619 citations
- University of Science and Technology of ChinaCN87 papers
- Chinese Academy of SciencesCN81 papers
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- National Astronomical ObservatoriesCN48 papers
- Centre National de la Recherche ScientifiqueFR30 papers
- Purple Mountain ObservatoryCN30 papers
- University of Chinese Academy of SciencesCN28 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR27 papers
- Guangzhou UniversityCN26 papers
- Shanghai Astronomical ObservatoryCN26 papers
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Showing 2019 · math.PRShow all
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math.PR2019★ 7 cited
Dynamics of a mean-reverting stochastic volatility model with regime switching
Yanling Zhu, Kai Wang, Yong Ren
In this paper, we consider a mean-reverting stochastic volatility equation with regime switching, and present some sufficient conditions for the existence of global positive soluti…
math.PR2019★ 18 cited
Stochastic Nicholson's blowflies delay differential equation with regime switching
Yanling Zhu, Kai Wang, Yong Ren +1
In this paper, we investigate the global existence of almost surely positive solution to a stochastic Nicholson's blowflies delay differential equation with regime switching, and g…