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math.PR2025
Regularization by regular noise: a numerical result
Ke Song, Chengcheng Ling, Haiyi Wang
We study a singular stochastic equation driven by a regular noise of fractional Brownian type with Hurst index and drift coefficient $b \in \m…
math.PR2025
Quantitative approximation to density dependent SDEs driven by -stable processes
Ke Song, Zimo Hao, Mingkun Ye
Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, non…