3 papers
math.PR2026
Generic Strong Well-Posedness for McKean--Vlasov SDEs with Jumps in a Krylov-Stable Coefficient Space
Mingbo Zhang
We prove that strong well-posedness is generic for McKean--Vlasov stochastic differential equations with jumps in a complete coefficient space that allows genuinely discontinuous s…
math.PR2026
Regularity Preservation for Jump-Type Stochastic Transport Equations with Singular Drift
Mingbo Zhang
We study a first-order stochastic transport equation driven by Brownian transport noise and a nonlinear state-dependent Poisson jump term. The drift vector field is merely integrab…
math.PR2026
Tamed Euler Schemes for Singular SDEs with Multiplicative Levy Noise
Hua Zhang, Mingbo Zhang
We prove strong convergence rates for tamed Euler schemes of multidimensional stochastic differential equations with singular drift, multiplicative Brownian noise, and multiplicati…