9 citations · 11 across the 5 of their papers we have counts for
5 papers
Moderate and maximal inequalities for diffusion processes and conformal martingales
Xian Chen, Yong Chen, Mumien Cheng +1
The maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for…
Limit theorems for generalized density-dependent Markov chains and bursty stochastic gene regulatory networks
Xian Chen, Chen Jia
Stochastic gene regulatory networks with bursting dynamics can be modeled mesocopically as a generalized density-dependent Markov chain (GDDMC) or macroscopically as a piecewise-de…
Mathematical foundation of nonequilibrium fluctuation-dissipation theorems for inhomogeneous diffusion processes with unbounded coefficients
Xian Chen, Chen Jia
Nonequilibrium fluctuation-dissipation theorems (FDTs) are one of the most important advances in stochastic thermodynamics over the past two decades. Here we provide rigorous mathe…
Continuous-time Markov decision processes under the risk-sensitive average cost criterion
Qingda Wei, Xian Chen
This paper studies continuous-time Markov decision processes under the risk-sensitive average cost criterion. The state space is a finite set, the action space is a Borel space, th…
Continuous-time Markov Decision Processes with Finite-horizon Expected Total Cost Criteria
Qingda Wei, Xian Chen
This paper deals with the unconstrained and constrained cases for continuous-time Markov decision processes under the finite-horizon expected total cost criterion. The state space…