Zobrazeno 1 - 10
of 43
pro vyhledávání: '"Xiang-Qun Yang"'
Publikováno v:
Acta Mathematicae Applicatae Sinica, English Series. 34:1-10
A batch Markov arrival process (BMAP) X* = (N, J) is a 2-dimensional Markov process with two components, one is the counting process N and the other one is the phase process J. It is proved that the phase process is a time-homogeneous Markov chain wi
Publikováno v:
Acta Mathematica Sinica, English Series. 33:509-525
For a < r < b, the approach of Li and Zhou (2014) is adopted to find joint Laplace transforms of occupation times over intervals (a, r) and (r, b) for a time homogeneous diffusion process before it first exits from either a or b. The results are expr
Publikováno v:
Applied Mathematics-A Journal of Chinese Universities. 31:81-88
The mean correcting martingale measure for the stochastic process defined as the exponential of an additive process is constructed. Necessary and sufficient conditions for the existence of mean correcting martingale are also obtained. The investigati
Publikováno v:
Medical Gas Research
Medical Gas Research, Vol 7, Iss 1, Pp 45-47 (2017)
Medical Gas Research, Vol 7, Iss 1, Pp 45-47 (2017)
Carbon monoxide (CO) is known as a toxic gas. Although there have been many studies on both toxic and protective effects of CO, most of these studies lack novelty, except for Eng H Lo team's study on the therapeutic effect of CO on brain injuries. In
Publikováno v:
Molecular Medicine Reports
The present study aimed to compare brown adipose-derived stem cell (BASC) and white adipose-derived stem cell (WASC) differentiation into pacemaker‑like cells following T‑box (TBX)18 transduction. Mouse BASCs and WASCs were induced to differentia
Autor:
Xiang-qun Yang, Xu Chen
Publikováno v:
Insurance: Mathematics and Economics. 61:197-205
In this paper, we consider the consumption and investment problem with random horizon in a Batch Markov Arrival Process (BMAP) model. The investor invests her wealth in a financial market consisting of a risk-free asset and a risky asset. The price p
Publikováno v:
Acta Mathematica Sinica, English Series. 31:281-294
Periodic dividend problem is a meaningful issue. Based on a compound binomial model with periodic dividend, we use a homogeneous, ergodic and irreducible discrete-time Markov chain to express the evolution from one period to the subsequent of the eco
Autor:
Xiang-qun Yang, Ji-yang Tan
Publikováno v:
Acta Mathematicae Applicatae Sinica, English Series. 30:859-870
We consider the compound binomial model, and assume that dividends are paid to the shareholders according to an admissible strategy with dividend rates bounded by a constant. The company controls the amount of dividends in order to maximize the cumul
Autor:
Xiaoyun Mo, Xiang Qun Yang
Publikováno v:
Acta Mathematica Sinica, English Series. 30:1273-1280
A rigorous definition of semi-Markov dependent risk model is given. This model is a generalization of the Markov dependent risk model. A criterion and necessary conditions of semi-Markov dependent risk model are obtained. The results clarify relation
Autor:
Rui-Shan Dang, Xi Zhang, Man-Ru Shen, Xiang-Qun Yang, Jian-Ming Yuan, Shao-Hu Xiong, Zhen Liu, Chuansen Zhang, Yong-Zhen Zhang
Publikováno v:
Journal of Tissue Engineering and Regenerative Medicine. 10:982-988
Clinical treatment of chronic deep venous insufficiency remains difficult despite the availability of various therapies. Previous experimental efforts have demonstrated that the tissue-engineered valvedvenous conduit (TEVV) is a promising option to r