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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| Soggetti: | |
| Accesso online: | https://arxiv.org/abs/2604.20323 |
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Sommario:
- We emphasize that for a stochastic differential equation with isotropic stable additive noise and non Lipschitz drift, when considering an appropriate discretization scheme and the associated weak error, it is somehow natural to consider a test function having the same spatial regularity as the drift involved. We will in particular focus on drifts belonging to Lebsegue, H{ö}lder or Besov spaces with negative regularity index in their spatial variable. Choosing such a test function allows to improve the convergence rate previously obtained on the densities (for Lebesgue or H{ö}lder drifts) or preserve the rate for possibly singular generalized test functions (for Besov spaces with negative regularity).