Year: 2025
Type: article
Abstract: In this paper, concerning SDEs with Hölder continuous drifts, which are merely dissipative at infinity, and SDEs with piecewise continuous drifts, we investigate the strong law of large numbers and the central limit theorem for underlying additive functionals and reveal the corresponding rates of convergence. To establish the limit theorems under consideration, the exponentially contractive property of solution processes under the (quasi-)Wasserstein distance plays an indispensable role. In order to achieve such contractive property, which is new and interesting in its own right for SDEs with Hölder continuous drifts or piecewise continuous drifts, the reflection coupling method is employed and meanwhile a sophisticated test function is built.
Source: Bernoulli
DOI: 10.3150/24-bej1745
Authors: Jianhai Bao, Jiaqing Hao
Institution: Tianjin University
Language: English
Subfield: Mathematical Physics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Award: G7536112313
OpenAlex ID: W4409308222