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math.PR2024
Caputo fractional stochastic differential equations: Lipschitz continuity in the fractional order
T. C. Son, N. T. Dung, P. T. P Thuy +3
In this paper, we consider a class of the Caputo fractional stochastic differential equations of fractional order . Our aim is to analyze of the continuous de…
math.PR2022
Rate of convergence in the Smoluchowski-Kramers approximation for mean-field stochastic differential equations
T. C. Son, D. Q. Le, M. H. Duong
In this paper we study a second-order mean-field stochastic differential systems describing the movement of a particle under the influence of a time-dependent force, a friction, a…
math.PR2021
Weak convergence of delay SDEs with applications to Carathéodory approximation
T. C. Son, N. T. Dung, N. V. Tan +3
In this paper, we consider a fundamental class of stochastic differential equations with time delays. Our aim is to investigate the weak convergence with respect to delay parameter…