6 citations · 26 across the 25 of their papers we have counts for
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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. Mor…
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 . The…
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…
Propagation of chaos for moderately interacting particle systems related to singular kinetic McKean-Vlasov SDEs
Zimo Hao, Jean-Francois Jabir, Stéphane Menozzi +2
This work addresses the propagation of chaos properties in a class of moderately interacting particle systems for the approximation of singular kinetic McKean-Vlasov SDEs driven by…