2 citations · 4 across the 4 of their papers we have counts for
6 papers
A Wong-Zakai theorem for SDEs with singular drift
Chengcheng Ling, Sebastian Riedel, Michael Scheutzow
We study stochastic differential equations (SDEs) with multiplicative Stratonovich-type noise of the form w…
The perfection of local semi-flows and local random dynamical systems with applications to SDEs
Chengcheng Ling, Michael Scheutzow, Isabell Vorkastner
We provide a rather general perfection result for crude local semi-flows taking values in a Polish space showing that a crude semi-flow has a modification which is a (perfect) loca…
Regularity of Local times associated to Volterra-Lévy processes and path-wise regularization of stochastic differential equations
Fabian A. Harang, Chengcheng Ling
We investigate the space-time regularity of the local time associated to Volterra-Lévy processes, including Volterra processes driven by -stable processes for . We sh…
Strong solutions of stochastic differential equations with coefficients in mixed-norm spaces
Chengcheng Ling, Longjie Xie
By studying parabolic equations in mixed-norm spaces, we prove the existence and uniqueness of strong solutions to stochastic differential equations driven by Brownian motion with…
SDEs with singular drifts and multiplicative noise on general space-time domains
Chengcheng Ling, Michael Röckner, Xiangchan Zhu
In this paper, we prove the existence and uniqueness of maximally defined strong solutions to SDEs driven by multiplicative noise on general space-time domains $Q\subset\mathbb{R}_…
Nonlocal elliptic equation in Hölder space and the martingale problem
Chengcheng Ling, Guohuan Zhao
The well-posedness of nonlocal elliptic equation with singular drift is investigated in Besov-Hölder spaces. As an application, we show the existence and uniqueness for correspondi…