8 citations · 17 across the 11 of their papers we have counts for
12 papers
-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 -order Hölder and dissipative conditions on the coefficients, we derive the -conve…
Quantitative diffusion approximation for the Neutral -Alleles Wright-Fisher Model with Mutations
Peng Chen, Jie Xiong, Lihu Xu +1
We apply a Lindeberg principle under the Markov process setting to approximate the Wright-Fisher model with neutral -alleles using a diffusion process, deriving an error rate ba…
Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes
Peng Chen, Xinghu Jin, Yimin Xiao +1
Let be the solution of the stochastic differential equation where is a Lipsc…
Approximation of the invariant measure of stable SDEs by an Euler--Maruyama scheme
Peng Chen, Changsong Deng, Rene Schilling +1
We propose two Euler-Maruyama (EM) type numerical schemes in order to approximate the invariant measure of a stochastic differential equation (SDE) driven by an -stable Lévy pro…
Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations
Peng Chen, Jianya Lu, Lihu Xu
We study in this paper a weak approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations in Wasserstein-1 distance, and obta…
A probability approximation framework: Markov process approach
Peng Chen, Qi-Man Shao, Lihu Xu
We view the classical Lindeberg principle in a Markov process setting to establish a probability approximation framework by the associated Itô's formula and Markov operator. As app…
A generalized Catoni's -estimator under finite {-th moment assumption} with
Peng Chen, Xinghu Jin, Xiang Li +1
We generalize the { -estimator} put forward by Catoni in his seminal paper [C12] to the case in which samples can have finite -th moment with rather than f…
Multivariate stable approximation in Wasserstein distance by Stein's method
Peng Chen, Ivan Nourdin, Lihu Xu +1
By a delicate analysis for the Stein's equation associated to the -stable law approximation with , we prove a quantitative stable central limit theorem in Wasserstei…
Non-integrable stable approximation by Stein's method
Peng Chen, Ivan Nourdin, Lihu Xu +2
We develop Stein's method for -stable approximation with , continuing the recent line of research by Xu \cite{lihu} and Chen, Nourdin and Xu \cite{C-N-X} in the case…
Stein's method for asymmetric -stable distributions, with application to the stable CLT
Peng Chen, Ivan Nourdin, Lihu Xu
This paper is concerned with the Stein's method associated with a (possibly) asymmetric -stable distribution , in dimension one. More precisely, its goal is twofold. In the f…
Approximation to the stable law by Lindeberg principle
Peng Chen, Lihu Xu
By the Lindeberg principle, we develop in this paper an approximation to one dimensional (possibly) asymmetric -stable distributions with in the smooth Wasserstein…
Heat kernel estimates for Dirichlet fractional Laplacian with gradient perturbation
Peng Chen, Renming Song, Longjie Xie +1
We give a direct proof of the sharp two-sided estimates, recently established in [4,9], for the Dirichlet heat kernel of the fractional Laplacian with gradient perturbation in $C^{…