5 papers
Weak approximation of kinetic SDEs: closing the criticality gap
Zimo Hao, Khoa Lê, Chengcheng Ling
We study the weak convergence of a generic tamed Euler-Maruyama scheme for kinetic stochastic differential equations (SDEs) with integrable drifts. We show that the marginal densit…
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…
Strong convergence of the Euler scheme for singular kinetic SDEs driven by -stable processes
Chengcheng Ling
We study the strong approximation of the solutions to singular stochastic kinetic equations (also referred to as second-order SDEs) driven by -stable processes, using an Euler-…
Weak Existence for Degenerate Distribution Dependent SDEs with multiplicative Noise -- a pathwise regularization approach
Fabian Harang, Chengcheng Ling, Peter H. C. Pang
We establish the existence of weak solutions to a class of distribution-dependent stochastic differential equations (DDSDEs) with possibly degenerate multiplicative noise and singu…
Regularisation by Gaussian rough path lifts of fractional Brownian motions
Konstantinos Dareiotis, Máté Gerencsér, Khoa Lê +1
The aim of the paper is to show the probabilistically strong well-posedness of rough differential equations with distributional drifts driven by the Gaussian rough path lift of fra…