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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 | 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  
HEAT KERNEL ESTIMATES FOR DIRICHLET FRACTIONAL LAPLACIAN WITH GRADIENT PERTURBATION Journal article
Chen, Peng, Song, Renming, Xie, Longjie, Xie, Yingchao. HEAT KERNEL ESTIMATES FOR DIRICHLET FRACTIONAL LAPLACIAN WITH GRADIENT PERTURBATION[J]. JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, 2019, 56(1), 91-111.
Authors:  Chen, Peng;  Song, Renming;  Xie, Longjie;  Xie, Yingchao
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:0.7/0.7 | Submit date：2019/01/17
Isotropic Stable Process  Fractional Laplacian  Dirichlet Heat Kernel  Kato Class  Gradient Estimate  
Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances Journal article
Tong, Jinying, Jin, Xinghu, Zhang, Zhenzhong. Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances[J]. POTENTIAL ANALYSIS, 2018, 49(4), 503-526.
Authors:  Tong, Jinying;  Jin, Xinghu;  Zhang, Zhenzhong
Favorite | TC[WOS]:6 TC[Scopus]:6  IF:1.0/1.0 | Submit date：2018/10/30
Exponential Ergodicity  Symmetric -stable Process  Markovian Switching  M-matrix  Wasserstein Distance  Coupling Method  
Estimating the jump activity index under noisy observations using high frequency data Journal article
Jing, B.Y., Kong, X.B., Liu, Z.. Estimating the jump activity index under noisy observations using high frequency data[J]. Journal of American Statistical Association, 2011, 558-568.
Authors:  Jing, B.Y.;  Kong, X.B.;  Liu, Z.
Favorite | TC[WOS]:19 TC[Scopus]:20  IF:3.0/4.9 | Submit date：2022/07/27
Microstructure Noise  Symmetric Stable Levy Process.