Ke Song

activity

20242026

collaborators

3 papers

math.PR2026

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 $H \in (1, \infty) ∖ Z$ and drift coefficient $b \in \m…

math.PR2025

Quantitative approximation to density dependent SDEs driven by $I^\pm$ -stable processes

Ke Song, Zimo Hao, Mingkun Ye

Based on a class of moderately interacting particle systems, we establish a quantitative approximation for density-dependent McKean-Vlasov SDEs and the corresponding nonlinear, non…

math.PR2024

Convergence rate of the Euler-Maruyama scheme to density dependent SDEs driven by $I^\pm$ -stable additive noise

Ke Song, Zimo Hao

In this paper, we establish the weak convergence rate of density-dependent stochastic differential equations with bounded drift driven by $I^\pm$ -stable processes with $I^\pm \in (1, 2)$ . T…

Regularization by regular noise: a numerical result

Quantitative approximation to density dependent SDEs driven by I^±-stable processes

Convergence rate of the Euler-Maruyama scheme to density dependent SDEs driven by I^±-stable additive noise

Quantitative approximation to density dependent SDEs driven by $I^\pm$ -stable processes

Convergence rate of the Euler-Maruyama scheme to density dependent SDEs driven by $I^\pm$ -stable additive noise