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Weak convergence of Euler scheme for SDEs with low regular drift

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1 Published in 2021 at "Numerical Algorithms"

DOI: 10.1007/s11075-021-01206-6

Abstract: In this paper, we investigate the weak convergence rate of Euler-Maruyama’s approximation for stochastic differential equations with low regular drifts. Explicit weak convergence rates are presented if drifts satisfy an integrability condition including discontinuous functions… read more here.

Keywords: low regular; weak convergence; convergence; convergence euler ... See more keywords

Weak convergence of local quantile treatment effect processes

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1 Published in 2018 at "Economics Letters"

DOI: 10.1016/j.econlet.2017.10.021

Abstract: Abstract This paper considers a quantile regression process in the instrument variable model of Abadie et al. (2002). We extend pointwise analysis of local quantile treatment effects (LQTE) to the quantile process by establishing its weak… read more here.

Keywords: weak convergence; quantile treatment; local quantile;

Weak convergence to isotropic complex SαS$S\alpha S$ random measure

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1 Published in 2017 at "Journal of Inequalities and Applications"

DOI: 10.1186/s13660-017-1505-x

Abstract: In this paper, we prove that an isotropic complex symmetric α-stable random measure (0 read more here.

Keywords: weak convergence; isotropic complex; random measure; alpha ... See more keywords

Strong and weak convergence theorems for solutions of equations of Hammerstein-type

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1 Published in 2023 at "Filomat"

DOI: 10.2298/fil2302477o

Abstract: In this paper, it is our aim in this paper to introduce a new iterative algorithmfor approximation of a solution of an equation of Hammerstein-type. The proposed scheme does not involve computation of inverse of… read more here.

Keywords: weak convergence; hammerstein type; type; convergence theorems ... See more keywords