Yimin Xiao

most citedApproximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes

1 citations · 1 across the 2 of their papers we have counts for

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2 papers

math.PR2024

Phase transition in the EM scheme of an SDE driven by $α$ -stable noises with $α \in (0, 2]$

Yu Wang, Yimin Xiao, Lihu Xu

We study in this paper the EM scheme for a family of well-posed critical SDEs with the drift $- x lo g (1 + ∣ x ∣)$ and $α$ -stable noises. Specifically, we find that when the SDE is drive…

math.PR2023★ 1 cited

Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes

Peng Chen, Xinghu Jin, Yimin Xiao +1

Let $(X_{t})_{t \geq 0}$ be the solution of the stochastic differential equation $d X_{t} = b (X_{t}) d t + A d Z_{t}, X_{0} = x,$ where $b : R^{d} \to R^{d}$ is a Lipsc…

Phase transition in the EM scheme of an SDE driven by α-stable noises with α∈(0,2]

Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes

Phase transition in the EM scheme of an SDE driven by $α$ -stable noises with $α \in (0, 2]$