4 papers · 1 filter
Uniform pathwise stability of additive singular SDEs driven by fractional Brownian motion
Konstantinos Dareiotis, El Mehdi Haress, Khoa Lê
We study the long-time behaviour of solutions to a class of -dimensional stochastic differential equations driven by fractional Brownian motion with Hurst parameter $H \in (0,1)…
Regularisation by Gaussian rough path lifts of fractional Brownian motions
Konstantinos Dareiotis, Máté Gerencsér, Khoa Lê +1
The aim of the paper is to show the probabilistically strong well-posedness of rough differential equations with distributional drifts driven by the Gaussian rough path lift of fra…
Regularisation by multiplicative noise for reaction-diffusion equations
Konstantinos Dareiotis, Teodor Holland, Khoa Lê
We consider the stochastic reaction-diffusion equation in dimensions driven by multiplicative space-time white noise, with a distributional drift belonging to a Besov-Hölder…
Quantitative approximation of stochastic kinetic equations: from discrete to continuum
Zimo Hao, Khoa Lê, Chengcheng Ling
We study the convergence of a generic tamed Euler-Maruyama (EM) scheme for the kinetic type stochastic differential equations (SDEs) (also known as second order SDEs) with singular…