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math.PR2025
Tamed Euler-Maruyama method for SDEs with non-globally Lipschitz drift and multiplicative noise
Xiang Li, Yingjun Mo, Haoran Yang
Consider the following stochastic differential equation driven by multiplicative noise on with a superlinearly growing drift coefficient, \begin{align*} \mathrm{d} X…
math.PR2023
Stable central limit theorem in total variation distance
Xiang Li, Lihu Xu, Haoran Yang
Under certain general conditions, we prove that the stable central limit theorem holds in the total variation distance and get its optimal convergence rate for all . Ou…