3 papers
math.PR2025
Non-asymptotic convergence bounds of modified EM schemes for non-dissipative SDEs
Jianhai Bao, Jiaqing Hao, Panpan Ren
In this paper, we address the issue on non-asymptotic convergence bounds of Euler-type schemes associated with non-dissipative SDEs. On the one hand, for non-degenerate SDEs with s…
math.PR2025
-Wasserstein contraction of modified Euler schemes for SDEs with high diffusivity and applications
Jianhai Bao, Jiaqing Hao
In this paper, we are concerned with a modified Euler scheme for the SDE under consideration, where the drift is of super-linear growth and dissipative merely outside a closed ball…
math.PR2024
Uniform-in-time estimates for mean-field type SDEs and applications
Jianhai Bao, Jiaqing Hao
Via constructing an asymptotic coupling by reflection, in this paper we establish uniform-in-time estimates on probability distances for mean-field type SDEs, where the drift terms…