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math.PR2026
Quantifying the effect of graph structure on strong Feller property of SPDEs
Jianbo Cui, Tonghe Dang, Jialin Hong +1
This paper investigates how the structure of the underlying graph influences the behavior of stochastic partial differential equations (SPDEs) on finite tree graphs, where each edg…
math.PR2023
Probabilistic limit behaviors of numerical discretizations for time-homogeneous Markov processes
Chuchu Chen, Tonghe Dang, Jialin Hong +1
In order to give quantitative estimates for approximating the ergodic limit, we investigate probabilistic limit behaviors of time-averaging estimators of numerical discretizations…
math.PR2022
Central limit theorem for full discretization of parabolic SPDE
Chuchu Chen, Tonghe Dang, Jialin Hong +1
In order to characterize the fluctuation between the ergodic limit and the time-averaging estimator of a full discretization in a quantitative way, we establish a central limit the…