Mathis Fitoussi

collaborators

2 papers

math.AP2026

Weak Error on the densities for the Euler scheme of stable additive SDEs with Besov drift

Mathis Fitoussi, Elena Issoglio, StÃ©phane Menozzi

We are interested in the Euler-Maruyama dicretization of the formal SDE, $d X_{t} = b (t, X_{t}) d t + d Z_{t}$ , where $Z$ is a symmetric isotropic d dimensional stable process of index $Î±\in (1,…

math.NA2026

Weak error on the densities for the Euler scheme of stable additive SDEs with H{Ã¶}lder drift

Mathis Fitoussi, Stephane Menozzi

We are interested in the Euler-Maruyama dicretization of the SDE dXt =b(t,Xt)dt+ dZt, X0 =x $\in$ Rd, where Zt is a symmetric isotropic d-dimensional $I^\pm$ -stable process, $I^\pm$ $\in$ …