2 citations · 2 across the 2 of their papers we have counts for
2 papers
math.PR2020★ 2 cited
Large and moderate deviation principles for McKean-Vlasov SDEs with jumps
Wei Liu, Yulin Song, Jianliang Zhai +1
In this paper, we consider McKean-Vlasov stochastic differential equations (MVSDEs) driven by Lévy noise. By identifying the right equations satisfied by the solutions of the MVSDE…
stat.CO2017
Efficient Computation of the Stochastic Behavior of Partial Sum Processes
Sorawit Saengkyongam, Anthony Hayter, Seksan Kiatsupaibul +1
In this paper the computational aspects of probability calculations for dynamical partial sum expressions are discussed. Such dynamical partial sum expressions have many important…