Lihu Xu

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!

Publication	Date of Publication	Type
Statistical guarantees for distribution estimation of contaminated data via DNN-based MoM-GANs Journal of Multivariate Analysis	2026-01-19	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
Unadjusted Langevin algorithms for SDEs with Hölder drift Science China. Mathematics	2025-11-19	Paper
Phase transition in the EM scheme of an SDE driven by $\alpha$-stable noises with $\alpha \in (0, 2]$ Journal of Computational and Applied Mathematics	2025-11-05	Paper
Distribution estimation for time series via DNN-based GANs with an application to change-point estimation Machine Learning	2025-10-10	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 Wasserstein-1 distance between SDEs driven by Brownian motion and stable processes Bernoulli	2025-05-27	Paper
Stable central limit theorem in total variation distance Journal of Theoretical Probability	2024-12-12	Paper
Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE Science China. Mathematics	2024-08-30	Paper
Stable central limit theorem in total variation distance	2023-12-06	Paper
Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes	2023-10-08	Paper
Unadjusted Langevin Algorithms for SDEs with Hoelder Drift	2023-09-29	Paper
Approximation of the invariant measure of stable SDEs by an Euler-Maruyama scheme Stochastic Processes and their Applications	2023-08-14	Paper
A probability approximation framework: Markov process approach The Annals of Applied Probability	2023-06-05	Paper
Large deviations principle via Malliavin calculus for the Navier-Stokes system driven by a degenerate white-in-time noise Journal of Differential Equations	2023-05-03	Paper
Approximation of the ergodic measure of SDEs with singular drift by Euler-Maruyama scheme	2023-01-21	Paper
Almost sure invariance principle of $\beta-$mixing time series in Hilbert space	2022-09-26	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
Cram\'er-type moderate deviations for Euler-Maruyama scheme for SDE	2022-09-14	Paper
Singular integrals of subordinators with applications to structural properties of SPDEs Transactions of the American Mathematical Society	2022-08-31	Paper
Functional large deviations for Stroock's approximation to a class of Gaussian processes with application to small noise diffusions	2022-06-02	Paper
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme Bernoulli	2022-05-16	Paper
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme Bernoulli	2022-05-16	Paper
Large deviations principle for 2D Navier-Stokes equations with space time localised noise	2022-05-09	Paper
Non-integrable stable approximation by Stein's method Journal of Theoretical Probability	2022-05-04	Paper
Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations Applied Mathematics and Optimization	2022-04-22	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
Large deviation for two-time-scale stochastic Burgers equation Stochastics and Dynamics	2021-10-20	Paper
An approximation to steady-state of M/Ph/n+M queue	2021-09-08	Paper
Stein's method for asymmetric $\alpha $-stable distributions, with application to the stable CLT Journal of Theoretical Probability	2021-07-26	Paper
Large deviation principle of occupation measures for non-linear monotone SPDEs Science China. Mathematics	2021-05-06	Paper
Irreducibility and asymptotics of stochastic Burgers equation driven by $\alpha $-stable processes Potential Analysis	2020-02-26	Paper
Multivariate stable approximation in Wasserstein distance by Stein's method	2019-11-28	Paper
Correction to: Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2019-11-07	Paper
Approximation to stable law by the Lindeberg principle Journal of Mathematical Analysis and Applications	2019-10-04	Paper
Sparse Poisson regression with penalized weighted score function Electronic Journal of Statistics	2019-09-13	Paper
Sparse Poisson regression with penalized weighted score function Electronic Journal of Statistics	2019-09-13	Paper
Multivariate approximations in Wasserstein distance by Stein's method and Bismut's formula Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete	2019-07-17	Paper
Exponential mixing for SPDEs driven by highly degenerate Lévy noises Illinois Journal of Mathematics	2019-06-11	Paper
Exponential mixing for SPDEs driven by highly degenerate Lévy noises Illinois Journal of Mathematics	2019-06-11	Paper
Approximation of stable law in Wasserstein-1 distance by Stein's method The Annals of Applied Probability	2019-03-20	Paper
Approximation of stable law in Wasserstein-1 distance by Stein's method The Annals of Applied Probability	2019-03-20	Paper
Singular integrals of stable subordinator Statistics & Probability Letters	2018-06-20	Paper
Uniform dimension results for a family of Markov processes Bernoulli	2018-05-18	Paper
Uniform dimension results for a family of Markov processes Bernoulli	2018-05-18	Paper
Asymptotics for stochastic reaction-diffusion equation driven by subordinate Brownian motion Stochastic Processes and their Applications	2018-04-27	Paper
Lasso for sparse linear regression with exponentially $\beta$-mixing errors Statistics & Probability Letters	2017-10-06	Paper
Irreducibility of stochastic real Ginzburg-Landau equation driven by -stable noises and applications Bernoulli	2017-04-05	Paper
Irreducibility of stochastic real Ginzburg-Landau equation driven by -stable noises and applications Bernoulli	2017-04-05	Paper
Smooth densities of the laws of perturbed diffusion processes Statistics & Probability Letters	2016-10-31	Paper
Irregular Stochastic differential equations driven by a family of Markov processes	2016-10-23	Paper
Self-normalized Cramér-type moderate deviations under dependence The Annals of Statistics	2016-09-07	Paper
Self-normalized Cramér-type moderate deviations under dependence The Annals of Statistics	2016-09-07	Paper
Asymptotics of sample entropy production rate for stochastic differential equations Journal of Statistical Physics	2016-07-01	Paper
On some smoothening effects of the transition semigroup of a Lévy process Journal of Mathematical Analysis and Applications	2015-11-17	Paper
The dynamics of the stochastic shadow Gierer-Meinhardt system Journal of Differential Equations	2015-11-04	Paper
Asymptotics of the entropy production rate for $d$-dimensional Ornstein-Uhlenbeck processes Journal of Statistical Physics	2015-10-28	Paper
Large deviation principle of occupation measure for stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises	2015-10-12	Paper
Gradient estimates for SDEs driven by multiplicative Lévy noise Journal of Functional Analysis	2015-09-30	Paper
Large deviation principle of occupation measure for stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises	2014-10-27	Paper
Log-Harnack inequality for Gruschin type semigroups Revista Matemática Iberoamericana	2014-09-19	Paper
Exponential mixing of 2D SDEs forced by degenerate Lévy noises Journal of Evolution Equations	2014-07-04	Paper
Exponential ergodicity of stochastic Burgers equations driven by $\alpha$-stable processes Journal of Statistical Physics	2014-06-20	Paper
Ergodicity of the stochastic real Ginzburg-Landau equation driven by $\alpha$-stable noises Stochastic Processes and their Applications	2014-04-28	Paper
Smooth densities of stochastic differential equations forced by degenerate stable type noises	2013-08-05	Paper
Exponential mixing of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noises Applied Mathematics and Optimization	2013-08-05	Paper
Derivative formula and applications for hyperdissipative stochastic Navier-Stokes/Burgers equations Infinite Dimensional Analysis, Quantum Probability and Related Topics	2013-01-17	Paper
Invariant measures of stochastic $2D$ Navier-Stokes equation driven by $\alpha$-stable processes Electronic Communications in Probability	2012-06-22	Paper
A modified log-Harnack inequality and asymptotically strong Feller property Journal of Evolution Equations	2012-04-12	Paper
Applications of a simple but useful technique to stochastic convolution of $\alpha$-stable processes	2012-01-20	Paper
Exponential ergodicity and regularity for equations with Lévy noise Stochastic Processes and their Applications	2012-01-04	Paper
EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE Stochastics and Dynamics	2011-10-11	Paper
Log-Harnack inequality for stochastic Burgers equations and applications Journal of Mathematical Analysis and Applications	2011-09-12	Paper
Existence and exponential mixing of infinite white $\alpha$-stable systems with unbounded interactions Electronic Journal of Probability	2011-09-09	Paper
Existence and exponential mixing of infinite white $\alpha$-stable systems with unbounded interactions Electronic Journal of Probability	2011-09-09	Paper
Ergodicity of the 3D stochastic Navier-Stokes equations driven by mildly degenerate noise Stochastic Processes and their Applications	2011-06-15	Paper
Ergodicity of infinite white $\alpha$-stable Systems with linear and bounded interactions	2009-11-15	Paper
Ergodicity of the Finite and Infinite Dimensional α-Stable Systems Stochastic Analysis and Applications	2009-08-13	Paper
NONLINEAR PROBLEMS IN INFINITE INTERACTING PARTICLE SYSTEMS Infinite Dimensional Analysis, Quantum Probability and Related Topics	2008-08-19	Paper
Optimal Wasserstein-$1$ distance between SDEs driven by Brownian motion and stable processes (available as arXiv preprint)	N/A	Paper
Phase transition in the EM scheme of an SDE driven by $\alpha$-stable noises with $\alpha \in (0,2]$ (available as arXiv preprint)	N/A	Paper

Research outcomes over time

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