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math.PR2026
Weak Equilibrium Measures and Capacity--Hitting Identities for the Hypoelliptic Third-Order Langevin Diffusion
Ping He, Xiaodan Li, Yingli Wang +1
We construct weak equilibrium measures and weak capacities for the hypoelliptic third-order Langevin diffusion motivated by an accelerated sampling algorithm (Mou et al. (2021) \te…
math.PR2022
Limit theorems for Hull-White model with Hawkes jumps
Yingli Wang, Ping He
In the present paper, we obtain limit theorems for a catogary of Hull-White models with Hawkes jumps including law of large numbers, central limit theorem, and large deviations. In…