Chengcheng Ling

activity

20242026

collaborators

Showing 2024Show all

3 papers · 1 filter

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 $α$ -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 $α$ -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…

Regularisation by Gaussian rough path lifts of fractional Brownian motions

Strong convergence of the Euler scheme for singular kinetic SDEs driven by α-stable processes

Quantitative approximation of stochastic kinetic equations: from discrete to continuum

Strong convergence of the Euler scheme for singular kinetic SDEs driven by $α$ -stable processes