3 papers
math.PR2021
Scaling limits of external multi-particle DLA on the plane and the supercooled Stefan problem
Sergey Nadtochiy, Mykhaylo Shkolnikov, Xiling Zhang
We consider (a variant of) the external multi-particle diffusion-limited aggregation (MDLA) process of Rosenstock and Marquardt on the plane. Based on the recent findings of [11],…
math.PR2018
A Coupling for Triple Stochastic Integrals
Xiling Zhang
This article presents a coupling approach for the approximation of iterated stochastic integrals of length three. The generation of such integrals is the central problem of higher-…
math.PR2016
A Multi-Dimensional Central Limit Bound and its Application to the Euler Approximation of Lévy SDEs
Xiling Zhang
Rio gave a concise bound for the central limit theorem in the Vaserstein distances, which is a ratio between some higher moments and some powers of the variance. As a corollary, it…