Lu, Jianya

1. Central limit theorem and Self-normalized Cramér-type moderate deviation for Euler-Maruyama Scheme
   2020/12/08 by Jianya Lu, Yuzhen Tan, Lu, Jianya +3 · 4 citations
   Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Markov Chains and Monte Carlo Methods
2. Approximation to stochastic variance reduced gradient Langevin dynamics by stochastic delay differential equations
   2021/06/08 by Chen, Peng, Lu, Jianya, Xu, Lihu · 1 citation
   #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR)
3. Self-normalized Cramér-type Moderate Deviation of Stochastic Gradient Langevin Dynamics
   2024/10/29 by Dai, Hongsheng, Fan, Xiequan, Lu, Jianya · 1 citation
   #FOS: Mathematics #Probability (math.PR) #Statistics Theory (math.ST)