2 citations · 6 across the 7 of their papers we have counts for
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The Non-Gaussian to Gaussian Transition: Pointwise Heat Kernel Estimates and Optimal Convergence Rates
Xianming Liu, Chongyang Ren, Mingyan Wu
We establish uniform pointwise estimates for the densities of a family of -stable processes with respect to the index for some . In addition, we estimate t…
A Wong-Zakai Approximation of Stochastic Differential Equations Driven by a General Semimartingale
Xianming Liu, Guangyue Han
We examine a Wong-Zakai type approximation of a family of stochastic differential equations driven by a general cadlag semimartingale. For such an approximation, compared with the…
Information-Theoretic Extensions of the Shannon-Nyquist Sampling Theorem
Xianming Liu, Guangyue Han
A continuous-time white Gaussian channel can be formulated using a white Gaussian noise, and a conventional way for examining such a channel is the sampling approach based on the c…
Weak order in averaging principle for two-time-scale stochastic partial differential equations
Hongbo Fu, Li Wan, Jicheng Liu +1
This work is devoted to averaging principle of a two-time-scale stochastic partial differential equation on a bounded interval , where both the fast and slow components are…
Weak order in averaging principle for stochastic wave equations with a fast oscillation
Hongbo Fu, Li Wan, Jicheng Liu +1
This article deals with the weak errors for averaging principle for a stochastic wave equation in a bounded interval , perturbed by a oscillating term arising as the solutio…