| 代表性論文 |
|---|
| [1] Z. Zhang，M.Zhai, J.Tong, Q. Zhang, Some characterizations for Brownian motion with Markov switching, Nonlinear Analysis: Hybrid Systems, 2021,42(101086),21pages. |
| [2] Z. Zhang， J. Tong，Q. Meng, Y. Liang, Population dynamics driven by stable processes with Markovian switching，Journal of Applied Probability，2021，58：505-522 |
| [3] Z.Zhang, T. Zhou, X. Jin, J. Tong, Convergence of the Euler-Maruyama method for CIR model with Markovian switching, Mathematics and Computers in Simulation, 2020,17:192-210. |
| [4] Z Zhang, J. Cao, J. Tong, E. Zhu, Ergodicity of CIR type SDEs driven by stable processes with random switching, Stochastics, 2020, 92(5):761-784 |
| [5] L. Yan, W. Pei, Z. Zhang, Exponential stability of SDEs driven by FBM with Markovian switching, Discrete and Continuous Dynamical Systems, Series A, 2019, 39(11):66467-6483 |
| [6] Z.Zhang, J.Tong, L.Hu, Ultracontractivity for Brownian motion with Markov switching, Stochastic Analysis & Applications, 2019, 37(3):445-457 |
| [7] Z. Zhang, H. Yang, J. Tong, L. Hu, Necessary and sufficient condition of CIR type SDEs with Markov switching, Stochastic and Dynamics, 2019, 18(5), 1950023, 26 pages. |
| [8] Z. Zhang, E. Zhang, J. Tong, Necessary and sufficient conditions for ergodicity of CIR model driven by stable processes with Markov switching, Discrete and Continuous Dynamical Systems Series B, 2018, 23: 2433-2455 |
| [9] Z. Zhang, X. Jin, J. Tong, Ergodicity and transience of SDEs driven by stable processes with Markov switching, Applicable Analysis, 2018, 97(7):1187-1208 |
| [10] J. Tong, X., Jin, Z. Zhang, Exponential ergodicity for SDEs driven by -stable processes with Markov switching in Wasserstein distances, Potential Analysis, 49：503-526, 2018. |
| [11] Z. Zhang, X. Zhang, J. Tong, Exponential ergodicity for population dynamics driven by stable processes, Statistics & Probability Letters, 2017, 125: 149-159 |
| [12] J.Tong, Z.Zhang, Exponential ergodicity of CIR interest rate model with switching, Stochastic and Dynamics, 201717(5), 1750037, 20pages. |
| [13] X. Jin, Z. Zhang, Ergodicity of generalized Ait-Sahalia-type interest rate model, Communications in Statistics- Theory and Methods, 2017, 46(16):8199-8209. |
| [14] Z. Zhang, W. Wang, The stationary distribution of Ornstein-Uhlenbeck process with Markov switching, Communications in Statistics- Simulation and Computation, 2017, 46(6):4783-4794. |
| [15] Z.Zhang, J. Tong, L. Hu, Long-term behavior of stochastic interest rate models with Markov switching, Insurance: Mathematics and Economics, 2016, 70, 320-326, |
| [16] Z. Zhang，J. Tong, J. Bao，The stationary distribution of the facultative population model with a degenerate noise，Statistics & Probability Letters，2013，83(2):655-664. |
| [17] Z. Zhang, J.Zou, Y.Liu, The Maximum surplus distribution before Ruin in an Erlang(n) risk process perturbed by diffusion. Acta Mathematica Sinica, 2011, 27(9): 1869-1880 |
| [18] Z. Zhang, J.Tong, Censoring technique applied to a MAP/G/1 queue with set-up time and multiple vacations. Taiwan Journal of Mathematics, 2011, 15(2):607-622. |
| [19] J.Tong, Z. Zhang, R. Dai, Weighted scale-free networks induced by group preferential mechanism. Physica A: Statistical Mechanics and its Applications, 2011, 390(10):1826-1833. |
| [20] J. Tong, Z. Hou, Z.Zhang, Degree correlations in group preferential model. Journal of Physics A: Mathematical and Theoretical, 2009, 42: 275002-275011. |
| [21] J.Zou, Z. Zhang, J.,Zhang, Optimal dividend payouts under jump diffusion processes. Stochastic Models, 2009, 25(2): 332-347. |
| [22] Z. Hou, J.Tong, Z. Zhang, Convergence of jump-diffusion non-linear differential equation with semi-Markovian switching. Applied Mathematical Modeling, 2009, 33(9):3650-3660. |
| 主持在研項目 |
|---|
| 2021/01-2022/12 混雜純跳過程的遍曆性及其應用，科技部，在研 |
| 2022/01-2025/12 混雜純跳過程的長時間行為及相關問題，國家自然科學基金，在研 |
