14 citations · 14 across the 3 of their papers we have counts for
4 papers
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],…
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-…
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…
-Integrability, Asymptotic Stability And Comparison Theorem of Explicit Numerical Schemes for SDEs
Lukasz Szpruch, X\=ılíng Zhāng
Khasminski's \cite{chas1980stochastic} showed that many of the asymptotic stability and the integrability properties of the solutions to the Stochastic Differential Equations (SDEs…