Weak Approximations and Extrapolations of Stochastic Differential Equations with Jumps
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Bibliographic record
Abstract
Numerical discretization schemes are developed to approximate functionals of stochastic differential equations with jumps, and the convergence is shown to have an appropriate order. For the Euler scheme and the second order weak scheme, the leading coefficient of their global errors are determined by the stochastic Taylor expansion. Based on the error expression, the extrapolation technique can be applied to get a higher order convergence. Numerical examples are provided to compare various weak schemes and extrapolations.
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Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.000 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.001 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.002 | 0.000 |
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Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
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