39 citations · 503 across the 77 of their papers we have counts for
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Weak solutions of McKean-Vlasov SDEs with supercritical drifts
Xicheng Zhang
Consider the following McKean-Vlasov SDE: where stands for the distribution of and…
Euler scheme for density dependent stochastic differential equations
Zimo Hao, Michael Röckner, Xicheng Zhang
In this paper we show the existence and uniqueness for a class of density dependent SDEs with bounded measurable drift, where the existence part is based on Euler's approximation f…
Singular HJB equations with applications to KPZ on the real line
Xicheng Zhang, Rongchan Zhu, Xiangchan Zhu
This paper is devoted to studying the Hamilton-Jacobi-Bellman equations with distribution-valued coefficients, which is not well-defined in the classical sense and shall be underst…
Hölder regularity and gradient estimates Hölder regularity and gradient estimates for SDEs driven by cylindrical -stable processes
Zhen-Qing Chen, Zimo Hao, Xicheng Zhang
We establish Hölder regularity and gradient estimates for the transition semigroup of the solutions to the following SDE: $$ {\rm d} X_t=σ(t, X_{t-}){\rm d} Z_t+b (t, X_t){\rm d} t…