60 citations · 317 across the 50 of their papers we have counts for
67 papers
Expansion and attraction of RDS: long time behavior of the solution to singular SDE
Chengcheng Ling, Michael Scheutzow
We provide a framework for studying the expansion rate of the image of a bounded set under a flow in Euclidean space and apply it to stochastic differential equations (SDEs for sho…
A Wong-Zakai theorem for SDEs with singular drift
Chengcheng Ling, Sebastian Riedel, Michael Scheutzow
We study stochastic differential equations (SDEs) with multiplicative Stratonovich-type noise of the form w…
The perfection of local semi-flows and local random dynamical systems with applications to SDEs
Chengcheng Ling, Michael Scheutzow, Isabell Vorkastner
We provide a rather general perfection result for crude local semi-flows taking values in a Polish space showing that a crude semi-flow has a modification which is a (perfect) loca…
Existence of invariant probability measures for functional McKean-Vlasov SDEs
Jianhai Bao, Michael Scheutzow, Chenggui Yuan
We show existence of an invariant probability measure for a class of functional McKean-Vlasov SDEs by applying Kakutani's fixed point theorem to a suitable class of probability mea…
Sharpness of Lenglart's domination inequality and a sharp monotone version
Sarah Geiss, Michael Scheutzow
We prove that the best so far known constant of a domination inequality, which originates to Lenglart, is sharp. In particular, we solve an op…
Noise-induced strong stabilization
Matti Leimbach, Jonathan C. Mattingly, Michael Scheutzow
We consider a 2-dimensional stochastic differential equation in polar coordinates depending on several parameters. We show that if these parameters belong to a specific regime then…