18 citations · 18 across the 2 of their papers we have counts for
4 papers · 1 filter
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…
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…
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…
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…