15 citations · 32 across the 11 of their papers we have counts for
11 papers
The Milstein scheme for singular SDEs with Hölder continuous drift
Máté Gerencsér, Gerald Lampl, Chengcheng Ling
We study the rate of convergence of the Milstein scheme for SDEs when the drift coefficients possess only Hölder regularity. If the diffusion is elliptic and sufficiently reg…
Path-by-path uniqueness for stochastic differential equations under Krylov-Röckner condition
Lukas Anzeletti, Khoa Lê, Chengcheng Ling
We show that any stochastic differential equation (SDE) driven by Brownian motion with drift satisfying the Krylov-Röckner condition has exactly one solution in an ordinary sense f…
Expansion and attraction of RDS: long time behavior of the solution to singular SDE
Chengcheng Ling, Michael Scheutzow
We provide a framework for studying the expansion rate of the image of a bounded set under a flow in Euclidean space and apply it to stochastic differential equations (SDEs for sho…
Stability estimates for singular SDEs and applications
Lucio Galeati, Chengcheng Ling
We consider multidimensional SDEs with singular drift and Sobolev diffusion coefficients , satisfying Krylov--Röckner type assumptions. We prove several stability estimates,…
Taming singular stochastic differential equations: A numerical method
Khoa Lê, Chengcheng Ling
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The di…
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…