A discretized version of Krylov's estimate and its applications
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Publication:2279326
DOI10.1214/19-EJP390zbMath1427.60112arXiv1909.09976OpenAlexW2985793777MaRDI QIDQ2279326
Publication date: 12 December 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1909.09976
Related Items (13)
Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients ⋮ Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients ⋮ Approximation of distribution-independent and distribution-dependent stochastic differential equations with singular drifts ⋮ Mean-field stochastic differential equations with a discontinuous diffusion coefficient ⋮ Path dependent McKean-Vlasov SDEs with Hölder continuous diffusion ⋮ The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis ⋮ Multiple-delay stochastic McKean-Vlasov equations with Hölder diffusion coefficients and their numerical schemes ⋮ Euler scheme for density dependent stochastic differential equations ⋮ Distribution-dependent SDEs with Hölder continuous drift and \(\alpha\)-stable noise ⋮ On the \(\alpha \)-dependence of stochastic differential equations with Hölder drift and driven by \(\alpha \)-stable Lévy processes ⋮ Well-posedness of distribution dependent SDEs with singular drifts ⋮ Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients ⋮ On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time
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