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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 to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations Journal article
Chen, Peng, Lu, Jianya, Xu, Lihu. Approximation to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations[J]. Applied Mathematics and Optimization, 2022, 85(2), 15.
Authors:  Chen, Peng;  Lu, Jianya;  Xu, Lihu
Favorite | TC[WOS]:4 TC[Scopus]:3  IF:1.6/1.8 | Submit date:2022/05/17
Malliavin Calculus  Refined Lindeberg Principle  Stochastic Delay Differential Equations (Sddes)  Stochastic Variance Reduced Gradient Langevin Dynamics (Svrg-ld)  Wasserstein-1 Distance  
Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula Journal article
Xiao Fang, Qi-Man Shao, Lihu Xu. Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula[J]. Probability Theory and Related Fields, 2019, 174(3-4), 945–979.
Authors:  Xiao Fang;  Qi-Man Shao;  Lihu Xu
Favorite | TC[WOS]:23 TC[Scopus]:24  IF:1.5/1.9 | Submit date:2019/07/19
Bismut's Formula  Multivariate Approximation  Rate Of Convergence  Stein’s Method  Wasserstein Distance  Langevin Algorithm  Malliavin Calculus