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Markovian switching jump diffusions 2014-09-29 Paper Stability with general decay rates of stochastic differential delay equations with Poisson jumps and Markovian...

systems with stochastic jumps 2014-08-27 Paper Stabilization of switched delay systems with polytopic uncertainties under asynchronous switching 2014-08-13...

regime-switching reduced-form model 2022-05-23 Paper The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default...

controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps 2022-11-11 Paper...

Stabilization of Stochastic Systems With Semi-Markovian Switching 2024-01-25 Paper Mean‐square strong stability and stabilization of discrete‐time stochastic systems...

Paper Reflected stochastic partial differential equations with jumps 2022-03-18 Paper An approximation scheme for reflected stochastic differential equations...

templates 2022-02-16 Paper Stochastic dynamics and optimal control in a hybrid bioeconomic system with telephone noise and Lévy jumps 2022-01-17 Paper https://portal...

of linear stochastic neutral-type time-delay systems with two delays 2018-06-14 Paper On Eigenvalue Sets and Convergence Rate of Itô Stochastic Systems With...

JUMP-DIFFUSION MODELS 2011-12-28 Paper Exotic Derivatives under Stochastic Volatility Models with Jumps 2011-08-08 Paper PRICING AND HEDGING BARRIER OPTIONS IN...

regime-switching economy with delay and common shock 2022-03-21 Paper Portfolio optimization for jump-diffusion risky assets with regime switching: a time-consistent...

2024-03-27 Paper Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps 2024-01-19 Paper Stochastic differential equations with...

networks 2016-12-20 Paper Stability of discrete-time switching systems with constrained switching sequences 2016-09-13 Paper Decision-control mechanism...

learning for stochastic volatility with variance‐gamma jumps in returns 2018-09-14 Paper Rejoinder to “Sequential Bayesian learning for stochastic volatility...

Guarantees Under a Regime-Switching Model 2022-02-11 Paper Authors’ Reply: Pricing Annuity Guarantees Under a Regime-Switching Model - Discussion by Robert...

Framework to Time-Inconsistent Stochastic Control Problems 2022-05-03 Paper Time-inconsistent stochastic LQ problem with regime switching 2021-04-08 Paper Equilibrium...

2023-09-28 Paper Lévy noise-induced stochastic resonance in a bistable system 2023-07-26 Paper A regime-switching stochastic SIR epidemic model with a saturated...

learning 2022-01-25 Paper On the uniform algebraic observability of multi-switching linear systems 2021-12-22 Paper A locally convergent continuous-time algorithm...

uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps 2024-01-16 Paper Hypoellipticity and parabolic hypoellipticity...

for hybrid systems with unknown Markov jumps and stochastic noises 2009-11-09 Paper Reachability analysis of switched linear discrete singular systems 2009-10-12...

Publication Date of Publication Type Bayesian prediction of jumps in large panels of time series data 2024-02-27 Paper Doubly-online changepoint detection...