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

In this paper, we investigate the weak convergence rate of Euler-Maruyama's approximation for stochastic differential equations with irregular drifts. Explicit weak convergence rates are presented if drifts satisfy an integrability…

We consider the Euler-Maruyama approximation for multi-dimensional stochastic differential equations with irregular coefficients. We provide the rate of strong convergence where the possibly discontinuous drift coefficient satisfies a…

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation…

We present two approaches for computing rational approximations to multivariate functions, motivated by their effectiveness as surrogate models for high-energy physics (HEP) applications. Our first approach builds on the Stieltjes process…

Let $(\phi_t)$ be a continuous semigroup of holomorphic self-maps of the unit disk $\mathbb{D}$ with Denjoy-Wolff point $\tau\in\overline{\mathbb{D}}$. We study the rate of convergence of the forward orbits of $(\phi_t)$ to the Denjoy-Wolff…

An existence and uniqueness theorem for a class of stochastic delay differential equations is presented, and the convergence of Euler approximations for these equations is proved under general conditions. Moreover, the rate of almost sure…

For a unital $C^*$-algebra $\mathcal A$ and a subspace $\mathcal B$ of $\mathcal A$, a characterization for a best approximation to an element of $\mathcal A$ in $\mathcal B$ is obtained. As an application, a formula for the distance of an…

We develop Stein's method for the Fr\'echet distribution and apply it to compute rates of convergence in distribution of renormalized sample maxima to the Fr\'echet distribution.

This paper is concerned with the numerical approximation of stochastic ordinary differential equations, which satisfy a global monotonicity condition. This condition includes several equations with super-linearly growing drift and diffusion…

We give a substitute to Feller property for semigroups of time-changed processes; under some conditions this leads to establish sufficient (new) conditions for the semigroups to be Feller. Moreover, given a standard process and a sequence…

We establish a general framework to study the rate of convergence of a Euler type approximation scheme with decreasing time steps to the invariant measure, for a general class of stochastic systems. The error is measured in general…

The Stieltjes constants $\gamma_k$ appear in the regular part of the Laurent expansion of the Riemman and Hurwitz zeta functions. We demonstrate that these coefficients may be written as certain summations over mathematical constants and…

We investigate the pointwise convergence of the solution to the fractional Schr\"odinger equation in $\mathbb R^2$. By establishing $H^s(\mathbb R^2)-L^3(\mathbb R^2)$ estimates for the associated maximal operator provided that $s>1/3$, we…

We present a large number of analytic evaluations of Euler sums, namely sums such as \begin{align} M(m,n_0,n_1,n_2, \ldots, n_t) &= \sum_{k=1}^\infty \frac{H(k)^m}{k^{n_0} (k+1)^{n_1} (k+2)^{n_2} \cdots (k+t)^{n_t}}, \nonumber \end{align}…

An Euler-type framework with equidistant step sizes is proposed for a class of time-changed stochastic differential equations.We establish the strong convergence rate of the standard Euler--Maruyama method under the global Lipschitz…

We construct normed spaces of real-valued functions with controlled growth on possibly infinite-dimensional state spaces such that semigroups of positive, bounded operators $(P_t)_{t\ge 0}$ thereon with $\lim_{t\to 0+}P_t f(x)=f(x)$ are in…

We are interested in the kernel of one-dimensional diffusion equations with continuous coefficients as evaluated by means of explicit discretization schemes of uniform step $h>0$ in the limit as $h\to0$. We consider both semidiscrete…

In this note the Chernoff Theorem is used to approximate evolution semigroups constructed by the procedure of subordination. The considered semigroups are subordinate to some original, unknown explicitly but already approximated by the same…

Many stochastic differential equations (SDEs) in the literature have a superlinearly growing nonlinearity in their drift or diffusion coefficient. Unfortunately, moments of the computationally efficient Euler-Maruyama approximation method…

This paper addresses the problem of estimating a convex regression function under both the sup-norm risk and the pointwise risk using B-splines. The presence of the convex constraint complicates various issues in asymptotic analysis,…