36 citations · 143 across the 56 of their papers we have counts for
6 papers · 1 filter
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…
A generalized Catoni's -estimator under finite {-th moment assumption} with
Peng Chen, Xinghu Jin, Xiang Li +1
We generalize the { -estimator} put forward by Catoni in his seminal paper [C12] to the case in which samples can have finite -th moment with rather than f…
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…