Related papers: On rates in Euler's formula for C_0-semigroups

Assuming the Generalized Riemann Hypothesis, we provide uniform upper bounds with explicit main terms for moduli of $\left(\cL'/\cL\right)(s)$ and $\log{\cL(s)}$ for $1/2+\delta\leq\sigma<1$, fixed $\delta\in(0,1/2)$ and for functions in…

We study the $L^1$-approximation of the log-Heston SDE at equidistant time points by Euler-type methods. We establish the convergence order $ 1/2-\epsilon$ for $\epsilon >0$ arbitrarily small, if the Feller index $\nu$ of the underlying CIR…

We consider the problem of the approximation of the solution of a one-dimensional SDE with non-globally Lipschitz drift and diffusion coefficients behaving as $x^\alpha$, with $\alpha>1$. We propose an (semi-explicit) exponential-Euler…

We introduce some general tools to design exact splitting methods to compute numerically semigroups generated by inhomogeneous quadratic differential operators. More precisely, we factorize these semigroups as products of semigroups that…

In the present article we study strong approximation of solutions of scalar stochastic differential equations (SDEs) with bounded and $\alpha$-H\"older continuous drift coefficient and constant diffusion coefficient at time point $1$.…

Classical approximation results for stochastic differential equations analyze the $L^p$-distance between the exact solution and its Euler-Maruyama approximations. In this article we measure the error with temporal-spatial H\"older-norms.…

Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…

This paper is concerned with a class of generalized slice Fueter-regular functions on arbitrary domains in O with local stem functions. Some classical theorems such as the maximum modulus principle will be generalized to our setting. Some…

This paper studies the convergence rate of the Euler-Maruyama scheme for systems of interacting particles used to approximate solutions of nonlinear Fokker-Planck equations with singular interaction kernels, such as the Keller-Segel model.…

The approximation of functions in Orlicz space by multivariate operators on simplex is considered. The convergence rate is given by using modulus of smoothness.

Ratios of quadratic forms in correlated normal variables which introduce noncentrality into the quadratic forms are considered. The denominator is assumed to be positive (with probability 1). Various serial correlation estimates such as…

The objective of the paper is to establish a computable upper bound for the almost sure convergence rate for a class of ratio consensus algorithms defined via column-stochastic matrices. Our result extends the works of Iutzeler et al.…

In this work we consider the problem of estimating function-on-scalar regression models when the functions are observed over multi-dimensional or manifold domains and with potentially multivariate output. We establish the minimax rates of…

Using a recently developed $\mathcal H$-calculus we propose a unified approach to the study of rational approximations of holomorphic semigroups on Banach spaces. We provide unified and simple proofs to a number of basic results on…

We provide a new and significantly shorter optimality proof of recent quantified Tauberian theorems, both in the setting of vector-valued functions and of $C_0$-semigroups, and in fact our results are also more general than those currently…

We develop almost-orthogonality principles for maximal functions associated with averages over line segments and directional singular integrals. Using them, we obtain sharp $L^2$-bounds for these maximal functions when the underlying…

In the present paper, we prove that the $C_{0}$-semigroup generated by a Schr\"odinger operator with drift on a complete Riemannian manifold is approximated by the discrete semigroups associated with a family of discrete time random walks…

Let $\Omega$ be a bounded open subset with $C^{1+\kappa}$-boundary for some $\kappa > 0$. Consider the Dirichlet-to-Neumann operator associated to the elliptic operator $- \sum \partial_l ( c_{kl} \, \partial_k ) + V$, where the $c_{kl} =…

F. Stenger proposed efficient approximation formulas for derivatives over infinite intervals. These formulas were derived by combining the Sinc approximation with appropriate conformal maps. It has been demonstrated that these formulas can…

We establish presumably optimal rates of normal convergence with respect to the Kolmogorov distance for a large class of geometric functionals of marked Poisson and binomial point processes on general metric spaces. The rates are valid…