Cover Image

Segment convergence for super-linear stochastic functional differential equations by the truncated Euler-Maruyama method

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Deng, Shounian, Fei, Weiyin, Shi, Banban
Format:	Preprint
Published:	2026
Subjects:	Numerical Analysis
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients
by: Deng, Shounian, et al.
Published: (2024)

Strong convergence of multiscale truncated Euler-Maruyama method for super-linear slow-fast stochastic differential equations
by: Cui, Yuanping, et al.
Published: (2023)

Strong convergence rate of positivity-preserving truncated Euler--Maruyama method for multi-dimensional stochastic differential equations with positive solutions
by: Hu, Xingwei, et al.
Published: (2024)

Longtime behaviors of $θ$-Euler-Maruyama method for stochastic functional differential equations
by: Chen, Chuchu, et al.
Published: (2024)

Density functions for the overdamped generalized Langevin equation and its Euler--Maruyama method: smoothness and convergence
by: Dai, Xinjie, et al.
Published: (2024)

1/2 order convergence rate of Euler-type methods for time-changed stochastic differential equations with super-linearly growing drift and diffusion coefficients
by: Wang, Shuai, et al.
Published: (2025)

Euler-Maruyama approximation for stochastic fractional neutral integro-differential equations with weakly singular kernel
by: Asadzade, Javad A., et al.
Published: (2024)

On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients
by: Jian, Jiamin, et al.
Published: (2025)

Strong convergence rate of Euler-Maruyama method for stochastic differential equations with Hölder continuous drift coefficient driven by symmetric $α$-stable process
by: Liu, Wei
Published: (2019)

Approximation of invariant probability measures for super-linear stochastic functional differential equations with infinite delay
by: Li, Guozhen, et al.
Published: (2026)

On the convergence of the Euler-Maruyama scheme for McKean-Vlasov SDEs
by: Frikha, Noufel, et al.
Published: (2025)

Strong convergence rate of the positivity-preserving logarithmic truncated EM method for multi-dimensional stochastic differential equations with positive solutions
by: Hu, Xingwei, et al.
Published: (2025)

Parameter-related strong convergence rates of Euler-type methods for time-changed stochastic differential equations
by: Zuo, Ruchun
Published: (2025)

Numerical approximations to invariant measures of hybrid stochastic differential equations with superlinear coefficients via the backward Euler-Maruyama method
by: Liu, Wei, et al.
Published: (2025)

An adaptive Euler-Maruyama scheme for SDDEs
by: Liu, Dongyang, et al.
Published: (2024)

Central limit theorem for temporal average of backward Euler--Maruyama method
by: Jin, Diancong
Published: (2023)

On the convergence of adaptive approximations for stochastic differential equations
by: Foster, James, et al.
Published: (2023)

Pathwise convergence of a linearization scheme for stochastic differential-algebraic equations under the local Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2026)

Exponential Euler method for stiff stochastic differential equations with additive fractional Brownian noise
by: Kamrani, Minoo, et al.
Published: (2023)

Strong convergence of the adaptive Milstein method for nonlinear stochastic differential equations with piecewise continuous arguments
by: Zhang, Yuhang, et al.
Published: (2025)

McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
by: Liu, Zhuoqi, et al.
Published: (2026)

Asymptotic error distribution of Mittag--Leffler Euler method for a fractional stochastic differential equation
by: Dai, Xinjie, et al.
Published: (2026)

An Euler-type method for Volterra integro-differential equations
by: Prentice, J. S. C.
Published: (2023)

Development of numerical methods for nonlinear hybrid stochastic functional differential equations with infinite delay
by: Li, Guozhen, et al.
Published: (2025)

Stochastic theta methods for free stochastic differential equations
by: Niu, Yuanling, et al.
Published: (2024)

Convergence rate and exponential stability of backward Euler method for neutral stochastic delay differential equations under generalized monotonicity conditions
by: Cai, Jingjing, et al.
Published: (2024)

Numerical analysis for leaky-integrate-fire networks under Euler-Maruyama
by: Dou, Xu'an, et al.
Published: (2026)

On the performance of the Euler-Maruyama scheme for multidimensional SDEs with discontinuous drift coefficient
by: Müller-Gronbach, Thomas, et al.
Published: (2025)

Euler-Maruyama approximations of the stochastic heat equation on the sphere
by: Lang, Annika, et al.
Published: (2023)

Polynomial Speedup in Diffusion Models with the Multilevel Euler-Maruyama Method
by: Jacot, Arthur
Published: (2026)

A new approximation method for solving stochastic differential equations
by: Mojarrad, Faezeh Nassajian
Published: (2024)

Pathwise convergence of the Euler scheme for rough and stochastic differential equations
by: Allan, Andrew L., et al.
Published: (2023)

A novel numerical method for mean field stochastic differential equation
by: Zhou, Jinhui, et al.
Published: (2025)

Euler-type methods for Levy-driven McKean-Vlasov SDEs with super-linear coefficients: mean-square error analysis
by: Zhu, Jingtao, et al.
Published: (2025)

Taming singular stochastic differential equations: A numerical method
by: Lê, Khoa, et al.
Published: (2021)

Riemannian Langevin Dynamics: Strong Convergence of Geometric Euler-Maruyama Scheme
by: Zhan, Zhiyuan, et al.
Published: (2026)

Density convergence of a fully discrete finite difference method for stochastic Cahn--Hilliard equation
by: Hong, Jialin, et al.
Published: (2022)

Convergence rate of Euler-Maruyama scheme for McKean-Vlasov SDEs with density-dependent drift
by: Le, Anh-Dung
Published: (2024)

Pathwise convergence of a novel numerical scheme based on semi-implicit method for stochastic differential-algebraic equations with non-global Lipschitz coefficients
by: Tsafack, Guy, et al.
Published: (2025)

On the optimality of dimension truncation error rates for a class of parametric partial differential equations
by: Guth, Philipp A., et al.
Published: (2025)