The following pages link to Zhen Zhong Zhang (Q644631):
Displaying 36 items.
- The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion (Q644634) (← links)
- (Q717724) (redirect page) (← links)
- Censoring technique applied to a MAP/G/1 queue with set-up time and multiple vacations (Q717725) (← links)
- Convergence of jump-diffusion non-linear differential equation with phase semi-Markovian switching (Q967753) (← links)
- Ergodicity of stochastic smoking model and parameter estimation (Q1628148) (← links)
- Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching (Q1634887) (← links)
- The stationary distribution of competitive Lotka-Volterra population systems with jumps (Q1725066) (← links)
- Exponential ergodicity for SDEs driven by \(\alpha\)-stable processes with Markovian switching in Wasserstein distances (Q1787161) (← links)
- The stationary distribution of the facultative population model with a degenerate noise (Q1950681) (← links)
- Convergence of the Euler-Maruyama method for CIR model with Markovian switching (Q1998090) (← links)
- Some characterizations for Brownian motion with Markov switching (Q2060874) (← links)
- Exponential stability of SDEs driven by fBm with Markovian switching (Q2272754) (← links)
- A new criterion on existence and uniqueness of stationary distribution for diffusion processes (Q2360487) (← links)
- Exponential ergodicity for population dynamics driven by \(\alpha\)-stable processes (Q2407776) (← links)
- Long-term behavior of stochastic interest rate models with Markov switching (Q2520458) (← links)
- (Q3109709) (← links)
- Optimal Dividend Payouts Under Jump-Diffusion Risk Processes (Q3643190) (← links)
- Ergodicity and transience of SDEs driven by -stable processes with Markovian switching (Q4576754) (← links)
- Permanence and extinction of stochastic smoking model (Q4640427) (← links)
- Exponential ergodicity of CIR interest rate model with random switching (Q4975322) (← links)
- A system dynamics model to analyse the impact of environment and economy on scenic’s sustainable development via a discrete graph approach (Q4978264) (← links)
- Population dynamics driven by truncated stable processes with Markovian switching (Q4997203) (← links)
- Ergodicity for population dynamics driven by stable processes with Markovian switching (Q5078124) (← links)
- A note on ergodicity for CIR model with Markov switching (Q5082619) (← links)
- Ergodicity of CIR type SDEs driven by stable processes with random switching (Q5086515) (← links)
- Some characterizations for the CIR model with Markov switching (Q5157726) (← links)
- Degree correlations in the group preferential model (Q5192062) (← links)
- (Q5194113) (← links)
- Ergodicity of generalized Ait-Sahalia-type interest rate model (Q5367298) (← links)
- The stationary distribution of Ornstein–Uhlenbeck process with a two-state Markov switching (Q5373895) (← links)
- Ultracontractivity for Brownian motion with Markov switching (Q5379264) (← links)
- Necessary and sufficient conditions for ergodicity of CIR type SDEs with Markov switching (Q5384788) (← links)
- (Q5875052) (← links)
- (Q5875095) (← links)
- First passage time and mean exit time for switching Brownian motion (Q5887755) (← links)
- Long time behaviour for population model by \(\alpha \)-stable processes with Markov switching (Q6076448) (← links)
