Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs
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arXiv
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| Auteurs principaux: | , , |
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| Format: | Preprint |
| Publié: |
2026
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| _version_ | 1866910169345032192 |
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| author | Ding, Yan Wu, Sizhou Zhang, Ying |
| author_facet | Ding, Yan Wu, Sizhou Zhang, Ying |
| contents | We study the temporal-spatial regularity properties of tamed Euler approximations for Lévy-driven SDEs with superlinearly growing drift and diffusion coefficients. We first introduce a novel tamed Euler-type scheme and establish its strong convergence. We then derive temporal-spatial regularity estimates with respect to the initial value, the initial time, and the evaluation time. In particular, we obtain a stability estimate for fixed step size and a corresponding continuity estimate in the vanishing step-size regime. Numerical experiments are presented to support the theoretical results. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2604_24319 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs Ding, Yan Wu, Sizhou Zhang, Ying Numerical Analysis Probability We study the temporal-spatial regularity properties of tamed Euler approximations for Lévy-driven SDEs with superlinearly growing drift and diffusion coefficients. We first introduce a novel tamed Euler-type scheme and establish its strong convergence. We then derive temporal-spatial regularity estimates with respect to the initial value, the initial time, and the evaluation time. In particular, we obtain a stability estimate for fixed step size and a corresponding continuity estimate in the vanishing step-size regime. Numerical experiments are presented to support the theoretical results. |
| title | Strong convergence and temporal-spatial regularity for tamed Euler approximations of Lévy-driven SDEs |
| topic | Numerical Analysis Probability |
| url | https://arxiv.org/abs/2604.24319 |