From the 1 of 16 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: Well-Posedness of The Vlasov--Fokker--Planck--Dean--Kawasaki Equations
Zimo Hao, Zhengyan Wu, Johannes Zimmer
We study Vlasov--Fokker--Planck--Dean--Kawasaki equations driven by correlated conservative noise. For regular noise coefficients and bounded nonlocal interactions, we establish pr…
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…