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Convergence of the Euler–Maruyama method for CIR model with Markovian switching Journal article
Zhang, Zhenzhong, Zhou, Tiandao, Jin, Xinghu, Tong, Jinying. Convergence of the Euler–Maruyama method for CIR model with Markovian switching[J]. MATHEMATICS AND COMPUTERS IN SIMULATION, 2020, 177, 192-210.
Authors:  Zhang, Zhenzhong;  Zhou, Tiandao;  Jin, Xinghu;  Tong, Jinying
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:4.4/3.6 | Submit date：2021/12/06
Hölder Continuous  Markovian Switching  Parameter Estimation  Quadratic Variation  Rate Of Convergence  
Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances Journal article
Tong, Jinying, Jin, Xinghu, Zhang, Zhenzhong. Exponential Ergodicity for SDEs Driven by -Stable Processes with Markovian Switching in Wasserstein Distances[J]. POTENTIAL ANALYSIS, 2018, 49(4), 503-526.
Authors:  Tong, Jinying;  Jin, Xinghu;  Zhang, Zhenzhong
Favorite | TC[WOS]:6 TC[Scopus]:6  IF:1.0/1.0 | Submit date：2018/10/30
Exponential Ergodicity  Symmetric -stable Process  Markovian Switching  M-matrix  Wasserstein Distance  Coupling Method