2 citations · 4 across the 8 of their papers we have counts for
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math.PR2021
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…
math.PR2021★ 1 cited
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…
math.PR2021
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…