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20092023
most citedExponential Ergodicity of stochastic Burgers equations driven by -stable processes

36 citations · 143 across the 56 of their papers we have counts for

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Showing 2021Show all

2 papers · 1 filter

math.PR2021★ 1 cited

An approximation to steady-state of M/Ph/n+M queue

Xinghu Jin, Guodong Pang, Lihu Xu +1

In this paper, we develop a stochastic algorithm based on Euler-Maruyama scheme to approximate the invariant measure of the limiting multidimensional diffusion of the qu…

math.PR2021

Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations

Peng Chen, Jianya Lu, Lihu Xu

We study in this paper a weak approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations in Wasserstein-1 distance, and obta…