A cutoff-based taming of the drift lets explicit Euler-type schemes keep their usual strong and weak convergence orders for SDEs with superlinear drift, with a near-sharp uniform-in-time KL bound for tamed SGLD.
A maximal function characterization of the class H p
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
math.NA 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
unclear 1representative citing papers
citing papers explorer
-
A modified tamed scheme for stochastic differential equations with superlinear drifts
A cutoff-based taming of the drift lets explicit Euler-type schemes keep their usual strong and weak convergence orders for SDEs with superlinear drift, with a near-sharp uniform-in-time KL bound for tamed SGLD.