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Works (2)

Convergence of Relative Entropy for Euler–Maruyama Scheme to Stochastic Differential Equations with Additive Noise

Entropy
2024-03-06 | Journal article
DOI: 10.3390/e26030232
Contributors: Yuan Yu
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Generalized linear–quadratic model with a change point due to a covariate threshold

Journal of Statistical Planning and Inference
2022-01 | Journal article
DOI: 10.1016/j.jspi.2021.05.012
Contributors: Feipeng Zhang; Jiejing Yang; Lei Liu; Yuan Yu
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