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Multivariate approximations in Wasserstein distance by Stein’s method and Bismut’s formula Journal article
Probability Theory and Related Fields, 2019,Volume: 174,Issue: 3-4,Page: 945–979
Authors:  Xiao Fang;  Qi-Man Shao;  Lihu Xu
Favorite  |  View/Download:5/0  |  Submit date:2019/07/19
Bismut's Formula  Multivariate Approximation  Rate Of Convergence  Stein’s Method  Wasserstein Distance  Langevin Algorithm  Malliavin Calculus  
Approximation of stable law in Wasserstein-1 distance by Stein’s method Journal article
ANNALS OF APPLIED PROBABILITY, 2019,Volume: 29,Issue: 1,Page: 458-504
Authors:  Xu, Lihu
Favorite  |  View/Download:7/0  |  Submit date:2019/01/17
Stable Approximation  Wasserstein-1 Distance (W-1 Distance)  Stein's Method  L-1 Discrepancy  Normal Domain Of Attraction Of Stable Law  Alpha-stable Processes  
Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances Journal article
POTENTIAL ANALYSIS, 2018,Volume: 49,Issue: 4,Page: 503-526
Authors:  Tong, Jinying;  Jin, Xinghu;  Zhang, Zhenzhong
Favorite  |  View/Download:13/0  |  Submit date:2018/10/30
Exponential ergodicity  Symmetric -stable process  Markovian switching  M-matrix  Wasserstein distance  Coupling method