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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…