Author

Mikio Hirokane

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Preprint Oct 2026

Asymptotic Error Distributions for Euler-Maruyama Schemes with Additive Semimartingale Noise

We establish a joint stable limit theorem for integrated discretization errors of finite-dimensional c\`adl\`ag semimartingales whose predictable characteristics are absolutely continuous in time and satisfy a pathwise integrability condition. The normalized integrated error, evaluated on the discretization grid, conve...

Mikio Hirokane · 0 citations

Preprint Aug 2026

Error Distribution of the Local Linearization Method for Stochastic Differential Equations with Additive Brownian Noise

We prove a functional stable limit theorem for the discretization error process of a local linearization scheme for stochastic differential equations with additive Brownian noise. The scheme includes the conditional mean of the second-order term involving the Brownian increment in the Taylor expansion of the drift. The...

Masaaki Fukasawa, Mikio Hirokane, Kostas Kardaras · 0 citations