most citedEuler-Maruyama scheme for SDE driven by Lévy process with Hölder drift

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math.PR2025

McKean-Vlasov equations and nonlinear Fokker-Planck equations with critical singular Lorentz kernels

Michael Röckner, Deng Zhang, Guohuan Zhao

We prove the existence and conditional uniqueness in the Krylov class for SDEs with singular divergence-free drifts in the endpoint critical Lorentz space $L^{\infty}(0,T; L^{d,\in…

math.PR2023★ 1 cited

Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift

Yanfang Li, Guohuan Zhao

This study focuses on approximating solutions to SDEs driven by Lévy processes with Hölder continuous drifts using the Euler-Maruyama scheme. We derive the -error for a broad…