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math.PR2022
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…
math.PR2022
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,…