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math.PR2026
Strong averaging principle for multiscale time-inhomogeneous SDEs with multiplicative -stable noises
Jiaquan Lu, Huaizhong Zhao
In this paper, we study the strong averaging principle for multiscale time-inhomogeneous stochastic systems driven by multiplicative -stable processes with . Based on…
math.PR2023
Maximum Likelihood Estimation for Maximal Distribution under Sublinear Expectation
Xinpeng Li, Yue Liu, Jiaquan Lu
Maximum likelihood estimation is a common method of estimating the parameters of the probability distribution from a given sample. This paper aims to introduce the maximum likeliho…