3 papers
math.ST2026
Berry-Esseen Bounds and Moderate Deviations for Catoni-Type Robust Estimation
Zhijun Cai, Xiang Li, Lihu Xu
A powerful robust mean estimator introduced by Catoni (2012) allows for mean estimation of heavy-tailed data while achieving the performance characteristics of classical mean estim…
math.PR2025
Total variation distance between SDEs with stable noise and Brownian motion
Changsong Deng, Xiang Li, Rene L. Schilling +1
We consider a -dimensional stochastic differential equation (SDE) of the form , let be the solution if the driving noise is a -dime…
math.PR2025
Tamed Euler-Maruyama method for SDEs with non-globally Lipschitz drift and multiplicative noise
Xiang Li, Yingjun Mo, Haoran Yang
Consider the following stochastic differential equation driven by multiplicative noise on with a superlinearly growing drift coefficient, \begin{align*} \mathrm{d} X…