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- Chinese Academy of SciencesCN47 papers
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4 papers · 2 filters
Stochastic Generalized Porous Media Equations with Reflection
Michael Röckner, Feng-Yu Wang, Tusheng Zhang
A non-negative Markovian solution is constructed for a class of stochastic generalized porous media equations with reflection. To this end, some regularity properties and a compari…
Light-tailed behavior of stationary distribution for state-dependent random walks on a strip
Wenming Hong, Meijuan Zhang, Yiqiang Q. Zhao
In this paper, we consider the state-dependent reflecting random walk on a half-strip. We provide explicit criteria for (positive) recurrence, and an explicit expression for the st…
Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model
Zenghu Li, Chunhua Ma
We study the estimation of a stable Cox-Ingersoll-Ross model, which is a special subcritical continuous-state branching process with immigration. The process is characterized in te…
On geometric and algebraic transience for discrete-time Markov chains
Yong-Hua Mao, Yan-Hong Song
General characterizations of ergodic Markov chains have been developed in considerable detail. In this paper, we study the transience for discrete-time Markov chains on general sta…