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  1. No Access

    Article

    Alpha-CIR model with branching processes in sovereign interest rate modeling

    We introduce a class of interest rate models, called the α ...

    Ying Jiao, Chunhua Ma, Simone Scotti in Finance and Stochastics (2017)

  2. No Access

    Article

    On strong Markov property for Fleming-Viot processes

    In this note, we prove that any Fleming-Viot process on a Polish space is strongly Markovian provided so is the mutation process.

    QinFeng Li, ChunHua Ma, KaiNan **ang in Science China Mathematics (2013)

  3. No Access

    Article

    Catalytic Discrete State Branching Models and Related Limit Theorems

    Catalytic discrete state branching processes with immigration are defined as strong solutions of stochastic integral equations. We provide main limit theorems of those processes using different scalings. The c...

    Zenghu Li, Chunhua Ma in Journal of Theoretical Probability (2008)