Publications (32)
Recurrence and Ergodicity for A Class of Regime-Switching Jump Diffusions
Xiaoshan Chen, Zhen-Qing Chen, Ky Tran +1
Indifference Pricing of American Option Underlying Illiquid Stock under Exponential Forward Performance
Xiaoshan Chen, Qingshuo Song, Fahuai Yi +1
Hybrid Competitive Lotka-Volterra Ecosystems: Countable Switching States and Two-time-scale Models
Trang Bui, George Yin
Long-Run Average Sustainable Harvesting Policies: Near Optimality
Dang H. Nguyen, George Yin
Stochastic population growth in spatially heterogeneous environments: The density-dependent case
Alexandru Hening, Dang H. Nguyen, George Yin
Feynman-Kac Formulas for Regime-Switching Jump Diffusions and their Applications
Chao Zhu, George Yin, Nicholas A. Baran
Analyzing Convergence and Rates of Convergence of Particle Swarm Optimization Algorithms Using Stochastic Approximation Methods
Quan Yuan, George Yin
Two-time-scale stochastic partial differential equations driven by $α$-stable noises: Averaging principles
Jianhai Bao, George Yin, Chenggui Yuan
Tracking the Empirical Distribution of a Markov-modulated Duplication-Deletion Random Graph
Maziyar Hamdi, Vikram Krishnamurthy, George Yin
Properties of Switching Jump Diffusions: Maximum Principles and Harnack Inequalities
Xiaoshan Chen, Zhen-Qing Chen, Ky Tran +1
Singularly perturbed Markov chains: Limit results and applications
George Yin, Hanqin Zhang
Regime-Switching Jump Diffusions with Non-Lipschitz Coefficients and Countably Many Switching States: Existence and Uniqueness, Feller, and Strong Feller Properties
Fubao Xi, George Yin, Chao Zhu
Recurrence for linearizable switching diffusion with past dependent switching and countable state space
Dang H. Nguyen, George Yin
A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations
Jianhai Bao, Qingshuo Song, George Yin +1
Approximation of A Class of Non-Zero-Sum Investment and Reinsurance Games for Regime-Switching Jump-Diffusion Models
Trang Bui, Xiang Cheng, Zhuo Jin +1
Stationary Distributions for Retarded Stochastic Differential Equations without Dissipativity
Jianhai Bao, George Yin, Chenggui Yuan
Weak Convergence Methods for Approximation of Path-dependent Functionals
Qingshuo Song, George Yin, Qing Zhang
Certain Properties Related to Well Posedness of Switching Diffusions
Dang H Nguyen, George Yin, Chao Zhu
Mean-Variance Type Controls Involving a Hidden Markov Chain: Models and Numerical Approximation
Zhixin Yang, George Yin, Qing Zhang
Exponential Mixing for Retarded Stochastic Differential Equations
Jianhai Bao, George Yin, Leyi Wang +1
Limit Cycles of Dynamic Systems under Random Perturbations with Rapid Switching and Slow Diffusion: A Multi-Scale Approach
Dang H. Nguyen, Nguyen H. Du, George Yin
Recurrence and Ergodicity of Switching Diffusions with Past-Dependent Switching Having A Countable State Space
Dang H. Nguyen, George Yin
On Laws of Large Numbers for Systems with Mean-Field Interactions and Markovian Switching
Son L. Nguyen, George Yin, Tuan A. Hoang
Coexistence and Exclusion of Stochastic Competitive Lotka-Volterra Models
Dang Hai Nguyen, George Yin
Adaptive Search Algorithms for Discrete Stochastic Optimization: A Smooth Best-Response Approach
Omid Namvar Gharehshiran, Vikram Krishnamurthy, George Yin
Critical Connectivity and Fastest Convergence Rates of Distributed Consensus with Switching Topologies and Additive Noises
Ge Chen, Le Yi Wang, Chen Chen +1
Cyber-Physical Interference Modeling for Predictable Reliability of Inter-Vehicle Communications
Chuan Li, Hongwei Zhang, Jayanthi Rao +2
Modeling and Analysis of Switching Diffusion Systems: Past-Dependent Switching with a Countable State Space
Dang H. Nguyen, George Yin
Conditions for Permanence and Ergodicity of Certain Stochastic Predator-Prey Models
Nguyen Huu Du, Hai Dang Nguyen, George Yin
UAV Circumnavigation of an Unknown Target Without Location Information Using Noisy Range-based Measurements
Araz Hashemi, Yongcan Cao, David Casbeer +1
Numerical Solutions of Optimal Risk Control and Dividend Optimization Policies under A Generalized Singular Control Formulation
Zhuo Jin, George Yin, Chao Zhu
Stability of Regime-Switching Diffusion Systems with Discrete States Belonging to a Countable Set
Dang H. Nguyen, George Yin