4 papers
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…
Limit theorems for SDEs with irregular drifts
Jianhai Bao, Jiaqing Hao
In this paper, concerning SDEs with Hölder continuous drifts, which are merely dissipative at infinity, and SDEs with piecewise continuous drifts, we investigate the strong law of…