Xinghu Jin

From MaRDI portal
Person:1787160



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
The Euler-Maruyama approximation of state-dependent regime switching diffusions
Journal of Theoretical Probability
2024-10-25Paper
Variable-step Euler-Maruyama approximations of regime-switching jump diffusion processes
Journal of Theoretical Probability
2024-06-17Paper
Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes2023-10-08Paper
Using Stein's method to analyze Euler-Maruyama approximations of regime-switching jump diffusion processes
Journal of Theoretical Probability
2023-08-04Paper
Approximation of the ergodic measure of SDEs with singular drift by Euler-Maruyama scheme2023-01-21Paper
An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin-Whitt regime and related asymptotics2022-09-15Paper
A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)
Electronic Journal of Statistics
2022-02-09Paper
A generalized Catoni's M-estimator under finite \(\alpha\)-th moment assumption with \(\alpha \in (1,2)\)
Electronic Journal of Statistics
2022-02-09Paper
An approximation to steady-state of M/Ph/n+M queue2021-09-08Paper
Convergence of the Euler-Maruyama method for CIR model with Markovian switching
Mathematics and Computers in Simulation
2021-03-06Paper
A kernel bound for non-symmetric stable distribution and its applications
Journal of Mathematical Analysis and Applications
2020-04-17Paper
Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
Potential Analysis
2018-10-04Paper
Ergodicity and transience of SDEs driven by \(\alpha\)-stable processes with Markovian switching
Applicable Analysis
2018-07-10Paper
Ergodicity of generalized ait-sahalia-type interest rate model
Communications in Statistics: Theory and Methods
2017-10-12Paper


Research outcomes over time


This page was built for person: Xinghu Jin