Peng Chen

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math.PR2024

$W_{d}$ -convergence rate of EM schemes for invariant measures of supercritical stable SDEs

Peng Chen, Lihu Xu, Xiaolong Zhang +1

By establishing the regularity estimates for nonlocal Stein/Poisson equations under $I^^{3}$ -order HÃ¶lder and dissipative conditions on the coefficients, we derive the $W_{d}$ -con…

math.PR2024

Quantitative diffusion approximation for the Neutral $r$ -Alleles Wright-Fisher Model with Mutations

Peng Chen, Jie Xiong, Lihu Xu +1

We apply a Lindeberg principle under the Markov process setting to approximate the Wright-Fisher model with neutral $r$ -alleles using a diffusion process, deriving an error rate ba…

Wd​-convergence rate of EM schemes for invariant measures of supercritical stable SDEs

Quantitative diffusion approximation for the Neutral r-Alleles Wright-Fisher Model with Mutations

$W_{d}$ -convergence rate of EM schemes for invariant measures of supercritical stable SDEs

Quantitative diffusion approximation for the Neutral $r$ -Alleles Wright-Fisher Model with Mutations