Li-Hu Xu

activity

20112026

most citedExponential ergodicity and regularity for equations with Lévy noise

4 citations · 4 across the 4 of their papers we have counts for

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2 papers · 1 filter

math.PR2026

Long term convergence rate of Smoluchowski-Kramers approximation by Stein's method

Shiyu Liu, Wei Liu, Lihu Xu

We consider the following second-order stochastic differential equation on $R^{2 d}$ : \begin{equation*} dX_t^m=Y_t^mdt, \quad mdY_t^m=b(X_t^m)dt+σ(X_t^m)dB_t-Y^m_tdt, \end{…

math.PR2024

$W_{d}$ -convergence rate of EM schemes for invariant measures of supercritical stable SDEs

Peng Chen, Lihu Xu, Xiaolong Zhang +1

By establishing the regularity estimates for nonlocal Stein/Poisson equations under $γ$ -order Hölder and dissipative conditions on the coefficients, we derive the $W_{d}$ -conve…

Long term convergence rate of Smoluchowski-Kramers approximation by Stein's method

Wd​-convergence rate of EM schemes for invariant measures of supercritical stable SDEs

$W_{d}$ -convergence rate of EM schemes for invariant measures of supercritical stable SDEs