20 citations · 48 across the 38 of their papers we have counts for
5 papers · 1 filter
Extinction, explosion and contraction for time-inhomogeneous SDEs with jumps
Shukai Chen, Xu Yang, Xiaowen Zhou
For a class of time-inhomogeneous SDEs with jumps, we establish criteria for the existence and uniqueness of the nonnegative solutions, and examine the extinction, the explosion to…
Threshold Diffusions
Lina Ji, Chuyang Li, Xiaowen Zhou
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the condition…
Speed of coming down from infinity for -Fleming-Viot initial support
Huili Liu, Xiaowen Zhou
The -Fleming-Viot process is a probability measure-valued process that is dual to a -coalescent that allows multiple collisions. In this paper, we consider a class of -Fle…
Boundary behavior at infinity for simple exchangeable fragmentation-coagulation process in critical slow regime
Lina Ji, Xiaowen Zhou
For a critical simple exchangeable fragmentation-coagulation process in slow regime where the coagulation rate and fragmentation rate are of the same order, we show that there exis…
De Finetti's problem with fixed transaction costs and regime switching
Wenyuan Wang, Zuo Quan Xu, Kazutoshi Yamazaki +2
In this paper, we examine a modified version of de Finetti's optimal dividend problem, incorporating fixed transaction costs and altering the surplus process by introducing two-val…