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	Volterra square-root process: Stationarity and regularity of the law 期刊论文 Annals of Applied Probability,2024, 卷号: 34, 期号: 1 A, 页码: 318-356 作者: Friesen, Martin; Jin, Peng 收藏 \| 浏览/下载：19/0 \| 提交时间：2024/03/12 absolute continuity Affine Volterra processes limiting distributions mean-reversion square-root process Volterra integral equations
	Estimation of intrinsic growth factors in a class of stochastic population model 期刊论文 Stochastic Analysis and Applications,2019, 卷号: 37, 期号: 4, 页码: 602-619 作者: Li, Jingjie; Wu, Jianglun; Zhang, Guang 收藏 \| 浏览/下载：6/0 \| 提交时间：2023/05/30 asymptotic distribution of LSE consistency of least square estimator discrete observation environmental factors Girsanov transformation intrinsic rate of growth least square estimator (LSE) nonlinear mean-reversion type SDEs Population growth model
	On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations 期刊论文 Advances in Difference Equations,2016, 卷号: 2016, 期号: 1 作者: Li, Jingjie; Wu, Jianglun 收藏 \| 浏览/下载：4/0 \| 提交时间：2023/05/30 asymptotic distribution of LSE consistency of least square estimator discrete observation Girsanov transformation least square estimator (LSE) mean-reversion type SDEs
	Pricing CDO tranches in an intensity based model with the mean reversion approach 期刊论文 Mathematical and Computer Modelling,2010, 卷号: 52, 期号: 5-6, 页码: 814-825 作者: Wu, Jianglun; Yang, Wei 收藏 \| 浏览/下载：11/0 \| 提交时间：2023/05/30 Cashflow CDO Collateralized debt obligations (CDOs) Credit risk Intensity based model Mean reversion Synthetic CDO
	Modeling of stock markets with mean reversion 会议论文 2007 IEEE International Conference on Control and Automation, Guangzhou, China, 30 May 2007 through 1 June 2007 作者: Eng, Minghao; Wang, Qingguo 收藏 \| 浏览/下载：9/0 \| 提交时间：2021/07/22 Mean reversion
	Investment strategies for stock markets with mean reversion 会议论文 2007 IEEE International Conference on Control and Automation, Guangzhou, China, 30 May 2007 through 1 June 2007 作者: Eng, Minghao; Wang, Qingguo 收藏 \| 浏览/下载：8/0 \| 提交时间：2021/07/22 Dollar cost averaging Mean reversion Value averaging