activity
20052022
most citedSkew convolution semigroups and affine Markov processes

142 citations · 358 across the 39 of their papers we have counts for

collaborators

41 papers

math.PR2022★ 2 cited

Exponential ergodicity of branching processes with immigration and competition

Pei-Sen Li, Zenghu Li, Jian Wang +1

We study the ergodic property of a continuous-state branching process with immigration and competition. The exponential ergodicity in a weighted total variation distance is proved…

math.PR2021

Gaussian fluctuation for spatial average of super-Brownian motion

Zenghu Li, Fei Pu

Let be the density of one-dimensional super-Brownian motion starting from Lebesgue measure. Using the Laplace functional o…

math.PR2021

Continuous Time Mixed State Branching Processes and Stochastic Equations

Shukai Chen, Zenghu Li

A continuous time mixed state branching process is constructed as the scaling limits of two-type Galton-Watson processes. The process can also be obtained by the pathwise unique so…

math.PR2021

Ergodic and strong Feller properties of affine processes

Shukai Chen, Zenghu Li

For general (1+1)-affine Markov processes, we prove the ergodicity and exponential ergodicity in total variation distances. Our methods follow the arguments of ergodic properties f…

math.PR2020

Construction of age-structured branching processes by stochastic equations

Lina Ji, Zenghu Li

We give constructions of age-structured branching processes without or with immigration as pathwise unique solutions to stochastic integral equations. A necessary and sufficient co…

math.PR2020★ 3 cited

Construction of continuous-state branching processes in varying environments

Rongjuan Fang, Zenghu Li

A continuous-state branching process in varying environments is constructed by the pathwise unique solution to a stochastic integral equation driven by time-space noises. The proce…