36 citations · 143 across the 56 of their papers we have counts for
52 papers · 1 filter
Optimal Wasserstein- distance between SDEs driven by Brownian motion and stable processes
Changsong Deng, Rene L. Schilling, Lihu Xu
We are interested in the following two -valued stochastic differential equations (SDEs): \begin{gather*} d X_t=b(X_t)\,d t + σ\,d L_t, \quad X_0=x, %\label{BM-SDE} d…
Almost sure invariance principle of mixing time series in Hilbert space
Jianya Lu, Wei Biao Wu, Zhijie Xiao +1
Inspired by \citet{Berkes14} and \citet{Wu07}, we prove an almost sure invariance principle for stationary mixing stochastic processes defined on Hilbert space. Our result can…
An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics
Xinghu Jin, Guodong Pang, Lihu Xu +1
In this paper, we develop a stochastic algorithm based on the Euler--Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of …
Cramér-type moderate deviations for Euler-Maruyama scheme for SDE
Xiequan Fan, Haijuan Hu, Lihu Xu
In this paper, we establish normalized and self-normalized Cramér-type moderate deviations for Euler-Maruyama scheme for SDE. As a consequence of our results, Berry-Esseen's bounds…
Functional large deviations for Stroock's approximation to a class of Gaussian processes with application to small noise diffusions
Hui Jiang, Lihu Xu, Qingshan Yang
Letting~ be a standard Poisson process, Stroock~ \cite{Stroock-1981} constructed a family of continuous processes by $$Θ_ε(t)=\int_0^tθ_ε(r)dr, \ \ \…
Large deviations principle for 2D Navier-Stokes equations with space time localised noise
Xuhui Peng, Lihu Xu
We consider a stochastic 2D Navier-Stokes equation in a bounded domain. The random force is assumed to be non-degenerate and periodic in time, its law has a support localised with…