Exponential Convengence of DLRA for SDEs

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DOI10.48550/ARXIV.2606.15843MaRDI QIDQ7269225arXivFDO

Authors Jianhai Bao, Haitao Wang, Yue Wu

Publication date 2026

Published in arXiv

Tldr We study dynamical orthogonal (DO) approximations of stochastic differential equations, derive quantitative error estimates and establish well-posedness of the DO system. Our main contribution is proving the existence of an invariant probability measure for the DO dynamics under suitable assumptions.

Full work available at URL https://doi.org/10.48550/ARXIV.2606.15843


arXiv classification

math.NAmath.PR















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