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Faculty of Scien... [2]
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XU LIHU [2]
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Journal article [2]
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2023 [1]
2019 [1]
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英語English [2]
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Annals of Applie... [2]
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A probability approximation framework: Markov process approach
Journal article
Chen, Peng, Shao, Qi Man, Xu, Lihu. A probability approximation framework: Markov process approach[J]. Annals of Applied Probability, 2023, 33(2), 1619-1659.
Authors:
Chen, Peng
;
Shao, Qi Man
;
Xu, Lihu
Favorite
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TC[WOS]:
1
TC[Scopus]:
0
IF:
1.4
/
1.9
|
Submit date：2023/05/02
Euler–maruyama (Em) Discretization
Itô’s Formula
Markov Process
Normal Approximation
Online Stochastic Gradient Descent
Probability Approximation
Stable Process
Stochastic Differential Equation
Wasserstein-1 Distance
Approximation of stable law in Wasserstein-1 distance by Stein’s method1
Journal article
Xu,Lihu. Approximation of stable law in Wasserstein-1 distance by Stein’s method1[J]. Annals of Applied Probability, 2019, 29(1), 458-504.
Authors:
Xu,Lihu
Favorite
|
TC[WOS]:
20
TC[Scopus]:
20
IF:
1.4
/
1.9
|
Submit date：2021/03/11
L1 Discrepancy
Normal Domain Of Attraction Of Stable Law
Stable Approximation
Stein’s Method
Wasserstein-1 Distance (W1 Distance)
Α-stable Processes
