Chongyang Ren

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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 $I^\pm$ -stable processes with respect to the index $I^\pm \in [I^\pm_{0}, 2]$ for some $I^\pm_{0} > 0$ . In addition, we estima…

math.PR2024

Supercritical McKean-Vlasov SDE driven by cylindrical $I^\pm$ -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 $I^\pm$ -stable process in $R^{d}$ with $I^\pm \in (0, 1)$ : $$…

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

Supercritical McKean-Vlasov SDE driven by cylindrical I^±-stable process

Supercritical McKean-Vlasov SDE driven by cylindrical $I^\pm$ -stable process