Lihu Xu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Stable central limit theorem in total variation distance
Journal of Theoretical Probability
2024-12-12Paper
Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE
Science China. Mathematics
2024-08-30Paper
Stable central limit theorem in total variation distance
 
2023-12-06Paper
Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes
 
2023-10-08Paper
Unadjusted Langevin Algorithms for SDEs with Hoelder Drift
 
2023-09-29Paper
Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme
Stochastic Processes and their Applications
2023-08-14Paper
A probability approximation framework: Markov process approach
The Annals of Applied Probability
2023-06-05Paper
Large deviations principle via Malliavin calculus for the Navier-Stokes system driven by a degenerate white-in-time noise
Journal of Differential Equations
2023-05-03Paper
Approximation of the ergodic measure of SDEs with singular drift by Euler-Maruyama scheme
 
2023-01-21Paper
Almost sure invariance principle of $\beta-$mixing time series in Hilbert space
 
2022-09-26Paper
An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics
 
2022-09-15Paper
Cram\'er-type moderate deviations for Euler-Maruyama scheme for SDE
 
2022-09-14Paper
Singular integrals of subordinators with applications to structural properties of SPDEs
Transactions of the American Mathematical Society
2022-08-31Paper
Functional large deviations for Stroock's approximation to a class of Gaussian processes with application to small noise diffusions
 
2022-06-02Paper
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme
Bernoulli
2022-05-16Paper
Large deviations principle for 2D Navier-Stokes equations with space time localised noise
 
2022-05-09Paper
Non-integrable stable approximation by Stein's method
Journal of Theoretical Probability
2022-05-04Paper
Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations
Applied Mathematics and Optimization
2022-04-22Paper
A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)
Electronic Journal of Statistics
2022-02-09Paper
Large deviation for two-time-scale stochastic Burgers equation
Stochastics and Dynamics
2021-10-20Paper
An approximation to steady-state of M/Ph/n+M queue
 
2021-09-08Paper
Stein's method for asymmetric \(\alpha \)-stable distributions, with application to the stable CLT
Journal of Theoretical Probability
2021-07-26Paper
Large deviation principle of occupation measures for non-linear monotone SPDEs
Science China. Mathematics
2021-05-06Paper
Irreducibility and asymptotics of stochastic Burgers equation driven by \(\alpha \)-stable processes
Potential Analysis
2020-02-26Paper
Multivariate stable approximation in Wasserstein distance by Stein's method
 
2019-11-28Paper
Correction to: Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2019-11-07Paper
Approximation to stable law by the Lindeberg principle
Journal of Mathematical Analysis and Applications
2019-10-04Paper
Sparse Poisson regression with penalized weighted score function
Electronic Journal of Statistics
2019-09-13Paper
Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2019-07-17Paper
Exponential mixing for SPDEs driven by highly degenerate Lévy noises
Illinois Journal of Mathematics
2019-06-11Paper
Approximation of stable law in Wasserstein-1 distance by Stein's method
The Annals of Applied Probability
2019-03-20Paper
Singular integrals of stable subordinator
Statistics & Probability Letters
2018-06-20Paper
Uniform dimension results for a family of Markov processes
Bernoulli
2018-05-18Paper
Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion
Stochastic Processes and their Applications
2018-04-27Paper
Lasso for sparse linear regression with exponentially \(\beta\)-mixing errors
Statistics & Probability Letters
2017-10-06Paper
Irreducibility of stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises and applications
Bernoulli
2017-04-05Paper
Smooth densities of the laws of perturbed diffusion processes
Statistics & Probability Letters
2016-10-31Paper
Irregular Stochastic differential equations driven by a family of Markov processes
 
2016-10-23Paper
Self-normalized Cramér-type moderate deviations under dependence
The Annals of Statistics
2016-09-07Paper
Asymptotics of sample entropy production rate for stochastic differential equations
Journal of Statistical Physics
2016-07-01Paper
On some smoothening effects of the transition semigroup of a Lévy process
Journal of Mathematical Analysis and Applications
2015-11-17Paper
The dynamics of the stochastic shadow Gierer-Meinhardt system
Journal of Differential Equations
2015-11-04Paper
Asymptotics of the entropy production rate for \(d\)-dimensional Ornstein-Uhlenbeck processes
Journal of Statistical Physics
2015-10-28Paper
Large deviation principle of occupation measure for stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises
 
2015-10-12Paper
Gradient estimates for SDEs driven by multiplicative Lévy noise
Journal of Functional Analysis
2015-09-30Paper
Large deviation principle of occupation measure for stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises
 
2014-10-27Paper
Log-Harnack inequality for Gruschin type semigroups
Revista Matemática Iberoamericana
2014-09-19Paper
Exponential mixing of 2D SDEs forced by degenerate Lévy noises
Journal of Evolution Equations
2014-07-04Paper
Exponential ergodicity of stochastic Burgers equations driven by \(\alpha\)-stable processes
Journal of Statistical Physics
2014-06-20Paper
Ergodicity of the stochastic real Ginzburg-Landau equation driven by \(\alpha\)-stable noises
Stochastic Processes and their Applications
2014-04-28Paper
Exponential mixing of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noises
Applied Mathematics and Optimization
2013-08-05Paper
Smooth densities of stochastic differential equations forced by degenerate stable type noises
 
2013-08-05Paper
Derivative formula and applications for hyperdissipative stochastic Navier-Stokes/Burgers equations
Infinite Dimensional Analysis, Quantum Probability and Related Topics
2013-01-17Paper
Invariant measures of stochastic \(2D\) Navier-Stokes equation driven by \(\alpha\)-stable processes
Electronic Communications in Probability
2012-06-22Paper
A modified log-Harnack inequality and asymptotically strong Feller property
Journal of Evolution Equations
2012-04-12Paper
Applications of a simple but useful technique to stochastic convolution of $\alpha$-stable processes
 
2012-01-20Paper
Exponential ergodicity and regularity for equations with Lévy noise
Stochastic Processes and their Applications
2012-01-04Paper
EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE
Stochastics and Dynamics
2011-10-11Paper
Log-Harnack inequality for stochastic Burgers equations and applications
Journal of Mathematical Analysis and Applications
2011-09-12Paper
Existence and exponential mixing of infinite white \(\alpha\)-stable systems with unbounded interactions
Electronic Journal of Probability
2011-09-09Paper
Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noise
Stochastic Processes and their Applications
2011-06-15Paper
Ergodicity of infinite white $\alpha$-stable Systems with linear and bounded interactions
 
2009-11-15Paper
Ergodicity of the Finite and Infinite Dimensional α-Stable Systems
Stochastic Analysis and Applications
2009-08-13Paper
NONLINEAR PROBLEMS IN INFINITE INTERACTING PARTICLE SYSTEMS
Infinite Dimensional Analysis, Quantum Probability and Related Topics
2008-08-19Paper
Optimal Wasserstein-$1$ distance between SDEs driven by Brownian motion and stable processes
 
N/APaper
Phase transition in the EM scheme of an SDE driven by $\alpha$-stable noises with $\alpha \in (0,2$]
 
N/APaper


Research outcomes over time


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