From the 1 of 16 linked papers with an AI index.
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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: $$\mathord{\rm d} X_t=V_t\mat…
SDE driven by cylindrical -stable process with distributional drift
Zimo Hao, Mingyan Wu
For , we study the following stochastic differential equation driven by a non-degenerate symmetric -stable process in : \begin{align*} {\rm d} X_t=b(…
SDEs with supercritical distributional drifts
Zimo Hao, Xicheng Zhang
Let . In this paper, we investigate the following stochastic differential equation (SDE) in driven by Brownian motion $$ {\rm d} X_t=b(t,X_t){\rm d} t+\sqr…
Quantitative approximation to density dependent SDEs driven by -stable processes
Ke Song, Zimo Hao, Mingkun Ye
Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, non…