Mathis Fitoussi

collaborators

3 papers

math.AP2025

Weak Error on the densities for the Euler scheme of stable additive SDEs with Besov drift

Mathis Fitoussi, Elena Issoglio, Stéphane Menozzi

We are interested in the Euler-Maruyama dicretization of the formal SDE, $d X_{t} = b (t, X_{t}) d t + d Z_{t}$ , where $Z$ is a symmetric isotropic d dimensional stable process of index $α\in (1,2…

math.NA2024

Weak error on the densities for the Euler scheme of stable additive SDEs with H{ö}lder drift

Mathis Fitoussi, Stephane Menozzi

We are interested in the Euler-Maruyama dicretization of the SDE dXt =b(t,Xt)dt+ dZt, X0 =x $\in$ Rd, where Zt is a symmetric isotropic d-dimensional $α$ -stable process, $α$ $\in$ (1…

math.PR2024

Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift

Mathis Fitoussi, Benjamin Jourdain, Stéphane Menozzi

We are interested in the discretization of stable driven SDEs with additive noise for $α$ $\in$ (1, 2) and Lq -- Lp drift under the Serrin type condition $α$ /q + d/p < $α$ -- 1. We…