2 papers
math.PR2026
Tamed Euler Schemes for Singular SDEs with Multiplicative Levy Noise
Hua Zhang, Mingbo Zhang
We prove strong convergence rates for tamed Euler schemes of multidimensional stochastic differential equations with singular drift, multiplicative Brownian noise, and multiplicati…
math.PR2026
Integration by Parts Formulas of Mckean-Vlasov SDEs with Jumps and Some Applications
Yao Chen, Jiagang Ren, Hua Zhang
In this article, we establish integration by parts formulas for the solutions of McKean-Vlasov stochastic differential equations with jumps under elliptic coefficients. The derived…