Lianzi Jiang

most citedConvergence rates for Chernoff-type approximations of convex monotone semigroups

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

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3 papers

math.PR2025

Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem

Lianzi Jiang, Mingshang Hu, Gechun Liang

This paper develops a probabilistic approximation scheme for a class of nonstandard, fully nonlinear second-order partial integro-differential equations (PIDEs) associated with non…

math.PR2023★ 1 cited

Convergence rates for Chernoff-type approximations of convex monotone semigroups

Jonas Blessing, Lianzi Jiang, Michael Kupper +1

We provide explicit convergence rates for Chernoff-type approximations of convex monotone semigroups which have the form $S (t) f = lim_{n \to \infty} I (\frac{t}{n})^{n} f$ for bounded con…

math.NA2023

Error estimates for the robust $α$ -stable central limit theorem under sublinear expectation by discrete approximation method

Lianzi Jiang

In this work, we develop a numerical method to study the error estimates of the $α$ -stable central limit theorem under sublinear expectation with $α \in (0, 2)$ , whose limit distribut…

Probabilistic approximation of fully nonlinear second-order PIDEs with convergence rates for the universal robust limit theorem

Convergence rates for Chernoff-type approximations of convex monotone semigroups

Error estimates for the robust α-stable central limit theorem under sublinear expectation by discrete approximation method

Error estimates for the robust $α$ -stable central limit theorem under sublinear expectation by discrete approximation method