动力学 SDE 的弱近似：致密性间隙的闭合
概率论
2026-03-25 v2
摘要
我们研究了针对具有可积漂移项的动力学随机微分方程（SDE）的通用驼鹰式欧拉-马夫尔加林方案的弱收敛性。我们证明，所考虑方案的边缘密度以 1/2 的速率收敛于相应 SDE 的边缘密度。该收敛速率独立于临界性间隙，这与先前结果不同。
引用
@article{arxiv.2602.18411,
title = {Weak approximation of kinetic SDEs: closing the criticality gap},
author = {Zimo Hao and Khoa Lê and Chengcheng Ling},
journal= {arXiv preprint arXiv:2602.18411},
year = {2026}
}
备注
This paper contains the weak convergence results announced earlier in arXiv:2409.05706. The current preprint is significantly revised to improve clarity. V2: additional details in proofs and updated references