4 papers
math.AP2026
Geometry property of stochastic parabolic equations and Prékopa-Leindler inequality on bounded domains
Guangying Lv
We study the preservation of spatial concavity and log-concavity for stochastic parabolic equations posed on bounded convex domains. For the linear noise, by using Minkowski convol…
math.PR2026
Strong solutions and sharp Euler--Maruyama approximations for SDEs with Lebesgue--Dini drift
Jinlong Wei, Junhao Hu, Guangying Lv +1
We investigate the strong approximation of stochastic differential equations whose drift is square-integrable in time and Dini continuous in space, while the diffusion coefficient…
math.PR2025
The Euler-Maruyama method for SDEs with low-regularity drift
Jinlong Wei, Junhao Hu, Guangying Lv +1
We study the strong -convergence rates of the Euler-Maruyama method for stochastic differential equations driven by Brownian motion with low-regularity drift coefficients. Spe…
math.PR2024
A new maximal regularity for parabolic equations and an application
Jinlong Wei, Wei Wang, Guangying Lv +1
We introduce the Lebesgue--Hölder--Dini and Lebesgue--Hölder spaces (,…