2 papers
math.PR2026
On couplings for kinetic Langevin diffusions
Nawaf Bou-Rabee, Sonja Cox, Roy Schieven
For the kinetic Langevin diffusion and its splitting discretizations, the hypoelliptic noise structure makes the relationship between couplings and total variation (TV) bounds more…
math.NA2026
Numerical approximation of SDEs driven by fractional Brownian motion for all using WIS integration
Utku Erdogan, Gabriel J. Lord, Roy B. Schieven
We examine the numerical approximation of a quasilinear stochastic differential equation (SDE) with multiplicative fractional Brownian motion. The stochastic integral is interprete…