinetic SDEs with drifts being unbounded and in Kato's class
par: Ren, Chongyang, et autres
Publié: (2024)

On optimal error rates for strong approximation of SDEs with a Hölder continuous drift coefficient
par: Ellinger, Simon, et autres
Publié: (2025)

Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Levy noise
par: Butkovsky, Oleg, et autres
Publié: (2022)

Euler--Maruyama scheme for $α$-stable SDE with distributional drift
par: Hao, Zimo, et autres
Publié: (2026)

Nonlinear weak error expansion of McKean-Vlasov stochastic differential equations
par: Jourdain, Benjamin, et autres
Publié: (2025)

$L^2$-solutions to stochastic reaction-diffusion equations with superlinear drifts driven by space-time white noise^
par: Shang, Shijie, et autres
Publié: (2025)