Xiang Li

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math.PR2025

Total variation distance between SDEs with stable noise and Brownian motion

Changsong Deng, Xiang Li, Rene L. Schilling +1

We consider a $d$ -dimensional stochastic differential equation (SDE) of the form $d U_{t} = b (U_{t}) d t + I ¨ d Z_{t}$ , let $X_{t}$ be the solution if the driving noise $Z_{t}$ is a $d$ -dime…

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 $R^{d}$ with a superlinearly growing drift coefficient, \begin{align*} \mathrm{d} X…