3 papers
math.PR2023
Statistical Estimations for Non-Ergodic Vasicek Model Driven by Two Types of Gaussian Processes
Yong Chen, Wu-Jun Gao, Ying Li
We study the joint asymptotic distribution of the least squares estimator of the parameter for the non-ergodic Vasicek models driven by seven specific Gaussian processes.…
math.PR2021
The limit of mesoscopic one-way fluxes in a nonequilibrium chemical reaction with complex mechanism
Yong Chen, Wu-Jun Gao, Lu-Yao Qiao +1
Peng et al.(2020) formulated one-way fluxes for a general chemical reaction far from equilibrium, with arbitrary complex mechanisms, multiple intermediates, and internal kinetic cy…
math.PR2020
Sturm-Liouville Theory and Decay Parameter for Quadratic Markov Branching Processes
Anyue Chen, Yong Chen, Wujun Gao +1
For a quadratic Markov branching process (QMBP), we show that the decay parameter is equal to the first eigenvalue of a Sturm-Liouville operator associated with the PDE that the ge…