2 citations · 2 across the 1 of their papers we have counts for
2 papers
math.PR2019
Periodic solutions of hybrid jump diffusion processes
Xiao-Xia Guo, Wei Sun
In this paper, we investigate periodic solutions of regime-switching jump diffusions. We first show the well-posedness of solutions to the SDEs corresponding to the hybrid system.…
math.PR2019★ 2 cited
Periodic solutions of stochastic differential equations driven by Levy noises
Xiao-Xia Guo, Wei Sun
In this paper, we first show the well-posedness of the SDEs driven by Lévy noises under mild conditions. Then, we consider the existence and uniqueness of periodic solutions of the…