Zimo Hao

activity

20212024

most citedStrong and weak convergence for averaging principle of DDSDE with singular drift

5 citations · 6 across the 5 of their papers we have counts for

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math.PR2024

Quantitative approximation of stochastic kinetic equations: from discrete to continuum

Zimo Hao, Khoa Lê, Chengcheng Ling

We study the convergence of a generic tamed Euler-Maruyama (EM) scheme for the kinetic type stochastic differential equations (SDEs) (also known as second order SDEs) with singular…

math.PR2022★ 5 cited

Strong and weak convergence for averaging principle of DDSDE with singular drift

Mengyu Cheng, Zimo Hao, Michael Röckner

In this paper, we study the averaging principle for distribution dependent stochastic differential equations with drift in localized $L^{p}$ spaces. Using Zvonkin's transformation an…

math.PR2021

Well-posedness of density dependent SDE driven by $α$ -stable process with Hölder drifts

Mingyan Wu, Zimo Hao

In this paper, we show the weak and strong well-posedness of density dependent stochastic differential equations driven by $α$ -stable processes with $α \in (1, 2)$ . The existence part…

Quantitative approximation of stochastic kinetic equations: from discrete to continuum

Strong and weak convergence for averaging principle of DDSDE with singular drift

Well-posedness of density dependent SDE driven by α-stable process with Hölder drifts

Well-posedness of density dependent SDE driven by $α$ -stable process with Hölder drifts