靳兴胡
讲师
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[1] Peng Chen，Yimin Xiao,Lihu Xu，Xinghu Jin，Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes:Advances in Applied Probability
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[2] Xinghu Jin，Tian Shen,Yuzhen Tan，Zhonggen Su，The Euler-Maruyama's approximation of state-dependent regime switching diffusions:Journal of Theoretical Probability,2024
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[3] Xinghu Jin，Guodong Pang,Xin Xu，Lihu Xu，An approximation to the invariant measure of the limiting diffusion of G/Ph/n+GI queues in the Halfin– Whitt regime and related asymptotics:Mathematics of Operations Research
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[4] Peng Chen，Xinghu Jin,Tian Shen，Zhonggen Su，Variable-step Euler–Maruyama approximations of regime-switching jump diffusion processes:Journal of Theoretical Probability,2024(37):1597-1626.
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[5] Xinghu Jin，Tian Shen，Zhonggen Su，Using Stein's method to analyze Euler–Maruyama approximations of regime-switching jump diffusion processes:Journal of Theoretical Probability,2022(36):1797–1828.
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[6] Peng Chen，Xinghu Jin,Xiang Li，Lihu Xu，A generalized Catoni's M-estimator under finite α-th moment assumption with α ∈ (1, 2):Electronic Journal of Statistics,2021,15):5523–5544.
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[7] Xinghu Jin，Xiang Li，Jianya Lu，A kernel bound for non-symmetric stable distribution and its applications:Journal of Mathematical Analysis and Applications,2020,488
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[8] Zhengzhong Zhang，Xinghu Jin,Tiandao Zhou，Jinying Tong，Convergence of the Euler–Maruyama method for CIR model with Markovian switching:Mathematics and Computers in Simulation,2020,177):192–210.
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[9] Zhenzhong Zhang，Xinghu Jin，Jinying Tong，Ergodicity and transience of SDEs driven by α-stable processes with Markovian switching:Applicable Analysis,2018,97(7):1187–1208.
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[10] Jinying Tong，Xinghu Jin，Zhenzhong Zhang，Exponential ergodicity for SDEs driven by α-stable processes with Markovian switching in Wasserstein distances:Potential Analysis,2018,49):503–526.