1
科研项目
[1] 国家自然科学基金青年项目,项目编号:12401176,2025.01-2027.12,在研,主持;
[2] 学术新人提升计划B项目,项目编号:JZ2025HGTB0178,2025.06-2026.12,在研,主持;
[3] 学术新人提升计划A项目,项目编号:JZ2023HGTA0170,2023.05-2024.12,结题,主持;
[4] 青年教师科研创新启动专项A项目,项目编号:JZ2022HGQA0148,2022.05-2024.04,结题,主持;
[5] 国家自然科学基金面上项目,项目编号:12071499,2021.01-2024.12,在研,参与。
研究成果
[1] Peng Chen, Xinghu Jin*, Yimin Xiao, Lihu Xu. Approximation of the invariant measure for stable SDE by the Euler-Maruyama scheme with decreasing step-sizes. Advances in Applied Probability, 2025, 1-31. doi:10.1017/apr.2024.68
[2] Xinghu Jin, Tian Shen, Zhonggen Su*, Yuzhen Tan. The Euler-Maruyama approximation of state-dependent regime switching diffusions, Journal of Theoretical Probability, 2025, 38: 1-40. https://doi.org/10.1007/s10959-024-01379-5
[3] Xinghu Jin, Guodong Pang, Lihu Xu*, Xin 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, 2025, 50(2): 783-812.
[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.
[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, 2023, 36: 1797-1828.
[6] Peng Chen, Xinghu Jin, Xiang Li, Lihu Xu*. A generalized Catoni's M-estimator under finite \alpha-th moment assumption with \alpha \in (1,2), Electronic Journal of Statistics, 2021, 15: 5523-5544.
[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: 124063.
[8] Zhenzhong Zhang, Tiandao Zhou, Xinghu Jin, Jinying Tong*. Convergence of the Euler-Maruyama method for CIR model with Markovian switching, Mathematics and Computers in Simulation, 2020, 177: 192-210.
[9] Jinying Tong, Xinghu Jin, Zhenzhong Zhang*. Exponential ergodicity for SDEs driven by \alpha-stable processes with Markovian switching in Wasserstein distances, Potential Analysis, 2018, 49: 503-526.
[10] Zhenzhong Zhang, Xinghu Jin, Jinying Tong*. Ergodicity and transience of SDEs driven by \alpha-stable processes with Markovian switching, Applicable Analysis, 2018: 97(7): 1187-1208.
[11] Xinghu Jin, Zhenzhong Zhang*. Ergodicity of generalized Ait-Sahaliatype interest rate model, Communications in Statistics-Theory and Methods, 2017, 46(16): 8199-8209.