Zenghu Li
- Strong solutions of jump-type stochastic equations
2012/05/05 by Zenghu Li, Fei Pu, Li, Zenghu +1 · 2 citations
Mathematics · Economics, Econometrics and Finance · Engineering · #Nonlinear Differential Equations Analysis #Stochastic processes and financial applications #Stability and Controllability of Differential Equations
- Asymptotic results for exponential functionals of Levy processes
2016/01/11 by Zenghu Li, Wei Xu, Li, Zenghu +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60J55 #60J80 #FOS: Mathematics #Primary 60G51 #Probability (math.PR) #Probability and Risk Models #Secondary 60K37 #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Stochastic equations of non-negative processes with jumps
2008/02/07 by Zongfei Fu, Fu, Zongfei, Zenghu Li +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · #60H10 #60H20 #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Statistics Theory (math.ST) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Exponential ergodicity of branching processes with immigration and competition
2022/05/31 by Pei-Sen Li, Zenghu Li, Li, Pei-Sen +5 · 2 citations
Economics, Econometrics and Finance · Mathematics · #60G51 #60G52 #60J25 #60J80 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Construction of continuous-state branching processes in varying environments
2020/02/21 by Rongjuan Fang, Zenghu Li, Fang, Rongjuan +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #FOS: Mathematics #Primary 60J80 #Probability (math.PR) #Secondary 60H20 #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- The height process of a continuous state branching process with interaction
2019/04/08 by Zenghu Li, Li, Zenghu, Étienne Pardoux +3 · 1 citation
Mathematics · Physics and Astronomy · #60J80 #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and statistical mechanics #Theoretical and Computational Physics