| Publication | Date of Publication | Type |
|---|
Optimal rates for ergodic SDEs driven by multiplicative -stable processes in Wasserstein-1 distance
Journal of Differential Equations | 2026-04-14 | Paper |
Wasserstein bounds for invariant measures in the Smoluchowski-Kramers approximation with stable noise
(available as arXiv preprint) | 2026-01-01 | Paper |
Approximation of the invariant measure for stable stochastic differential equations by the Euler-Maruyama scheme with decreasing step sizes
Advances in Applied Probability | 2025-12-16 | Paper |
An approximation to the invariant measure of the limiting diffusion of G/Ph/n + GI queues in the Halfin-Whitt regime and related asymptotics
Mathematics of Operations Research | 2025-06-02 | Paper |
Optimal Rates for Ergodic SDEs Driven by Multiplicative α-Stable Processes in Wasserstein-1 distance
(available as arXiv preprint) | 2025-01-01 | Paper |
The Euler-Maruyama approximation of state-dependent regime switching diffusions
Journal of Theoretical Probability | 2024-10-25 | Paper |
Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes
Journal of Theoretical Probability | 2024-06-17 | Paper |
Unbiased approximation of the ergodic measure for piecewise \alpha-stable Ornstein-Uhlenbeck processes arising in queueing networks
(available as arXiv preprint) | 2024-01-01 | Paper |
| Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes | 2023-10-08 | Paper |
Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes
Journal of Theoretical Probability | 2023-08-04 | Paper |
| Approximation of the ergodic measure of SDEs with singular drift by Euler-Maruyama scheme | 2023-01-21 | Paper |
Approximation of the ergodic measure of SDEs with singular drift by Euler-Maruyama scheme
(available as arXiv preprint) | 2023-01-01 | Paper |
Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes
(available as arXiv preprint) | 2023-01-01 | Paper |
| An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics | 2022-09-15 | Paper |
A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)
Electronic Journal of Statistics | 2022-02-09 | Paper |
A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)
Electronic Journal of Statistics | 2022-02-09 | Paper |
| An approximation to steady-state of M/Ph/n+M queue | 2021-09-08 | Paper |
Convergence of the Euler-Maruyama method for CIR model with Markovian switching
Mathematics and Computers in Simulation | 2021-03-06 | Paper |
An approximation to steady-state of M/Ph/n+M queue
(available as arXiv preprint) | 2021-01-01 | Paper |
A kernel bound for non-symmetric stable distribution and its applications
Journal of Mathematical Analysis and Applications | 2020-04-17 | Paper |
Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
Potential Analysis | 2018-10-04 | Paper |
Ergodicity and transience of SDEs driven by -stable processes with Markovian switching
Applicable Analysis | 2018-07-10 | Paper |
Ergodicity of generalized ait-sahalia-type interest rate model
Communications in Statistics: Theory and Methods | 2017-10-12 | Paper |
