Xiaolong Zhang

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

$W_{d}$ -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 $I^^{3}$ -order HÃ¶lder and dissipative conditions on the coefficients, we derive the $W_{d}$ -con…

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

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

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

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