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math.PR2024
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…
math.PR2024
Strong convergence of the Euler scheme for singular kinetic SDEs driven by -stable processes
Chengcheng Ling
We study the strong approximation of the solutions to singular stochastic kinetic equations (also referred to as second-order SDEs) driven by -stable processes, using an Euler-t…
math.PR2024
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…