Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Lévy noise

Butkovsky, O., Dareiotis, K. and Gerencsér, M. (2025) Strong rate of convergence of the Euler scheme for SDEs with irregular drift driven by Lévy noise. Annales de l Institut Henri Poincaré Probabilités et Statistiques, 61 (4). pp. 2624-2660. ISSN: 0246-0203 (In Press)

Metadata

Item Type: Article
Authors/Creators:
  • Butkovsky, O.
  • Dareiotis, K.
  • Gerencsér, M.
Copyright, Publisher and Additional Information:

Copyright © 2025 Association des Publications de l’Institut Henri Poincaré. This is an author produced version of an article published in Annales de l'Institut Henri Poincaré, Probabilités et Statistiques. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Euler-Maruyama approximation; Stochastic differential equations; Regularization by noise; Irregular drift; Levy noise; Stochastic sewing
Dates:
  • Accepted: 2 May 2024
  • Published (online): November 2025
  • Published: November 2025
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Engineering & Physical Sciences (Leeds) > School of Mathematics (Leeds)
Date Deposited: 20 Jan 2026 10:16
Last Modified: 20 Jan 2026 10:16
Published Version: https://projecteuclid.org/journals/annales-de-lins...
Status: In Press
Publisher: Institute of Mathematical Statistics
Identification Number: 10.1214/24-aihp1506
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