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Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme Journal article
Lu, Jianya, Tan, Yuzhen, Xu, Lihu. Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme[J]. Bernoulli, 2022, 28(2), 937-964.
Authors:  Lu, Jianya;  Tan, Yuzhen;  Xu, Lihu
Favorite | TC[WOS]:5 TC[Scopus]:5  IF:1.5/1.6 | Submit date：2022/05/13
Central Limit Theorem  Euler-maruyama Scheme  Self-normalized Cramér-type Moderate Deviation  Stein’s Method  Stochastic Differential Equation  
Approximation to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations Journal article
Chen, Peng, Lu, Jianya, Xu, Lihu. Approximation to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations[J]. Applied Mathematics and Optimization, 2022, 85(2), 15.
Authors:  Chen, Peng;  Lu, Jianya;  Xu, Lihu
Favorite | TC[WOS]:4 TC[Scopus]:3  IF:1.6/1.8 | Submit date：2022/05/17
Malliavin Calculus  Refined Lindeberg Principle  Stochastic Delay Differential Equations (Sddes)  Stochastic Variance Reduced Gradient Langevin Dynamics (Svrg-ld)  Wasserstein-1 Distance