39 citations · 503 across the 77 of their papers we have counts for
78 papers
Compound Poisson particle approximation for McKean-Vlasov SDEs
Xicheng Zhang
We present a comprehensive discretization scheme for linear and nonlinear stochastic differential equations (SDEs) driven by either Brownian motions or -stable processes. Our ap…
Second order fractional mean-field SDEs with singular kernels and measure initial data
Zimo Hao, Michael Röckner, Xicheng Zhang
In this paper we establish the local and global well-posedness of weak and strong solutions to second order fractional mean-field SDEs with singular/distribution interaction kernel…
Strong convergence of propagation of chaos for McKean-Vlasov SDEs with singular interactions
Zimo Hao, Michael Röckner, Xicheng Zhang
In this work we show the strong convergence of propagation of chaos for the particle approximation of McKean-Vlasov SDEs with singular -interactions as well as for the moderat…
Second order McKean-Vlasov SDEs and kinetic Fokker-Planck-Kolmogorov equations
Xicheng Zhang
In this paper we study second order stochastic differential equations with measurable and density-distribution dependent coefficients. Through establishing a maximum principle for…
Singular kinetic equations and applications
Zimo Hao, Xicheng Zhang, Rongchan Zhu +1
In this paper we study singular kinetic equations on by the paracontrolled distribution method introduced in \cite{GIP15}. We first develop paracontrolled calculu…
Maximum principle for non-uniformly parabolic equations and applications
Xicheng Zhang
In this paper we study the global boundedness for the solutions to a class of possibly degenerate parabolic equations by De-Giorgi's iteration. As applications, we show the existen…