We consider the Euler approximation of stochastic differential equations (SDEs) driven by Lévy processes in the case where we cannot simulate the increments of the driving process exactly. In some cases, where the driving process Y is a subordinated stable process, i.e., Y=Z(V) with V a...

We study simulated annealing algorithms to maximise a function [psi] on a subset of . In classical simulated annealing, given a current state [theta]n in stage n of the algorithm, the probability to accept a proposed state z at which [psi] is smaller, is exp(-[beta]n+1([psi](z)-[psi]([theta]n))...

The Euler scheme is a well-known method of approximation of solutions of stochastic differential equations (SDEs). A lot of results are now available concerning the precision of this approximation in case of equations driven by a drift and a Brownian motion. More recently, people got interested...

We study existence, uniqueness and mass conservation of signed measure valued solutions of a class of stochastic evolution equations with respect to the Wiener sheet, including as particular cases the stochastic versions of the regularized two-dimensional Navier–Stokes equations in vorticity...