3 citations · 6 across the 6 of their papers we have counts for
6 papers
On Time Uniform Wong-Zakai Approximation Theorems
Pierre Del Moral, Shulan Hu, Ajay Jasra +2
We consider the long time behavior of Wong-Zakai approximations of stochastic differential equations. These piecewise smooth diffusion approximations are of great importance in man…
Bayesian Parameter Inference for Partially Observed Diffusions using Multilevel Stochastic Runge-Kutta Methods
Pierre Del Moral, Shulan Hu, Ajay Jasra +2
We consider the problem of Bayesian estimation of static parameters associated to a partially and discretely observed diffusion process. We assume that the exact transition dynamic…
Maximum Entropy Estimator for Hidden Markov Models: Reduction to Dimension 2
Shulan Hu, Xinyu Wang, Liming Wu
In the paper, we introduce the maximum entropy estimator based on 2-dimensional empirical distribution of the observation sequence of hidden Markov model , when the sample size is…
Asymptotics for stochastic Burgers equation with jumps
Shulan Hu, Ran Wang
For one-dimensional stochastic Burgers equation driven by Brownian motion and Poisson process, we study the -uniformly exponential ergodicity with , the moderate d…
Central limit theorem and moderate deviations for a class of semilinear SPDES
Shulan Hu, Ruinan Li, Xinyu Wang
In this paper we prove a central limit theorem and a moderate deviation principle for a class of semilinear stochastic partial differential equations, which contain Burgers' equati…
Moderate Deviations for Mean Field Particle Models
Pierre Del Moral, Shulan Hu, Liming Wu
This article is concerned with moderate deviation principles of a general class of mean eld type interacting particle models. We discuss functional moderate deviations of the occup…