36 citations · 143 across the 56 of their papers we have counts for
5 papers · 2 filters
Central limit theorem and Self-normalized Cramér-type moderate deviation for Euler-Maruyama Scheme
Jianya Lu, Yuzhen Tan, Lihu Xu
We consider a stochastic differential equation and its Euler-Maruyama (EM) scheme, under some appropriate conditions, they both admit a unique invariant measure, denoted by and…
A probability approximation framework: Markov process approach
Peng Chen, Qi-Man Shao, Lihu Xu
We view the classical Lindeberg principle in a Markov process setting to establish a probability approximation framework by the associated Itô's formula and Markov operator. As app…
Singular integrals of subordinators with applications to structural properties of SPDEs
Changsong Deng, René L. Schilling, Lihu Xu
We study stochastic integrals driven by a general subordinator and establish a zero-one law for the finiteness of the resulting integral as well as moment estimates. As an applicat…
Large Deviations of the Entropy Production Rate for a Class of Gaussian Processes
Amarjit Budhiraja, Yong Chen, Lihu Xu
We prove a large deviation principle (LDP) and a fluctuation theorem (FT) for the entropy production rate (EPR) of the following dimensional stochastic differential equation \b…
Scaling limit of a directed polymer among a Poisson field of independent walks
Hao Shen, Jian Song, Rongfeng Sun +1
We consider a directed polymer model in dimension , where the disorder is given by the occupation field of a Poisson system of independent random walks on . In a su…