Xinghu Jin

activity

20202025

most citedApproximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes

1 citations · 3 across the 7 of their papers we have counts for

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math.PR2024

Unbiased approximation of the ergodic measure for piecewise $α$ -stable Ornstein-Uhlenbeck processes arising in queueing networks

Xinghu Jin, Guodong Pang, Yu Wang +1

Piecewise $α$ -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…

Unbiased approximation of the ergodic measure for piecewise α-stable Ornstein-Uhlenbeck processes arising in queueing networks

Unbiased approximation of the ergodic measure for piecewise $α$ -stable Ornstein-Uhlenbeck processes arising in queueing networks