Fen-Fen Yang

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math.PR2026

Regularity Estimates for Singular Density Dependent SDEs

Feng-Yu Wang, Qiumiao Wen, Fen-Fen Yang

Consider the density dependent (i.e. Nemytskii-type) SDEs on $R^{d}$ , where the drift $b_{t} (x, I ¨ (x), I ¨ )$ is locally integrable in $(t, x) \in [0, \infty) \times R^{d}$ and m…

math.PR2024

Long Time $\W_0$-$\widetilde{\W}_1$ type Propagation of Chaos for Mean Field Interacting Particle System

Xing Huang, Fen-Fen Yang, Chenggui Yuan

In this paper, a general result on the long time $\W_0$-$\widetilde{\W}_1$ type propagation of chaos, propagation of chaos with regularization effect, for mean field interacting pa…