5 papers
Density convergence on Markov diffusion chaos via Stein's method
Thanh Dang, Yaozhong Hu
We study the difference between the probability density of a random variable on Markov diffusion chaos and the probability density of a general target distribution . In the…
Long time strong convergence analysis of one-step methods for McKean-Vlasov SDEs with superlinear growth coefficients
Taiyuan Liu, Yaozhong Hu, Siqing Gan
This paper presents a strong convergence rate analysis of general discretization approximations for McKean-Vlasov SDEs with super-linear growth coefficients over infinite time hori…
A linear-quadratic partially observed Stackelberg stochastic differential game with multiple followers and its application to multi-agent formation control
Yichun Li, Yaozhong Hu, Jingtao Shi +1
In this paper, we study a linear-quadratic partially observed Stackelberg stochastic differential game problem in which a single leader and multiple followers are involved. We cons…
Non-central limit of densities of some functionals of Gaussian processes
Solesne Bourguin, Thanh Dang, Yaozhong Hu
We establish the convergence of the densities of a sequence of nonlinear functionals of an underlying Gaussian process to the density of a Gamma distribution. The key idea of our w…
Large parameter asymptotic analysis for homogeneous normalized random measures with independent increments
Junxi Zhang, Shui Feng, Yaozhong Hu
Homogeneous normalized random measures with independent increments (hNRMIs) represent a broad class of Bayesian nonparametric priors and thus are widely used. In this paper, we obt…