Xinghu Jin

collaborators

2 papers

math.PR2025

Optimal Rates for Ergodic SDEs Driven by Multiplicative $I^\pm$ -Stable Processes in Wasserstein-1 distance

Xinghu Jin, Xiaolong Zhang

This paper establishes the quantitative stability of invariant measures $I^¼_{I^} \pm$ for $R^{d}$ -valued ergodic stochastic differential equations driven by rotationally invariant…

math.PR2024

Unbiased approximation of the ergodic measure for piecewise $I^\pm$ -stable Ornstein-Uhlenbeck processes arising in queueing networks

Xinghu Jin, Guodong Pang, Yu Wang +1

Piecewise $I^\pm$ -stable Ornstein-Uhlenbeck (OU) processes arising in queue networks usually do not have an explicit dissipation, which makes the related numerical methods such as Eul…

Optimal Rates for Ergodic SDEs Driven by Multiplicative I^±-Stable Processes in Wasserstein-1 distance

Unbiased approximation of the ergodic measure for piecewise I^±-stable Ornstein-Uhlenbeck processes arising in queueing networks

Optimal Rates for Ergodic SDEs Driven by Multiplicative $I^\pm$ -Stable Processes in Wasserstein-1 distance

Unbiased approximation of the ergodic measure for piecewise $I^\pm$ -stable Ornstein-Uhlenbeck processes arising in queueing networks