4 papers · 1 filter
Long-time Behaviour of DLRA for SDEs
Jianhai Bao, Haitao Wang, Yue Wu
We study dynamical orthogonal (DO) approximations of stochastic differential equations and investigate their long-time behaviour. The DO formulation represents the solution by a lo…
Non-asymptotic convergence bounds of modified EM schemes for non-dissipative SDEs
Jianhai Bao, Jiaqing Hao, Panpan Ren
In this paper, we address the issue on non-asymptotic convergence bounds of Euler-type schemes associated with non-dissipative SDEs. On the one hand, for non-degenerate SDEs with s…
-Wasserstein contraction of modified Euler schemes for SDEs with high diffusivity and applications
Jianhai Bao, Jiaqing Hao
In this paper, we are concerned with a modified Euler scheme for the SDE under consideration, where the drift is of super-linear growth and dissipative merely outside a closed ball…
Uniform-in-time estimates for mean-field type SDEs and applications
Jianhai Bao, Jiaqing Hao
Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distances for mean-field type SDEs, where the drift terms…