Oleksii Kulyk

collaborators

3 papers

math.PR2026

A Tail-Respecting Splitting Numerical Scheme for LÃ©vy-Driven SDEs With Superlinear Drifts

Olga Aryasova, Oleksii Kulyk, Ilya Pavlyukevich

We present an explicit numerical approximation scheme, denoted by ${X^{n}}$ , for the effective simulation of solutions $X$ to a multivariate stochastic differential equation (SDE)…

math.ST2026

LAD estimation of locally stable SDE

Oleksii M. Kulyk, Hiroki Masuda

We prove the asymptotic mixed normality of the least absolute deviation (LAD) estimator for a locally $I^\pm$ -stable stochastic differential equation (SDE) observed at high frequency,…

physics.comp-ph2025

Ilya Pavlyukevich, Olga Aryasova, Alexei Chechkin +1

We propose an effective explicit numerical scheme for simulating solutions of stochastic differential equations with confining superlinear drift terms, driven by multiplicative hea…

A Tail-Respecting Splitting Numerical Scheme for LÃ©vy-Driven SDEs With Superlinear Drifts

LAD estimation of locally stable SDE

How to simulate LÃ©vy flights in a steep potential: An explicit splitting numerical scheme