南京航空航天大学主页平台管理系统 CHEN PENG--Home--Scientific Research

CHEN PENG

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Doctoral degree

With Certificate of Graduation for Doctorate Study

澳门大学

Recommended MA Supervisor

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Gender:Male
Business Address:理学院339
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Approximation of the invariant measure of stable SDEs by an Euler–Maruyama scheme.Stochastic Processes and their Applications
Variable-Step Euler–Maruyama Approximations of Regime-Switching Jump Diffusion Processes.Journal of Theoretical Probability
A universal probability approximation method: Markov process approach.The Annals of Applied Probability
Multivariate stable approximation in Wasserstein distance by Stein's method.Journal of Theoretical Probability
Approximation to Stochastic Variance Reduced Gradient Langevin Dynamics by Stochastic Delay Differential Equations.Applied Mathematics and Optimizations

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