研究领域
概率论极限定理、随机过程遍历性、Malliavin Calculus、排队论
论文成果
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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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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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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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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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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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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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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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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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