From the 1 of 13 linked papers with an AI index.
5 papers · 1 filter
Distribution-flow dependent SDEs driven by (fractional) Brownian motion and Navier-Stokes equations
Zimo Hao, Michael Röckner, Xicheng Zhang
Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entir…
Supercritical McKean-Vlasov SDE driven by cylindrical -stable process
Zimo Hao, Chongyang Ren, Mingyan Wu
In this paper, we study the following supercritical McKean-Vlasov SDE, driven by a symmetric non-degenerate cylindrical -stable process in with : $$…
Averaging principle for SDEs with singular drifts driven by -stable processes
Mengyu Cheng, Zimo Hao, Xicheng Zhang
In this paper, we investigate the convergence rate of the averaging principle for stochastic differential equations (SDEs) with -Hölder drift driven by -stable processes.…
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…
Convergence rate of the Euler-Maruyama scheme to density dependent SDEs driven by -stable additive noise
Ke Song, Zimo Hao
In this paper, we establish the weak convergence rate of density-dependent stochastic differential equations with bounded drift driven by -stable processes with . T…