From the 1 of 13 linked papers with an AI index.
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Quantitative Propagation of Chaos and Fluctuations for Kinetic McKean--Vlasov SDEs with Singular Interaction Kernels
Zimo Hao, Xicheng Zhang, Xianliang Zhao
The paper establishes quantitative bounds on how particle systems approximate kinetic McKean–Vlasov stochastic differential equations with singular interaction kernels, and proves…
Kinetic Theory with Fluctuations: Strong Well-Posedness of the Vlasov-Fokker-Planck-Dean-Kawasaki System
Zimo Hao, Zhengyan Wu, Johannes Zimmer
The strong well-posedness of the Vlasov-Fokker-Planck-Dean-Kawasaki (VFPDK) equation with correlated noise is established. This equation can be interpreted as the fluctuating mean-…
Euler--Maruyama scheme for -stable SDE with distributional drift
Zimo Hao, Mingyan Wu
In this paper, we consider a class of stochastic differential equations driven by symmetric non-degenerate -stable processes (including cylindrical ones) with . We…
Weak approximation of kinetic SDEs: closing the criticality gap
Zimo Hao, Khoa Lê, Chengcheng Ling
We study the weak convergence of a generic tamed Euler-Maruyama scheme for kinetic stochastic differential equations (SDEs) with integrable drifts. We show that the marginal densit…
Strong and weak well-posedness of McKean-Vlasov SDEs driven by -stable processes under unified condition
Zimo Hao
In this paper, we consider and establish the strong well-posedness of McKean--Vlasov SDEs driven by an -stable process with a Hölder (Besov) kernel $K \in \mathb…
Kinetic SDEs with subcritical distributional drifts
Zikai Chen, Zimo Hao, Xicheng Zhang
In this paper we study the well-posedness of the kinetic stochastic differential equation (SDE) in driven by Brownian motion: $$\mathord{\rm d} X_t=V_t\mat…