activity
20162024
most citedStochastic Nicholson's blowflies delay differential equation with regime switching

18 citations · 29 across the 6 of their papers we have counts for

collaborators

6 papers

math.PR2024

A Markovian regime-switching stochastic SEQIR epidemic model with governmental policy

Hongjie Fan, Kai Wang, Yanling Zhu

In this paper, a stochastic SEQIR epidemic model with Markovian regime-switching is proposed and investigated. The governmental policy and implement efficiency are concerned by a g…

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…

math.PR2018★ 4 cited

M-estimation in high-dimensional linear model

Kai Wang, Yanling Zhu

We mainly study the M-estimation method for the high-dimensional linear regression model, and discuss the properties of M-estimator when the penalty term is the local linear approx…

math.PR2017

Almost Sure and Moment Exponential Stability of Regime-Switching Jump Diffusions

Zhen Chao, Kai Wang, Chao Zhu +1

This work is devoted to almost sure and moment exponential stability of regime-switching jump diffusions. The Lyapunov function method is used to derive sufficient conditions for s…

math.PR2016

Asymptotic properties of a stochastic Gilpin-Ayala model under regime switching

Kai Wang, Yanling Zhu

In this paper, a stochastic Gilpin-Ayala population model with regime switching and white noise is considered. All parameters are influenced by stochastic perturbations. The existe…