41 citations · 146 across the 24 of their papers we have counts for
28 papers
A central limit theorem for the Euler method for SDEs with irregular drifts
Konstantinos Dareiotis, Máté Gerencsér, Khoa Lê
The goal of this article is to establish a central limit theorem for the Euler-Maruyama scheme approximating multidimensional SDEs with elliptic Brownian diffusion, under very mild…
Path-by-path uniqueness for stochastic differential equations under Krylov-Röckner condition
Lukas Anzeletti, Khoa Lê, Chengcheng Ling
We show that any stochastic differential equation (SDE) driven by Brownian motion with drift satisfying the Krylov-Röckner condition has exactly one solution in an ordinary sense f…
Stochastic equations with singular drift driven by fractional Brownian motion
Oleg Butkovsky, Khoa Lê, Leonid Mytnik
We consider stochastic differential equation where the drift is either a measure or an integrable function, and is a -dimensional fract…
Maximal inequalities and weighted BMO processes
Khoa Lê
For a general adapted integrable right-continuous with left limits (RCLL) process taking values in a metric space , we show (among other things)…
Quantitative John--Nirenberg inequality for stochastic processes of bounded mean oscillation
Khoa Lê
Stroock and Varadhan in 1997 and Geiss in 2005 independently introduced stochastic processes with bounded mean oscillation (BMO) and established their exponential integrability wit…
The Allen-Cahn equation with generic initial datum
Martin Hairer, Khoa Lê, Tommaso Rosati
We consider the Allen-Cahn equation with a rapidly mixing Gaussian field as initial condition. We show that provided that the amplitude of the initial cond…