6 citations · 26 across the 25 of their papers we have counts for
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math.PR2020★ 1 cited
Euler scheme for density dependent stochastic differential equations
Zimo Hao, Michael Röckner, Xicheng Zhang
In this paper we show the existence and uniqueness for a class of density dependent SDEs with bounded measurable drift, where the existence part is based on Euler's approximation f…
math.PR2020★ 3 cited
Schauder's estimates for nonlocal equations with singular Lévy measures
Zimo Hao, Zhen Wang, Mingyan Wu
In this paper, we establish Schauder's estimates for the following non-local equations in \mR^d : where $α\in(…
math.PR2020★ 2 cited
Hölder regularity and gradient estimates Hölder regularity and gradient estimates for SDEs driven by cylindrical -stable processes
Zhen-Qing Chen, Zimo Hao, Xicheng Zhang
We establish Hölder regularity and gradient estimates for the transition semigroup of the solutions to the following SDE: $$ {\rm d} X_t=σ(t, X_{t-}){\rm d} Z_t+b (t, X_t){\rm d} t…