3 citations · 6 across the 9 of their papers we have counts for
5 papers · 1 filter
-convergence rate of EM schemes for invariant measures of supercritical stable SDEs
Peng Chen, Lihu Xu, Xiaolong Zhang +1
By establishing the regularity estimates for nonlocal Stein/Poisson equations under -order Hölder and dissipative conditions on the coefficients, we derive the -conve…
Heat kernel estimates for nonlocal kinetic operators
Haojie Hou, Xicheng Zhang
In this paper, we employ probabilistic techniques to derive sharp, explicit two-sided estimates for the heat kernel of the nonlocal kinetic operator $$ Δ^{α/2}_v + v \cdot \nabla_x…
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…
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…
Heat kernel estimates for kinetic SDEs with drifts being unbounded and in Kato's class
Chongyang Ren, Xicheng Zhang
In this paper we investigate the existence and uniqueness of weak solutions for kinetic stochastic differential equations with Hölder diffusion and unbounded singular drifts in Kat…