W_d-convergence rate of EM schemes for invariant measures of supercritical stable SDEs
From MaRDI portal
Publication:7389399
Cites work
- A probability approximation framework: Markov process approach
- Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift
- An Introduction to Heavy-Tailed and Subexponential Distributions
- Approximation of heavy-tailed distributions via stable-driven SDEs
- Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme
- Asymptotic bias of inexact Markov chain Monte Carlo methods in high dimension
- Computing the distance between unbalanced distributions: the flat metric
- Convergence rate of numerical solutions to SFDEs with jumps
- Couplings and quantitative contraction rates for Langevin dynamics
- Diffusion approximation for fully coupled stochastic differential equations
- Ergodicity of supercritical SDEs driven by \(\alpha \)-stable processes and heavy-tailed sampling
- Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift
- Exponential convergence of Langevin distributions and their discrete approximations
- Gradient estimates and ergodicity for SDEs driven by multiplicative Lévy noises via coupling
- Gradient estimates for SDEs driven by multiplicative Lévy noise
- Heat kernel of supercritical nonlocal operators with unbounded drifts
- High-dimensional Bayesian inference via the unadjusted Langevin algorithm
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- scientific article; zbMATH DE number 1245556 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
- scientific article; zbMATH DE number 3895476 (Why is no real title available?)
- scientific article; zbMATH DE number 3329342 (Why is no real title available?)
- Improved bounds for discretization of Langevin diffusions: near-optimal rates without convexity
- Interior Schauder estimates for elliptic equations associated with Lévy operators
- Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
- Nonasymptotic bounds for sampling algorithms without log-concavity
- Nonasymptotic convergence analysis for the unadjusted Langevin algorithm
- On Poisson equation and diffusion approximation. II.
- On Stein's method for multivariate self-decomposable laws
- On the Poisson equation and diffusion approximation. I
- On the Poisson equation and diffusion approximation. III
- Optimal Transport
- Pareto distributions
- Probability. Theory and examples.
- Regularity results for stable-like operators
- Regularity theory for general stable operators
- Sampling from a log-concave distribution with projected Langevin Monte Carlo
- Sampling: design and analysis
- Schauder estimates for Poisson equations associated with non-local Feller generators
- Semigroups of linear operators and applications to partial differential equations
- Simulation and the Monte Carlo method
- Singular kinetic equations and applications
- Stability of Markovian processes I: criteria for discrete-time Chains
- Stochastic flows for Lévy processes with Hölder drifts
- Stochastic gradient Langevin dynamics with adaptive drifts
- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
- Strong convergence of the Euler-Maruyama approximation for a class of Lévy-driven SDEs
- Supercritical SDEs driven by multiplicative stable-like Lévy processes
- The Euler scheme for Lévy driven stochastic differential equations
- The Euler-Maruyama method for S(F)DEs with Hölder drift and -stable noise
- The law of the Euler scheme for stochastic differential equations. I: Convergence rate of the distribution function
- Theory of function spaces. III
- Unadjusted Langevin algorithm with multiplicative noise: total variation and Wasserstein bounds
This page was built for publication: \(\mathcal{W}_{\mathrm{d}}\)-convergence rate of EM schemes for invariant measures of supercritical stable SDEs
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7389399)