{"id":"https://openalex.org/W6948317939","doi":"https://doi.org/10.48550/arxiv.2506.18374","title":"Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem","display_name":"Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem","publication_year":2025,"publication_date":"2025-06-23","ids":{"openalex":"https://openalex.org/W6948317939","doi":"https://doi.org/10.48550/arxiv.2506.18374"},"language":"en","primary_location":{"id":"doi:10.48550/arxiv.2506.18374","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2506.18374","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},"type":"preprint","indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.48550/arxiv.2506.18374","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":null,"display_name":"Jiang, Lianzi","orcid":null},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Jiang, Lianzi","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":null,"display_name":"Hu, Mingshang","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Hu, Mingshang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":null,"display_name":"Liang, Gechun","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Liang, Gechun","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":true,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.7166000008583069,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.7166000008583069,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T13400","display_name":"Mathematical and Theoretical Analysis","score":0.07490000128746033,"subfield":{"id":"https://openalex.org/subfields/2610","display_name":"Mathematical Physics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.04610000178217888,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/nucleofection","display_name":"Nucleofection","score":0.446399986743927},{"id":"https://openalex.org/keywords/gestational-period","display_name":"Gestational period","score":0.3495999872684479},{"id":"https://openalex.org/keywords/tsg101","display_name":"TSG101","score":0.3181000053882599},{"id":"https://openalex.org/keywords/diafiltration","display_name":"Diafiltration","score":0.30660000443458557},{"id":"https://openalex.org/keywords/articular-cartilage-damage","display_name":"Articular cartilage damage","score":0.30219998955726624},{"id":"https://openalex.org/keywords/dysgeusia","display_name":"Dysgeusia","score":0.30059999227523804},{"id":"https://openalex.org/keywords/demotion","display_name":"Demotion","score":0.29429998993873596},{"id":"https://openalex.org/keywords/fusible-alloy","display_name":"Fusible alloy","score":0.2921000123023987}],"concepts":[{"id":"https://openalex.org/C144251240","wikidata":"https://www.wikidata.org/wiki/Q7068229","display_name":"Nucleofection","level":4,"score":0.446399986743927},{"id":"https://openalex.org/C2992336715","wikidata":"https://www.wikidata.org/wiki/Q63431143","display_name":"Gestational period","level":4,"score":0.3495999872684479},{"id":"https://openalex.org/C2778283623","wikidata":"https://www.wikidata.org/wiki/Q18032200","display_name":"TSG101","level":5,"score":0.3181000053882599},{"id":"https://openalex.org/C18743360","wikidata":"https://www.wikidata.org/wiki/Q1208096","display_name":"Diafiltration","level":4,"score":0.30660000443458557},{"id":"https://openalex.org/C2781032047","wikidata":"https://www.wikidata.org/wiki/Q938793","display_name":"Articular cartilage damage","level":5,"score":0.30219998955726624},{"id":"https://openalex.org/C2777054765","wikidata":"https://www.wikidata.org/wiki/Q6402731","display_name":"Dysgeusia","level":3,"score":0.30059999227523804},{"id":"https://openalex.org/C104545631","wikidata":"https://www.wikidata.org/wiki/Q464858","display_name":"Demotion","level":3,"score":0.29429998993873596},{"id":"https://openalex.org/C133074676","wikidata":"https://www.wikidata.org/wiki/Q428729","display_name":"Fusible alloy","level":2,"score":0.2921000123023987},{"id":"https://openalex.org/C2777158700","wikidata":"https://www.wikidata.org/wiki/Q1419356","display_name":"Hyporeflexia","level":3,"score":0.2890999913215637},{"id":"https://openalex.org/C180938184","wikidata":"https://www.wikidata.org/wiki/Q2142270","display_name":"Liquation","level":3,"score":0.28760001063346863},{"id":"https://openalex.org/C145741570","wikidata":"https://www.wikidata.org/wiki/Q7251534","display_name":"Proteogenomics","level":5,"score":0.2854999899864197},{"id":"https://openalex.org/C2777968768","wikidata":"https://www.wikidata.org/wiki/Q1280161","display_name":"Emperipolesis","level":4,"score":0.28189998865127563},{"id":"https://openalex.org/C135979968","wikidata":"https://www.wikidata.org/wiki/Q609809","display_name":"Protein isoform","level":5,"score":0.27399998903274536},{"id":"https://openalex.org/C2779627259","wikidata":"https://www.wikidata.org/wiki/Q779763","display_name":"Pretext","level":3,"score":0.2734000086784363},{"id":"https://openalex.org/C2778128915","wikidata":"https://www.wikidata.org/wiki/Q3782613","display_name":"Contractualism","level":2,"score":0.2727000117301941},{"id":"https://openalex.org/C2777742743","wikidata":"https://www.wikidata.org/wiki/Q19904005","display_name":"Durvalumab","level":5,"score":0.27079999446868896},{"id":"https://openalex.org/C2776356786","wikidata":"https://www.wikidata.org/wiki/Q1048573","display_name":"Tubulopathy","level":3,"score":0.2648000121116638},{"id":"https://openalex.org/C2777935831","wikidata":"https://www.wikidata.org/wiki/Q3144949","display_name":"Hemopericardium","level":3,"score":0.25440001487731934},{"id":"https://openalex.org/C2776781215","wikidata":"https://www.wikidata.org/wiki/Q83253","display_name":"Triacetin","level":2,"score":0.25029999017715454}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.48550/arxiv.2506.18374","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2506.18374","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.48550/arxiv.2506.18374","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2506.18374","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},"sustainable_development_goals":[{"display_name":"Reduced inequalities","id":"https://metadata.un.org/sdg/10","score":0.46618953347206116}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":[],"abstract_inverted_index":{"This":[0,98],"paper":[1],"develops":[2],"a":[3,8,31,34,45,63,80,100],"probabilistic":[4],"approximation":[5,66],"scheme":[6],"for":[7,59,76,89],"class":[9],"of":[10,36,55,67,103,111,121],"nonstandard,":[11],"fully":[12],"nonlinear":[13,21],"second-order":[14],"partial":[15],"integro-differential":[16],"equations":[17],"(PIDEs)":[18],"associated":[19],"with":[20,126],"Levy":[22,38],"processes":[23],"under":[24,95],"Peng's":[25,104],"G-expectation":[26],"framework.":[27],"The":[28],"PIDE":[29],"features":[30],"supremum":[32],"over":[33],"family":[35],"alpha-stable":[37,118],"measures,":[39],"possibly":[40],"degenerate":[41],"diffusion":[42],"coefficients,":[43],"and":[44,71,109,123],"non-separable":[46],"uncertainty":[47],"set,":[48],"which":[49],"places":[50],"it":[51],"outside":[52],"the":[53,68,77,90,117],"scope":[54],"existing":[56],"numerical":[57],"theories":[58],"PIDEs.":[60],"We":[61],"construct":[62],"recursive,":[64],"piecewise-constant":[65],"viscosity":[69],"solution":[70],"establish":[72],"explicit":[73,127],"error":[74],"estimates":[75],"scheme.":[78],"As":[79],"key":[81],"application,":[82],"our":[83],"results":[84],"yield":[85],"quantitative":[86],"convergence":[87],"rates":[88],"universal":[91],"robust":[92,105],"limit":[93,107,119],"theorem":[94,108,120],"sublinear":[96],"expectations.":[97],"provides":[99],"unified":[101],"treatment":[102],"central":[106],"law":[110],"large":[112],"numbers,":[113],"as":[114,116],"well":[115],"Bayraktar":[122],"Munk,":[124],"together":[125],"Berry-Esseen-type":[128],"bounds.":[129]},"counts_by_year":[],"updated_date":"2026-04-25T06:01:18.069262","created_date":"2025-10-10T00:00:00"}