The following pages link to Xuefeng Gao (Q363841):
Displayed 19 items.
- Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions (Q363842) (← links)
- Validity of heavy-traffic steady-state approximations in many-server queues with abandonment (Q475123) (← links)
- Item:Q363841 (redirect page) (← links)
- Sensitivity analysis for diffusion processes constrained to an orthant (Q744381) (← links)
- Limit theorems for Markovian Hawkes processes with a large initial intensity (Q1615912) (← links)
- Large deviations and applications for Markovian Hawkes processes with a large initial intensity (Q1708987) (← links)
- Order scoring, bandit learning and order cancellations (Q2115951) (← links)
- Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues (Q2315066) (← links)
- (Q4855952) (← links)
- (Q5053256) (← links)
- Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration (Q5058053) (← links)
- State-Dependent Temperature Control for Langevin Diffusions (Q5080490) (← links)
- Optimal market making in the presence of latency (Q5139247) (← links)
- A data-driven deep learning approach for options market making (Q6158439) (← links)
- Bounded-Velocity Stochastic Control for Dynamic Resource Allocation (Q6295998) (← links)
- Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization: Non-Asymptotic Performance Bounds and Momentum-Based Acceleration (Q6306642) (← links)
- Affine Point Processes: Refinements to Large-Time Asymptotics (Q6315646) (← links)
- Decentralized Stochastic Gradient Langevin Dynamics and Hamiltonian Monte Carlo (Q6344224) (← links)
- Wasserstein Convergence Guarantees for a General Class of Score-Based Generative Models (Q6459865) (← links)