Zobrazeno 1 - 10
of 52
pro vyhledávání: '"Hao Zimo"'
Publikováno v:
SHS Web of Conferences, Vol 190, p 01001 (2024)
This paper explores the aesthetic function of integrating educational drama practice into English teaching. It aims to shed light on the potential benefits and implications of using drama techniques to enhance students’ language acquisition and ove
Externí odkaz:
https://doaj.org/article/6b4ac1977ed04bd1a1deefabf8107bf0
In this paper, we study the following supercritical McKean-Vlasov SDE, driven by a symmetric non-degenerate cylindrical $\alpha$-stable process in $\mathbb{R}^d$ with $\alpha \in (0,1)$: $$ \mathord{{\rm d}} X_t = (K * \mu_{t})(X_t)\mathord{{\rm d}}t
Externí odkaz:
http://arxiv.org/abs/2410.18611
In this paper, we investigate the convergence rate of the averaging principle for stochastic differential equations (SDEs) with $\beta$-H\"older drift driven by $\alpha$-stable processes. More specifically, we first derive the Schauder estimate for n
Externí odkaz:
http://arxiv.org/abs/2409.12706
We study the convergence of a generic tamed Euler-Maruyama (EM) scheme for the kinetic type stochastic differential equations (SDEs) (also known as second order SDEs) with singular coefficients in both weak and strong probabilistic senses. We show th
Externí odkaz:
http://arxiv.org/abs/2409.05706
In this paper, we establish the weak convergence rate of density-dependent stochastic differential equations with bounded drift driven by $\alpha$-stable processes with $\alpha\in(1,2)$. The well-posedness of these equations has been previously obtai
Externí odkaz:
http://arxiv.org/abs/2405.20840
Motivated by the probabilistic representation for solutions of the Navier-Stokes equations, we introduce a novel class of stochastic differential equations that depend on the entire flow of its time marginals. We establish the existence and uniquenes
Externí odkaz:
http://arxiv.org/abs/2405.19034
We study the propagation of chaos in a class of moderately interacting particle systems for the approximation of singular kinetic McKean-Vlasov SDEs driven by alpha-stable processes. Diffusion parts include Brownian (alpha=2) and pure-jump (1<\alpha<
Externí odkaz:
http://arxiv.org/abs/2405.09195
Autor:
Hao, Zimo, Zhang, Xicheng
Let $d\geq 2$. In this paper, we investigate the following stochastic differential equation (SDE) in ${\mathbb R}^d$ driven by Brownian motion $$ {\rm d} X_t=b(t,X_t){\rm d} t+\sqrt{2}{\rm d} W_t, $$ where $b$ belongs to the space ${\mathbb L}_T^q \m
Externí odkaz:
http://arxiv.org/abs/2312.11145
Autor:
Wu, Mingyan, Hao, Zimo
For $\alpha \in (1,2)$, we study the following stochastic differential equation driven by a non-degenerate symmetric $\alpha$-stable process in ${\mathbb R}^d$: \begin{align*} {\mathord{{\rm d}}} X_t=b(t,X_t){\mathord{{\rm d}}} t+\sigma(t,X_{t-}){\ma
Externí odkaz:
http://arxiv.org/abs/2305.18139
In this paper we establish the local and global well-posedness of weak and strong solutions to second order fractional mean-field SDEs with singular/distribution interaction kernels and measure initial value, where the kernel can be Newton or Coulomb
Externí odkaz:
http://arxiv.org/abs/2302.04392