Xinghu Jin

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

1 citations · 1 across the 2 of their papers we have counts for

collaborators

Showing math.PRShow all

2 papers · 1 filter

math.PR2023★ 1 cited

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 $(X_{t})_{t \geq 0}$ be the solution of the stochastic differential equation $d X_{t} = b (X_{t}) d t + A d Z_{t}, X_{0} = x,$ where $b : R^{d} \to R^{d}$ is a Lipsc…

math.PR2023

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 $R^{d}$ : \begin{eqnarray}\label{e:SDEE} d X_t &=& (b_1(X_t)+b_2(…