期刊： STOCHASTIC MODELS, 2021; 37 (2)
Hawkes processes have been widely studied in both theory and applications because of their self-exciting effects, but there are still some questions a......
期刊： STOCHASTIC MODELS, 2021; 37 (2)
In the stochastic delay differential neoclassical growth system, the white noises stochastically perturb some parameters. we show that the stochastic ......
期刊： STOCHASTIC MODELS, 2020; 37 (1)
We consider a Markov modulated fluid network with a finite number of stations. We are interested in the tail asymptotics behavior of the stationary di......
期刊： STOCHASTIC MODELS, 2020; 36 (4)
In this paper, we investigate the ruin probabilities of non-homogeneous risk models. By employing martingale method, the Lundberg-type inequalities of......
期刊： STOCHASTIC MODELS, 2019; 35 (2)
We prove the existence and pathwise uniqueness of the solution to a stochastic integral equation driven by Poisson random measures based on Kuznetsov ......
期刊： STOCHASTIC MODELS, 2019; 35 (3)
Consider a (2, 1) random walk in an i.i.d. random environment, whose environment involves certain parameter. We construct an M-estimator for the envir......
期刊： STOCHASTIC MODELS, 2019; 35 (4)
A subordinate diffusion is a Markovian jump-diffusion or pure jump process obtained by time changing a diffusion process with an independent Levy or a......
期刊： STOCHASTIC MODELS, 2018; 34 (1)
We derive the variance constant of continuous-time level dependent quasi-birth-and-death processes by investigating the expected integral functionals ......
期刊： STOCHASTIC MODELS, 2017; 33 (1)
Consider a renewal risk model with a constant premium and a constant force of interest rate, where the claim sizes and inter-arrival times follow cert......
期刊： STOCHASTIC MODELS, 2017; 33 (4)
Motivated by various applications in queueing theory, this article is devoted to the stochastic monotonicity and comparability of Markov chains with b......
