| Publication | Date of Publication | Type |
|---|
| Long time behaviour for population model by \(\alpha \)-stable processes with Markov switching | 2023-09-21 | Paper |
| First passage time and mean exit time for switching Brownian motion | 2023-04-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5875052 | 2023-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5875095 | 2023-02-09 | Paper |
| Ergodicity of CIR type SDEs driven by stable processes with random switching | 2022-07-05 | Paper |
| A note on ergodicity for CIR model with Markov switching | 2022-06-21 | Paper |
| Ergodicity for population dynamics driven by stable processes with Markovian switching | 2022-05-20 | Paper |
| Some characterizations for Brownian motion with Markov switching | 2021-12-13 | Paper |
| Some characterizations for the CIR model with Markov switching | 2021-10-20 | Paper |
| Population dynamics driven by truncated stable processes with Markovian switching | 2021-06-28 | Paper |
| Convergence of the Euler-Maruyama method for CIR model with Markovian switching | 2021-03-06 | Paper |
| Exponential stability of SDEs driven by fBm with Markovian switching | 2019-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5194113 | 2019-09-20 | Paper |
| Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching | 2019-06-25 | Paper |
| Ultracontractivity for Brownian motion with Markov switching | 2019-05-28 | Paper |
| The stationary distribution of competitive Lotka-Volterra population systems with jumps | 2019-02-14 | Paper |
| Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching | 2018-12-18 | Paper |
| Ergodicity of stochastic smoking model and parameter estimation | 2018-12-03 | Paper |
| Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances | 2018-10-04 | Paper |
| Ergodicity and transience of SDEs driven by -stable processes with Markovian switching | 2018-07-10 | Paper |
| Permanence and extinction of stochastic smoking model | 2018-05-25 | Paper |
| The stationary distribution of Ornstein–Uhlenbeck process with a two-state Markov switching | 2017-10-27 | Paper |
| Ergodicity of generalized Ait-Sahalia-type interest rate model | 2017-10-12 | Paper |
| Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes | 2017-10-06 | Paper |
| A system dynamics model to analyse the impact of environment and economy on scenic’s sustainable development via a discrete graph approach | 2017-08-08 | Paper |
| Exponential ergodicity of CIR interest rate model with random switching | 2017-08-04 | Paper |
| A new criterion on existence and uniqueness of stationary distribution for diffusion processes | 2017-07-04 | Paper |
| Long-term behavior of stochastic interest rate models with Markov switching | 2016-12-13 | Paper |
| The stationary distribution of the facultative population model with a degenerate noise | 2013-05-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3109709 | 2012-01-27 | Paper |
| The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion | 2011-11-04 | Paper |
| Censoring technique applied to a MAP/G/1 queue with set-up time and multiple vacations | 2011-10-05 | Paper |
| Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching | 2010-05-02 | Paper |
| Optimal Dividend Payouts Under Jump-Diffusion Risk Processes | 2009-11-10 | Paper |
| Degree correlations in the group preferential model | 2009-08-04 | Paper |
