9 citations · 12 across the 5 of their papers we have counts for
5 papers
Comparison principle for stochastic heat equations driven by -stable white noises
Yongjin Wang, Chengxin Yan, Xiaowen Zhou
For a class of non-linear stochastic heat equations driven by -stable white noises for with Lipschitz coefficients, we first show the existence and pathwise uniquene…
Existence of weak solutions to stochastic heat equations driven by truncated -stable white noises with non-Lipschitz coefficients
Yongjin Wang, Chengxin Yan, Xiaowen Zhou
We consider a class of stochastic heat equations driven by truncated -stable white noises for with noise coefficients that are continuous but not necessarily Lipschitz a…
Competition among Large and Heterogeneous Small Firms
Lijun Pan, Yongjin Wang
We extend the model of Parenti (2018) on large and small firms by introducing cost heterogeneity among small firms. We propose a novel necessary and sufficient condition for the ex…
Optimal Credit Investment and Risk Control for an Insurer with Regime-Switching
Lijun Bo, Huafu Liao, Yongjin Wang
This paper studies an optimal investment and risk control problem for an insurer with default contagion and regime-switching. The insurer in our model allocates his/her wealth acro…
On a Stochastic Wave Equation Driven by a Non-Gaussian Levy Process
Lijun Bo, Kehua Shi, Yongjin Wang
This paper investigates a damped stochastic wave equation driven by a non-Gaussian Levy noise. The weak solution is proved to exist and be unique. Moreover we show the existence of…