21 citations · 43 across the 15 of their papers we have counts for
5 papers · 1 filter
Periodic Homogenization of a Lévy-Type Process with Small Jumps
Nikola Sandrić, Ivana Valentić, Jian Wang
In this article, we consider the problem of periodic homogenization of a Feller process generated by a pseudo-differential operator, the so-called Lévy-type process. Under the assu…
Functional CLT for the range of stable random walks
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek
In this note, we establish a functional central limit theorem for the capacity of the range for a class of -stable random walks on the integer lattice with $d > 5…
Subexponential upper and lower bounds in Wasserstein distance for Markov processes
Ari Arapostathis, Guodong Pang, Nikola Sandrić
In this article, relying on Foster-Lyapunov drift conditions, we establish subexponential upper and lower bounds on the rate of convergence in the -Wasserstein distan…
CLT for the capacity of the range of stable random walks
Wojciech Cygan, Nikola Sandrić, Stjepan Šebek
In this article, we establish a central limit theorem for the capacity of the range process for a class of -dimensional symmetric -stable random walks with the index satisfyi…
Uniform polynomial rates of convergence for a class of Lévy-driven controlled SDEs arising in multiclass many-server queues
Ari Arapostathis, Hassan Hmedi, Guodong Pang +1
We study the ergodic properties of a class of controlled stochastic differential equations (SDEs) driven by -stable processes which arise as the limiting equations of multiclass…