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Strong solutions and sharp Euler--Maruyama approximations for SDEs with Lebesgue--Dini drift
Jinlong Wei, Junhao Hu, Guangying Lv +1
We investigate the strong approximation of stochastic differential equations whose drift is square-integrable in time and Dini continuous in space, while the diffusion coefficient…
Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations
Zhaohang Wang, Junhao Hu, Chenggui Yuan
This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distri…
The Euler-Maruyama method for SDEs with low-regularity drift
Jinlong Wei, Junhao Hu, Guangying Lv +1
We study the strong -convergence rates of the Euler-Maruyama method for stochastic differential equations driven by Brownian motion with low-regularity drift coefficients. Spe…
The LDP of McKean-Vlasov stochastic differential equations with Hölder continuous conditions and integrable conditions
Hao Wu, Junhao Hu, Chenggui Yuan
In this paper, we first study the large deviation principle (LDP) for non-degenerate McKean-Vlasov stochastic differential equations (MVSDEs) with Hölder continuous drifts by using…
Stochastic equations with low regularity drifts
Jinlong Wei, Junhao Hu, Chenggui Yuan
By using the Itô-Tanaka trick, we prove the unique strong solvability as well as the gradient estimates for stochastic differential equations with irregular drifts in low regularit…