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math.PR2023
A central limit theorem for the Euler method for SDEs with irregular drifts
Konstantinos Dareiotis, Máté Gerencsér, Khoa Lê
The goal of this article is to establish a central limit theorem for the Euler-Maruyama scheme approximating multidimensional SDEs with elliptic Brownian diffusion, under very mild…
math.AP2023
Solutions to the stochastic thin-film equation for initial values with non-full support
Konstantinos Dareiotis, Benjamin Gess, Manuel V. Gnann +1
The stochastic thin-film equation with mobility exponent on the one-dimensional torus with multiplicative Stratonovich noise is considered. We show that mart…