English | 繁體

Search in the results

UM

Browse/Search Results:  1-6 of 6 Help

Selected(0)Clear Items/Page:    Sort:
Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions Journal article
Hui, Jiang, Lihu, Xu, Qingshan, Yang. Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions[J]. Journal of Theoretical Probability, 2024, 37, 3015-3054.
Authors:  Hui, Jiang;  Lihu, Xu;  Qingshan, Yang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2024/08/05
Multivariate Stable Approximation by Stein’s Method Journal article
Chen,Peng, Nourdin,Ivan, Xu,Lihu, Yang,Xiaochuan. Multivariate Stable Approximation by Stein’s Method[J]. Journal of Theoretical Probability, 2023, 37(1), 446–488.
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu;  Yang,Xiaochuan
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2023/08/03
Fractional Laplacian  Generalized Central Limit Theorem  Multivariate Α-stable Approximation  Rate Of Convergence  Stein’s Method  Wasserstein(-type) distance  
Non-integrable Stable Approximation by Stein’s Method Journal article
Chen, Peng, Nourdin, Ivan, Xu, Lihu, Yang, Xiaochuan, Zhang, Rui. Non-integrable Stable Approximation by Stein’s Method[J]. JOURNAL OF THEORETICAL PROBABILITY, 2021, 35(2), 1137-1186.
Authors:  Chen, Peng;  Nourdin, Ivan;  Xu, Lihu;  Yang, Xiaochuan;  Zhang, Rui
Favorite | TC[WOS]:8 TC[Scopus]:8  IF:0.8/0.7 | Submit date：2022/05/13
Α-stable Approximation  Generalized Central Limit Theorem  Stein’s Method  
Large Deviation Principles of Realized Laplace Transform of Volatility Journal article
Feng, Xinwei, He, Lidan, Liu, Zhi. Large Deviation Principles of Realized Laplace Transform of Volatility[J]. Journal of Theoretical Probability, 2021, 35(1), 186-208.
Authors:  Feng, Xinwei;  He, Lidan;  Liu, Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2022/03/28
High-frequency Data  Large Deviation  Moderate Deviation  Realized Laplace Transform Of Volatility  Semi-martingale  
Large deviation principles of realized Laplace transform of volatility Journal article
Feng Xinwei, He Lianda, Liu Zhi. Large deviation principles of realized Laplace transform of volatility[J]. Journal of Theoretical Probability, 2021, 35(1), 186–208.
Authors:  Feng Xinwei;  He Lianda;  Liu Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2022/07/27
High-frequency Data  Large Deviation  Moderate Deviation  Realized Laplace Transform Of Volatility  Semi-martingale  
Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT Journal article
Chen,Peng, Nourdin,Ivan, Xu,Lihu. Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT[J]. Journal of Theoretical Probability, 2020, 34(3), 1382-1407.
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:0.8/0.7 | Submit date：2021/03/11
Asymmetric Α-stable Distribution  Fractional Laplacian  Leave-one-out Approach  Normal Attraction  Stable Central Limit Theorem  Stein’s Method