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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 |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2018/10/30
Exponential ergodicity  Symmetric -stable process  Markovian switching  M-matrix  Wasserstein distance  Coupling method  
Nonparametric regression with nearly integrated regressors under long-run dependence Journal article
ECONOMETRICS JOURNAL, 2017,Volume: 20,Issue: 1,Page: 118-138
Authors:  Cai, Zongwu;  Jing, Bingyi;  Kong, Xinbing;  Liu, Zhi
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2018/10/30
Local Time  Ornstein-uhlenbeck Fractional Brownian Motion  Unit Root  
The large deviation principle and steady-state fluctuation theorem for the entropy production rate of a stochastic process in magnetic fields Journal article
Journal of Mathematical Physics, 2016,Volume: 57,Issue: 7
Authors:  Chen,Yong;  Ge,Hao;  Xiong,Jie;  Xu,Lihu
Favorite |  | TC[WOS]:1 TC[Scopus]:2 | Submit date:2019/06/03
Asymptotics of the Entropy Production Rate for d-Dimensional Ornstein–Uhlenbeck Processes Journal article
Journal of Statistical Physics, 2015,Volume: 160,Issue: 5,Page: 1336-1353
Authors:  Wang,Ran;  Xu,Lihu
Favorite |  | TC[WOS]:4 TC[Scopus]:4 | Submit date:2019/06/03
Central Limit Theorem  Entropy Production Rate  Functional Inequality  Law Of Iterated Logarithm  Moderate Deviation Principle  Ornstein–uhlenbeck Process