activity
19982026
most citedExit identities for Lévy processes observed at Poisson arrival times

110 citations · 201 across the 61 of their papers we have counts for

collaborators

63 papers

math.PR2026

Behaviors near infinity for mutually enhancing continuous-state population dynamics

Jie Xiong, Xu Yang, Xiaowen Zhou

In this paper we consider a two-dimensional generalized continuous-state branching process with mutually enhancing two-way interactions characterized by two stochastic differential…

math.PR2026

Mean-field branching SDEs: propagation of chaos, scaling limits and phase transitions

Shukai Chen, Lina Ji, Xiaowen Zhou

We study branching SDEs with law-dependent immigration and their mean-field particle approximations. Under a dissipativity condition and sufficiently weak interaction, a uniform pr…

math.PR2026

A Pathwise Approach to the Strong Feller Property and Irreducibility of Nonlinear Branching Processes

Pei-Sen Li, Xiangqi Zheng, Xiaowen Zhou

We study the strong Feller property and irreducibility for continuous-state nonlinear branching processes defined as solutions to stochastic differential equations with jumps. Due…

math.PR2026

Propagation of support for super-Brownian motion with general branching mechanism

Wenjing Zhang, Xiaowen Zhou

We study the spatial propagation of super-Brownian motion on with general critical or subcritical (spatially dependent) branching mechanisms. Under local spatial low…

math.PR2026

Yaglom limits of continuous-state branching processes in Brownian random environment

Pei-Sen Li, Xiangqi Zheng, Xiaowen Zhou

In this paper, we investigate the asymptotic behavior of continuous-state branching processes in a Brownian random environment (CBBRE) conditioned on non-extinction. For the subcri…

math.ST2026

Near-Unit-Root Theory for Affine Processes

Gael Anne, Yang Lu, Xuewen Yu +1

Discrete-time affine processes are widely used in finance and economics and encompass count, positive, and nonnegative-valued processes. This paper develops near-unit-root asymptot…