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Lingfei Li

5 papers here

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author1
  • last author3

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.OC1
  • math.PR1
  • math.ST1
  • q-fin.CP1
  • q-fin.ST1
same name
  • Lingfei Li — 2 papers
  • Lingfei Li — 1 paper, h 14

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedSimulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation

3 citations · 7 across the 4 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2017★ 1 cited

Parametric Inference for Discretely Observed Subordinate Diffusions

Weiwei Guo, Lingfei Li

Subordinate diffusions are constructed by time changing diffusion processes with an independent Lévy subordinator. This is a rich family of Markovian jump processes which exhibit a…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.