Chongyang Ren

collaborators

3 papers

math.PR2026

The Non-Gaussian to Gaussian Transition: Pointwise Heat Kernel Estimates and Optimal Convergence Rates

Xianming Liu, Chongyang Ren, Mingyan Wu

We establish uniform pointwise estimates for the densities of a family of $α$ -stable processes with respect to the index $α \in [α_{0}, 2]$ for some $α_{0} > 0$ . In addition, we estimate t…

math.PR2024

Supercritical McKean-Vlasov SDE driven by cylindrical $α$ -stable process

Zimo Hao, Chongyang Ren, Mingyan Wu

In this paper, we study the following supercritical McKean-Vlasov SDE, driven by a symmetric non-degenerate cylindrical $α$ -stable process in $R^{d}$ with $α \in (0, 1)$ : $$ \…

math.PR2024

Heat kernel estimates for kinetic SDEs with drifts being unbounded and in Kato's class

Chongyang Ren, Xicheng Zhang

In this paper we investigate the existence and uniqueness of weak solutions for kinetic stochastic differential equations with Hölder diffusion and unbounded singular drifts in Kat…

The Non-Gaussian to Gaussian Transition: Pointwise Heat Kernel Estimates and Optimal Convergence Rates

Supercritical McKean-Vlasov SDE driven by cylindrical α-stable process

Heat kernel estimates for kinetic SDEs with drifts being unbounded and in Kato's class

Supercritical McKean-Vlasov SDE driven by cylindrical $α$ -stable process