English | 繁體

Search in the results

UM

Browse/Search Results:  1-10 of 49 Help

  Show only claimed items
Selected(0)Clear Items/Page:    Sort:
Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions Journal article
Hui, Jiang, Lihu, Xu, Qingshan, Yang. Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions[J]. Journal of Theoretical Probability, 2024, 37, 3015-3054.
Authors:  Hui, Jiang;  Lihu, Xu;  Qingshan, Yang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2024/08/05
Optimal Wasserstein-1 distance between SDEs driven by Brownian motion and stable processes Presentation
会议地点: Conference on Probability Theory, Wuhan University, 会议日期: 08/2024, 报告日期: 2024-08-01
Authors:  XU LIHU
Adobe PDF | Favorite |  | Submit date：2024/08/29
Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE Journal article
Fan, Xiequan, Hu, Haijuan, Xu, Lihu. Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE[J]. Science China Mathematics, 2024, 67(8), 1865-1880.
Authors:  Fan, Xiequan;  Hu, Haijuan;  Xu, Lihu
Favorite | TC[WOS]:2 TC[Scopus]:1  IF:1.4/1.4 | Submit date：2024/08/05
Berry-esseen’s Bounds  Cramér-type Moderate Deviations  Euler-maruyama Scheme  Self-normalized Sequences  
Robust heavy tailed estimations Presentation
会议地点: University of Tennessee at Knoxville, 会议日期: 04/2024, 报告日期: 2024-04-01
Authors:  XU LIHU
Adobe PDF | Favorite |  | Submit date：2024/08/29
Catoni type robust estimation for heavy tailed data Presentation
报告日期: 2024-02-01
Authors:  XU LIHU
Adobe PDF | Favorite |  | Submit date：2024/08/29
Approximation to invariant measure of SDE driven by stable distribution Presentation
会议地点: The 2nd HKSIAM Biennial Conference (stochastic dynamics session), Hong Kong, 会议日期: 09/2023, 报告日期: 2023-09-01
Authors:  XU LIHU
Adobe PDF | Favorite |  | Submit date：2024/08/29
Large deviations principle via Malliavin calculus for the Navier–Stokes system driven by a degenerate white-in-time noise Journal article
Nersesyan,Vahagn, Peng,Xuhui, Xu,Lihu. Large deviations principle via Malliavin calculus for the Navier–Stokes system driven by a degenerate white-in-time noise[J]. Journal of Differential Equations, 2023, 362, 230-249.
Authors:  Nersesyan,Vahagn;  Peng,Xuhui;  Xu,Lihu
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.4/2.6 | Submit date：2023/08/03
Degenerate Noise  Feynman–kac Semigroup  Large Deviations  Malliavin Calculus  Navier–stokes System  Uniform Feller Property  
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  
Multivariate Stable Approximation by Stein’s Method Journal article
Chen,Peng, Nourdin,Ivan, Xu,Lihu, Yang,Xiaochuan. Multivariate Stable Approximation by Stein’s Method[J]. Journal of Theoretical Probability, 2023, 37(1), 446–488.
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu;  Yang,Xiaochuan
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2023/08/03
Fractional Laplacian  Generalized Central Limit Theorem  Multivariate Α-stable Approximation  Rate Of Convergence  Stein’s Method  Wasserstein(-type) distance  
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 | 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