Xuekang Zhang

Available identifiers

zbMath Open zhang.xuekangMaRDI QIDQ1628146

List of research outcomes

Publication	Date of Publication	Type
Trajectory fitting estimation for nonlinear stochastic differential equations with reflection	2024-04-15	Paper
Optimal portfolio and reinsurance with two differential risky assets	2023-09-11	Paper
Maximum likelihood estimation for the reflected stochastic linear system with a large signal	2023-09-01	Paper
Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise	2023-07-25	Paper
Parameter estimation for generalized Ait-Sahalia-type interest rate model	2023-07-18	Paper
Asymptotic behavior of maximum likelihood estimators for Ornstein–Uhlenbeck process with large linear drift	2023-07-17	Paper
Parameter estimation for integrated Ornstein-Uhlenbeck processes with small Lévy noises	2023-07-12	Paper
Option pricing under a Markov-modulated Merton jump-diffusion dividend	2023-07-03	Paper
Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises	2023-05-16	Paper
Trajectory fitting estimation for a class of SDEs with small Lévy noises	2022-10-10	Paper
Stabilization and destabilization of nonlinear stochastic differential delay equations	2022-07-05	Paper
Parameter estimation for certain nonstationary processes driven by α-stable motions	2022-05-25	Paper
Nonparametric estimation of periodic signal disturbed by α-stable noises	2022-02-18	Paper
Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises	2020-01-20	Paper
Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises	2019-09-05	Paper
Ergodicity of stochastic smoking model and parameter estimation	2018-12-03	Paper
Permanence and extinction of stochastic smoking model	2018-05-25	Paper
Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes	2017-10-06	Paper

Research outcomes over time

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