Showing math.PRShow all
2 papers · 1 filter
math.PR2026
Convergence Rates of Continuous-Time Random Walks to Time-Fractional Diffusions with Unbounded Coefficients
Artur Sidorenko, Vasilii Kolokoltsov
We investigate uniform weak convergence rates for probabilistic numerical methods applied to backward time-fractional diffusion equations whose dynamics are driven by diffusions wi…
math.PR2025
Skorokhod Transition in the Conic Market Model
Artur Sidorenko
This paper examines the applicability of the Skorokhod representation theorem in filtrated probability spaces for the utility maximization problem in the Kabanov conic model of mul…