| Publication | Date of Publication | Type |
|---|
Optimal dividend policy for a jump-diffusion process with Markov switching
Communications in Statistics. Simulation and Computation | 2026-06-04 | Paper |
Ergodicity for population dynamics by pure-jump noise with switching
Nonlinear Analysis. Hybrid Systems | 2024-11-26 | Paper |
Long time behaviour for population model by \(\alpha \)-stable processes with Markov switching
Nonlinear Analysis. Hybrid Systems | 2023-09-21 | Paper |
First passage time and mean exit time for switching Brownian motion
Stochastics and Dynamics | 2023-04-13 | Paper |
| scientific article; zbMATH DE number 7651682 (Why is no real title available?) | 2023-02-09 | Paper |
| scientific article; zbMATH DE number 7651713 (Why is no real title available?) | 2023-02-09 | Paper |
Ergodicity of CIR type SDEs driven by stable processes with random switching
Stochastics | 2022-07-05 | Paper |
A note on ergodicity for CIR model with Markov switching
Communications in Statistics. Simulation and Computation | 2022-06-21 | Paper |
Ergodicity for population dynamics driven by stable processes with Markovian switching
Communications in Statistics: Theory and Methods | 2022-05-20 | Paper |
Some characterizations for Brownian motion with Markov switching
Nonlinear Analysis. Hybrid Systems | 2021-12-13 | Paper |
Some characterizations for the CIR model with Markov switching
Stochastics and Dynamics | 2021-10-20 | Paper |
Population dynamics driven by truncated stable processes with Markovian switching
Journal of Applied Probability | 2021-06-28 | Paper |
Convergence of the Euler-Maruyama method for CIR model with Markovian switching
Mathematics and Computers in Simulation | 2021-03-06 | Paper |
| An SIS epidemic model driven by a class of truncated stable processes | 2019-09-20 | Paper |
Exponential stability of SDEs driven by fBm with Markovian switching
Discrete and Continuous Dynamical Systems | 2019-09-20 | Paper |
Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching
Stochastics and Dynamics | 2019-06-25 | Paper |
Ultracontractivity for Brownian motion with Markov switching
Stochastic Analysis and Applications | 2019-05-28 | Paper |
The stationary distribution of competitive Lotka-Volterra population systems with jumps
Abstract and Applied Analysis | 2019-02-14 | Paper |
Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching
Discrete and Continuous Dynamical Systems. Series B | 2018-12-18 | Paper |
Ergodicity of stochastic smoking model and parameter estimation
Advances in Difference Equations | 2018-12-03 | Paper |
Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances
Potential Analysis | 2018-10-04 | Paper |
Ergodicity and transience of SDEs driven by -stable processes with Markovian switching
Applicable Analysis | 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
Communications in Statistics. Simulation and Computation | 2017-10-27 | Paper |
Ergodicity of generalized ait-sahalia-type interest rate model
Communications in Statistics: Theory and Methods | 2017-10-12 | Paper |
Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes
Statistics & Probability Letters | 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
Journal of Difference Equations and Applications | 2017-08-08 | Paper |
Exponential ergodicity of CIR interest rate model with random switching
Stochastics and Dynamics | 2017-08-04 | Paper |
A new criterion on existence and uniqueness of stationary distribution for diffusion processes
Advances in Difference Equations | 2017-07-04 | Paper |
Long-term behavior of stochastic interest rate models with Markov switching
Insurance Mathematics & Economics | 2016-12-13 | Paper |
The stationary distribution of the facultative population model with a degenerate noise
Statistics & Probability Letters | 2013-05-13 | Paper |
| Asymptotic estimates of the discounted penalty function in a perturbed risk model | 2012-01-27 | Paper |
The maximum surplus distribution before ruin in an Erlang(n) risk process perturbed by diffusion
Acta Mathematica Sinica, English Series | 2011-11-04 | Paper |
Censoring technique applied to a MAP/G/1 queue with set-up time and multiple vacations
Taiwanese Journal of Mathematics | 2011-10-05 | Paper |
Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching
Applied Mathematical Modelling | 2010-05-02 | Paper |
Optimal Dividend Payouts Under Jump-Diffusion Risk Processes
Stochastic Models | 2009-11-10 | Paper |
Degree correlations in the group preferential model
Journal of Physics A: Mathematical and Theoretical | 2009-08-04 | Paper |
