Zobrazeno 1 - 10
of 471
pro vyhledávání: '"Lê, Khoa"'
We consider interacting systems particle driven by i.i.d. fractional Brownian motions, subject to irregular, possibly distributional, pairwise interactions. We show propagation of chaos and mean field convergence to the law of the associated McKean--
Externí odkaz:
http://arxiv.org/abs/2403.05454
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 regularity requirements on the drift coefficients. When the drift is
Externí odkaz:
http://arxiv.org/abs/2309.16339
We show that any stochastic differential equation (SDE) driven by Brownian motion with drift satisfying the Krylov-R\"ockner condition has exactly one solution in an ordinary sense for almost every trajectory of the Brownian motion. Additionally, we
Externí odkaz:
http://arxiv.org/abs/2304.06802
We consider stochastic differential equation $$ d X_t=b(X_t) dt +d W_t^H, $$ where the drift $b$ is either a measure or an integrable function, and $W^H$ is a $d$-dimensional fractional Brownian motion with Hurst parameter $H\in(0,1)$, $d\in\mathbb{N
Externí odkaz:
http://arxiv.org/abs/2302.11937
Autor:
Lê, Khoa
For a general adapted integrable right-continuous with left limits (RCLL) process $(X_t)_{t\in[0,\tau]}$ taking values in a metric space $(\mathcal E,d)$, we show (among other things) that for every $m\in(1,\infty)$ $$ \frac{m-1}{2m-1}\|\sup_{t\in[0,
Externí odkaz:
http://arxiv.org/abs/2211.15550
Autor:
Lê, Khoa
Stroock and Varadhan in 1997 and Geiss in 2005 independently introduced stochastic processes with bounded mean oscillation (BMO) and established their exponential integrability with some unspecified exponential constant. This result is an analogue of
Externí odkaz:
http://arxiv.org/abs/2210.15736
Autor:
Le, Khoa V., Tuchband, Michael R., Iwayama, Hiroshi, Takanishi, Yoichi, Clark, Noel A., Araoka, Fumito
Polymorphism, the phenomenon that a species can exist in many discrete forms, is common in nature, such as hair colors in an animal species, flower colors in a tree species, and blood types in humans, etc. In materials science, it refers to a solid t
Externí odkaz:
http://arxiv.org/abs/2210.13544
We consider the Allen-Cahn equation $\partial_t u- \Delta u=u-u^3$ with a rapidly mixing Gaussian field as initial condition. We show that provided that the amplitude of the initial condition is not too large, the equation generates fronts described
Externí odkaz:
http://arxiv.org/abs/2201.08426
Smart services based on the Internet of Everything (IoE) are gaining considerable popularity due to the ever-increasing demands of wireless networks. This demands the appraisal of the wireless networks with enhanced properties as next-generation comm
Externí odkaz:
http://arxiv.org/abs/2111.06596
Autor:
Lê, Khoa, Ling, Chengcheng
We consider a generic and explicit tamed Euler--Maruyama scheme for multidimensional time-inhomogeneous stochastic differential equations with multiplicative Brownian noise. The diffusion coefficient is uniformly elliptic, H\"older continuous and wea
Externí odkaz:
http://arxiv.org/abs/2110.01343