English | 繁體

Search in the results

UM

Browse/Search Results:  1-3 of 3 Help

Selected(0)Clear Items/Page:    Sort:
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  
Convergence of the Euler–Maruyama method for CIR model with Markovian switching Journal article
Zhang, Zhenzhong, Zhou, Tiandao, Jin, Xinghu, Tong, Jinying. Convergence of the Euler–Maruyama method for CIR model with Markovian switching[J]. MATHEMATICS AND COMPUTERS IN SIMULATION, 2020, 177, 192-210.
Authors:  Zhang, Zhenzhong;  Zhou, Tiandao;  Jin, Xinghu;  Tong, Jinying
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:4.4/3.6 | Submit date：2021/12/06
Hölder Continuous  Markovian Switching  Parameter Estimation  Quadratic Variation  Rate Of Convergence  
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