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Approximation of the invariant measure of stable SDEs by an Euler–Maruyama scheme Journal article
Chen,Peng, Deng,Chang Song, Schilling,René L., Xu,Lihu. Approximation of the invariant measure of stable SDEs by an Euler–Maruyama scheme[J]. Stochastic Processes and their Applications, 2023, 163, 136-167.
Authors:  Chen,Peng;  Deng,Chang Song;  Schilling,René L.;  Xu,Lihu
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:1.1/1.4 | Submit date：2023/08/03
Convergence Rate  Euler–maruyama Method  Invariant Measure  Wasserstein Distance  
Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motions Journal article
Ran Wang, Lihu Xu. Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motions[J]. Stochastic processes and their applications, 2018, 128(5), 1772-1796.
Authors:  Ran Wang;  Lihu Xu
Favorite | TC[WOS]:13 TC[Scopus]:13  IF:1.1/1.4 | Submit date：2019/07/19
Stochastic Reaction-diffusion Equation  Subordinate Brownian Motions  Large Deviation Principle (Ldp)  Occupation Measure  
Estimating spot volatility in the presence of infinite variation jumps Journal article
Liu, Qiang, Liu, Yiqi, Liu, Zhi. Estimating spot volatility in the presence of infinite variation jumps[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2018, 128(6), 1958-1987.
Authors:  Liu, Qiang;  Liu, Yiqi;  Liu, Zhi
Favorite | TC[WOS]:11 TC[Scopus]:11  IF:1.1/1.4 | Submit date：2018/10/30
Semi-martingale  High Frequency Data  Spot Volatility  Kernel Estimate  Central Limit Theorem  
Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion Journal article
Wang,Ran, Xu,Lihu. Asymptotics for stochastic reaction–diffusion equation driven by subordinate Brownian motion[J]. Stochastic Processes and their Applications, 2018, 128(5), 1772-1796.
Authors:  Wang,Ran;  Xu,Lihu
Favorite | TC[WOS]:13 TC[Scopus]:13  IF:1.1/1.4 | Submit date：2021/03/11
Large Deviation Principle  Occupation Measure  Stochastic Reaction–diffusion Equation  Subordinate Brownian Motions  
Efficient estimation of spot volatility with presence of infinite variation jumps Journal article
Liu, Q., Liu, Y., Liu, Z.. Efficient estimation of spot volatility with presence of infinite variation jumps[J]. Stochastic Processes and their Applications, 2018, 1958-1987.
Authors:  Liu, Q.;  Liu, Y.;  Liu, Z.
Favorite | TC[WOS]:11 TC[Scopus]:11  IF:1.1/1.4 | Submit date：2022/07/27
Semi-martingale  High Frequency Data  Spot Volatility  Kernel Estimate  Central Limit Theorem  
Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane. Journal article
Liang, Z., Zheng, M.. Estimates on moments of the solutions to stochastic differential equations with respect to martingales in the plane.[J]. Stochastic processes and their applications, 1996, 263-276.
Authors:  Liang, Z.;  Zheng, M.
Favorite |   IF:1.1/1.4 | Submit date：2023/08/22
Two-parameter stochastic differential equation  Two-parameter strong martingale  Two-parameter Ito's formula  Gronwall's inequality