2 papers
math.AP2026
Weighted derivative estimates for Kolmogorov equations
Artur Sidorenko, Vasilii Kolokoltsov
For diffusions whose coefficients are smooth, with at most linear growth and bounded derivatives of higher order, we establish explicit pointwise bounds on the spatial derivatives…
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…