{"paper":{"title":"Randomised Euler-Maruyama method for SDEs with H\\\"older continuous drift coefficient","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["cs.NA","math.NA"],"primary_cat":"math.PR","authors_text":"Jianhai Bao, Yue Wu","submitted_at":"2025-01-26T13:41:23Z","abstract_excerpt":"In this paper, we examine the performance of randomised Euler-Maruyama (EM) method for additive time-inhomogeneous SDEs with an irregular drift. In particular, the drift is assumed to be $\\alpha$-H\\\"older continuous in time and bounded $\\beta$-H\\\"older continuous in space with $\\alpha,\\beta\\in (0,1]$. The strong order of convergence of the randomised EM in $L^p$-norm is shown to be $1/2+(\\alpha \\wedge (\\beta/2))-\\epsilon$ for an arbitrary $\\epsilon\\in (0,1/2)$, higher than the one of standard EM, which is $\\alpha \\wedge (1/2+\\beta/2-\\epsilon)$. The proofs highly rely on the stochastic sewing l"},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"2501.15527","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"integrity":{"clean":true,"summary":{"advisory":0,"critical":0,"by_detector":{},"informational":0},"endpoint":"/pith/2501.15527/integrity.json","findings":[],"available":true,"detectors_run":[],"snapshot_sha256":"c28c3603d3b5d939e8dc4c7e95fa8dfce3d595e45f758748cecf8e644a296938"},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}