Central University of Finance and Economics

output

20072026

most citedSolutions to Horava Gravity

349 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions

Showing 2020 · math.PRShow all

3 papers · 2 filters

math.PR2020★ 7 cited

Convergence rate of EM algorithm for SDEs under integrability condition

Jianhai Bao, Xing Huang, Shao-Qin Zhang

In this paper, by employing Gaussian type estimate of heat kernel, we establish Krylov's estimate and Khasminskill's estimate for EM algorithm. As applications, by taking Zvonkin's…

math.PR2020

TCI for SDEs with irregular drifts

Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang

We obtain $T_{2} (C)$ for stochastic differential equations with Dini continuous drift and $T_{1} (C)$ stochastic differential equations with singular coefficients.

math.PR2020★ 2 cited

Weak convergence of Euler scheme for SDEs with singular drift

Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang

In this paper, we investigate the weak convergence rate of Euler-Maruyama's approximation for stochastic differential equations with irregular drifts. Explicit weak convergence rat…