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Chao Zhu
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Hybrid switching diffusions: properties and applications
GG Yin, C Zhu
Springer Science & Business Media, 2009
7622009
Asymptotic properties of hybrid diffusion systems
C Zhu, G Yin
SIAM Journal on Control and Optimization 46 (4), 1155-1179, 2007
4132007
On competitive Lotka–Volterra model in random environments
C Zhu, G Yin
Journal of Mathematical Analysis and Applications 357 (1), 154-170, 2009
2712009
Stability of regime-switching diffusions
RZ Khasminskii, C Zhu, G Yin
Stochastic processes and their applications 117 (8), 1037-1051, 2007
2132007
On hybrid competitive Lotka–Volterra ecosystems
C Zhu, G Yin
Nonlinear Analysis: Theory, Methods & Applications 71 (12), e1370-e1379, 2009
1672009
On optimal harvesting problems in random environments
Q Song, RH Stockbridge, C Zhu
SIAM journal on control and optimization 49 (2), 859-889, 2011
602011
On strong Feller, recurrence, and weak stabilization of regime-switching diffusions
C Zhu, G Yin
SIAM journal on control and optimization 48 (3), 2003-2031, 2009
562009
Properties of solutions of stochastic differential equations with continuous-state-dependent switching
G Yin, C Zhu
Journal of Differential Equations 249 (10), 2409-2439, 2010
532010
Long-term analysis of a stochastic SIRS model with general incidence rates
DH Nguyen, G Yin, C Zhu
SIAM Journal on Applied Mathematics 80 (2), 814-838, 2020
512020
Hybrid switching diffusions, volume 63 of Stochastic Modelling and Applied Probability
GG Yin, C Zhu
Springer, New York, 2010
50*2010
Stability of random-switching systems of differential equations
C Zhu, G Yin, Q Song
Quarterly of applied mathematics 67 (2), 201-220, 2009
442009
On Feller and strong Feller properties and exponential ergodicity of regime-switching jump diffusion processes with countable regimes
F Xi, C Zhu
SIAM Journal on Control and Optimization 55 (3), 1789-1818, 2017
402017
Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation
Z Jin, G Yin, C Zhu
Automatica 48 (8), 1489-1501, 2012
392012
Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
F Xi, C Zhu
Journal of Differential Equations 266 (8), 4668-4711, 2019
382019
Certain properties related to well posedness of switching diffusions
DH Nguyen, G Yin, C Zhu
Stochastic Processes and their Applications 127 (10), 3135-3158, 2017
372017
Feynman–Kac formulas for regime-switching jump diffusions and their applications
C Zhu, G Yin, NA Baran
Stochastics An International Journal of Probability and Stochastic Processes …, 2015
362015
Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations
NA Baran, G Yin, C Zhu
Advances in Difference Equations 2013, 1-13, 2013
292013
Almost sure and moment exponential stability of regime-switching jump diffusions
Z Chao, K Wang, C Zhu, Y Zhu
SIAM Journal on Control and Optimization 55 (6), 3458-3488, 2017
252017
Optimal control of the risk process in a regime-switching environment
C Zhu
Automatica 47 (8), 1570-1579, 2011
242011
Continuous inventory models of diffusion type: long-term average cost criterion
KL Helmes, RH Stockbridge, C Zhu
232017
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