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math.PR2019
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…