2 papers
math.PR2026
Strong solutions and sharp Euler--Maruyama approximations for SDEs with Lebesgue--Dini drift
Jinlong Wei, Junhao Hu, Guangying Lv +1
We investigate the strong approximation of stochastic differential equations whose drift is square-integrable in time and Dini continuous in space, while the diffusion coefficient…
math.PR2025
Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations
Zhaohang Wang, Junhao Hu, Chenggui Yuan
This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distri…