Xuekang Zhang

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Person:1628146

Available identifiers

zbMath Open zhang.xuekangMaRDI QIDQ1628146

List of research outcomes





PublicationDate of PublicationType
Trajectory fitting estimation for reflected stochastic linear differential equations of a large signal2024-10-11Paper
Nonparametric estimation for periodic stochastic differential equations driven by \(G\)-Brownian motion2024-09-16Paper
Stability of stochastic Gilpin-Ayala model driven by α -stable process under regime switching2024-06-03Paper
Optimal portfolio strategy of wealth process: a Lévy process model-based method2024-05-27Paper
Trajectory fitting estimation for nonlinear stochastic differential equations with reflection2024-04-15Paper
Optimal portfolio and reinsurance with two differential risky assets2023-09-11Paper
Maximum likelihood estimation for the reflected stochastic linear system with a large signal2023-09-01Paper
Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise2023-07-25Paper
Parameter estimation for generalized Ait-Sahalia-type interest rate model2023-07-18Paper
Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift2023-07-17Paper
Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises2023-07-12Paper
Option pricing under a Markov-modulated Merton jump-diffusion dividend2023-07-03Paper
Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises2023-05-16Paper
Trajectory fitting estimation for a class of SDEs with small Lévy noises2022-10-10Paper
Stabilization and destabilization of nonlinear stochastic differential delay equations2022-07-05Paper
Parameter estimation for certain nonstationary processes driven by α-stable motions2022-05-25Paper
Nonparametric estimation of periodic signal disturbed by α-stable noises2022-02-18Paper
Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises2020-01-20Paper
Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises2019-09-05Paper
Ergodicity of stochastic smoking model and parameter estimation2018-12-03Paper
Permanence and extinction of stochastic smoking model2018-05-25Paper
Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes2017-10-06Paper

Research outcomes over time

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