1 citations · 3 across the 7 of their papers we have counts for
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Optimal Rates for Ergodic SDEs Driven by Multiplicative -Stable Processes in Wasserstein-1 distance
Xinghu Jin, Xiaolong Zhang
This paper establishes the quantitative stability of invariant measures for -valued ergodic stochastic differential equations driven by rotationally invariant m…
Unbiased approximation of the ergodic measure for piecewise -stable Ornstein-Uhlenbeck processes arising in queueing networks
Xinghu Jin, Guodong Pang, Yu Wang +1
Piecewise -stable Ornstein-Uhlenbeck (OU) processes arising in queue networks usually do not have an explicit dissipation, which makes the related numerical methods such as Eule…
Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes
Peng Chen, Xinghu Jin, Yimin Xiao +1
Let be the solution of the stochastic differential equation where is a Lipsc…
Approximation of the ergodic measure of SDEs with singular drift by Euler-Maruyama scheme
Xinghu Jin, Wei Wang, Lihu Xu +1
We study the approximation of the ergodic measure of the following stochastic differential equation (SDE) on : \begin{eqnarray}\label{e:SDEE} d X_t &=& (b_1(X_t)+b_2(…
An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics
Xinghu Jin, Guodong Pang, Lihu Xu +1
In this paper, we develop a stochastic algorithm based on the Euler--Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of …
An approximation to steady-state of M/Ph/n+M queue
Xinghu Jin, Guodong Pang, Lihu Xu +1
In this paper, we develop a stochastic algorithm based on Euler-Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of the qu…