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Published at December 6

Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$-stable processes

math.PR
cs.NA
math.NA
Primary 60H35, 65C30, 60H10, Secondary 60H50, 60L90

Released Date: December 6, 2024

Authors: Chengcheng Ling1

Aff.: 1Not provided

Arxiv: http://arxiv.org/pdf/2412.05142v1