Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Jinying, Tong"'
Publikováno v:
Journal of Applied Probability. 58:505-522
We focus on the population dynamics driven by two classes of truncated $\alpha$-stable processes with Markovian switching. Almost necessary and sufficient conditions for the ergodicity of the proposed models are provided. Also, these results illustra
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::87f101a9f6a1bc783dbfcf37df764703
https://doi.org/10.1017/jpr.2020.102
https://doi.org/10.1017/jpr.2020.102
Publikováno v:
Mathematics and Computers in Simulation. 177:192-210
In this paper, we focus on the convergence of stochastic differential equations with Markovian switching and 1 ∕ 2 -Holder continuous diffusion coefficients. We give the convergence between numerical solutions and explicit solutions at a rate of 1
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c3de257ead327f1a60cde0fcd316828
https://doi.org/10.1016/j.matcom.2020.04.013
https://doi.org/10.1016/j.matcom.2020.04.013
Publikováno v:
In Acta Mathematica Scientia 2011 31(1):221-228
Publikováno v:
Stochastics. 92:761-784
In this paper, we focus on ergodicity and transience of the Cox–Ingersoll–Ross interest rate model driven by stable processes with random switching. Under some assumptions, we prove that the intere...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c6105b135a0dc4de59e661c0d4a5a14
https://doi.org/10.1080/17442508.2019.1654477
https://doi.org/10.1080/17442508.2019.1654477
Publikováno v:
Communications in Statistics - Simulation and Computation. 50:1445-1458
Recently, Zhang et al. show that if ∑i=1Nπiβ(i)≠0, then the Cox-Ingersoll-Ross (CIR) model with Markov switching (see below, the SDE (1.2)) is ergodic in the Wasserstein distance if and only if ∑i=...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::60cbcb2e2c58714ec0f79cb98d9c0249
https://doi.org/10.1080/03610918.2019.1584300
https://doi.org/10.1080/03610918.2019.1584300
Publikováno v:
Stochastic Analysis and Applications. 37:445-457
Consider the transition density functions for Brownian motion with two-state Markov switching. The characteristic functions for transition density functions are presented. Then, we show that the semigroup-associated Brownian motion with Markov switch
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6fb093c78174b37d7a968a646c936c48
https://doi.org/10.1080/07362994.2019.1578235
https://doi.org/10.1080/07362994.2019.1578235
Publikováno v:
Abstract and Applied Analysis, Vol 2014 (2014)
Dynamics of Lotka-Volterra population with jumps (LVWJ) have recently been established (see Bao et al., 2011, and Bao and Yuan, 2012). They provided some useful criteria on the existence of stationary distribution and some asymptotic properties for L
Externí odkaz:
https://doaj.org/article/1e45c3061cf148e1882e6b2c7ffb1d31
Autor:
Jinying Tong
Publikováno v:
Abstract and Applied Analysis, Vol 2014 (2014)
We consider the stochastic stability for a hybrid jump-diffusion model, where the switching here is a phase semi-Markovian process. We first transform the process into a corresponding jump-diffusion with Markovian switching by the supplementary varia
Externí odkaz:
https://doaj.org/article/374d9e5f43fc4bc7a5ffd0591933d55e
Publikováno v:
Communications in Statistics - Theory and Methods. 48:2446-2458
In this paper, we consider ergodicity and transience for Lotka–Volterra model driven by α-stable processes ( ) with Markovian switching. Sufficient conditions for ergodicity and extinction of such ...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cb3a490a31283aca8d17679f611fa101
https://doi.org/10.1080/03610926.2018.1465089
https://doi.org/10.1080/03610926.2018.1465089
Publikováno v:
Nonlinear Analysis: Hybrid Systems. 42:101086
In this paper, we focus on some properties and the maximum distribution estimates for one-dimensional Brownian motion with Markov switching. The explicit expressions for density functions, the mean exit time and Laplace transform of the exit time are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d76ea5e6519fa4d3b9298c4c8dac511c
https://doi.org/10.1016/j.nahs.2021.101086
https://doi.org/10.1016/j.nahs.2021.101086