Person:644631: Difference between revisions

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Person:644631
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m AuthorDisambiguator moved page Zhen Zhong Zhang to Zhen Zhong Zhang: Duplicate
 
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Latest revision as of 14:23, 12 December 2023

Available identifiers

zbMath Open zhang.zhenzhongMaRDI QIDQ644631

List of research outcomes





PublicationDate of PublicationType
Ergodicity for population dynamics by pure-jump noise with switching2024-11-26Paper
Long time behaviour for population model by \(\alpha \)-stable processes with Markov switching2023-09-21Paper
First passage time and mean exit time for switching Brownian motion2023-04-13Paper
https://portal.mardi4nfdi.de/entity/Q58750522023-02-09Paper
https://portal.mardi4nfdi.de/entity/Q58750952023-02-09Paper
Ergodicity of CIR type SDEs driven by stable processes with random switching2022-07-05Paper
A note on ergodicity for CIR model with Markov switching2022-06-21Paper
Ergodicity for population dynamics driven by stable processes with Markovian switching2022-05-20Paper
Some characterizations for Brownian motion with Markov switching2021-12-13Paper
Some characterizations for the CIR model with Markov switching2021-10-20Paper
Population dynamics driven by truncated stable processes with Markovian switching2021-06-28Paper
Convergence of the Euler-Maruyama method for CIR model with Markovian switching2021-03-06Paper
Exponential stability of SDEs driven by fBm with Markovian switching2019-09-20Paper
https://portal.mardi4nfdi.de/entity/Q51941132019-09-20Paper
Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching2019-06-25Paper
Ultracontractivity for Brownian motion with Markov switching2019-05-28Paper
The stationary distribution of competitive Lotka-Volterra population systems with jumps2019-02-14Paper
Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching2018-12-18Paper
Ergodicity of stochastic smoking model and parameter estimation2018-12-03Paper
Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances2018-10-04Paper
Ergodicity and transience of SDEs driven by -stable processes with Markovian switching2018-07-10Paper
Permanence and extinction of stochastic smoking model2018-05-25Paper
The stationary distribution of Ornstein–Uhlenbeck process with a two-state Markov switching2017-10-27Paper
Ergodicity of generalized Ait-Sahalia-type interest rate model2017-10-12Paper
Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes2017-10-06Paper
A system dynamics model to analyse the impact of environment and economy on scenic’s sustainable development via a discrete graph approach2017-08-08Paper
Exponential ergodicity of CIR interest rate model with random switching2017-08-04Paper
A new criterion on existence and uniqueness of stationary distribution for diffusion processes2017-07-04Paper
Long-term behavior of stochastic interest rate models with Markov switching2016-12-13Paper
The stationary distribution of the facultative population model with a degenerate noise2013-05-13Paper
https://portal.mardi4nfdi.de/entity/Q31097092012-01-27Paper
The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion2011-11-04Paper
Censoring technique applied to a MAP/G/1 queue with set-up time and multiple vacations2011-10-05Paper
Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching2010-05-02Paper
Optimal Dividend Payouts Under Jump-Diffusion Risk Processes2009-11-10Paper
Degree correlations in the group preferential model2009-08-04Paper

Research outcomes over time

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