Xu Yang
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Previous Organizations / Institutes
The organizations / institutes from the scholar's other articles in the past ten years
Xu Yang has a total of 15 co-authors. Here are the top co-authors by number of shared publications:
- Xiaowen Zhou
Concordia University
5 shared publications - Jie Xiong
Department of Mathematics and SUSTech International Center for Mathematics, Southern University of Science and Technology, Shenzhen, Guangdong, 518055, China
4 shared publications Jie Xiong
3 shared publications- Lin Yu Bai
School of Mathematics and Information Science, North Minzu University, Yinchuan, P. R. China
2 shared publications - Lina Ji
Shenzhen MSU-BIT University
2 shared publications Xiaowen Zhou
2 shared publications
Latest Publications
- 6 March 2026
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 196
Extinction behaviour for competing continuous-state population dynamics
- 6 March 2026
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 196
Extinction behaviour for competing continuous-state population dynamics
- Open Access
Extinction, explosion and contraction for time-inhomogeneous SDEs with jumps
For a class of time-inhomogeneous SDEs with jumps, we establish criteria for the existence and uniqueness of the nonnegative solutions, and examine the extinction, the explosion together with the contractivity of the solutions, which generalize and improve upon earlier results in the literature. As an application, we study the aforementioned properties for a class of mean field SDEs.
Open AccessExtinction, explosion and contraction for time-inhomogeneous SDEs with jumps
For a class of time-inhomogeneous SDEs with jumps, we establish criteria for the existence and uniqueness of the nonnegative solutions, and examine the extinction, the explosion together with the contractivity of the solutions, which generalize and improve upon earlier results in the literature. As an application, we study the aforementioned properties for a class of mean field SDEs.
- 10 July 2024
- Published by Springer Nature in Acta Mathematica Sinica, English Series
- Vol. 40 (8) , 1-12
Boundary Behaviors for a Continuous-state Nonlinear Neveu’s Branching Process
- 10 July 2024
- Published by Springer Nature in Acta Mathematica Sinica, English Series
- Vol. 40 (8) , 1-12
Boundary Behaviors for a Continuous-state Nonlinear Neveu’s Branching Process
- 16 June 2023
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 163, 288-322
Well-posedness of the martingale problem for super-Brownian motion with interactive branching
- 16 June 2023
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 163, 288-322
Well-posedness of the martingale problem for super-Brownian motion with interactive branching
- Open Access
Well-posedness of the martingale problem for super-Brownian motion with interactive branching
In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using the pathwise uniqueness of the solution to a corresponding system of SPDEs with proper boundary conditions. The existence of the solution to the martingale problem and the local Hölder continuity of the density process are also studied.
Open AccessWell-posedness of the martingale problem for super-Brownian motion with interactive branching
In this paper a martingale problem for super-Brownian motion with interactive branching is derived. The uniqueness of the solution to the martingale problem is obtained by using the pathwise uniqueness of the solution to a corresponding system of SPDEs with proper boundary conditions. The existence of the solution to the martingale problem and the local Hölder continuity of the density process are also studied.
- Open Access
Boundary behaviors for a continuous-state nonlinear Neveu's branching process
After generalizing the criteria introduced by Chen, we establish the necessary and sufficient conditions for the extinction, explosion and coming down from infinity of a continuous-state nonlinear Neveu's branching process.
Open AccessBoundary behaviors for a continuous-state nonlinear Neveu's branching process
After generalizing the criteria introduced by Chen, we establish the necessary and sufficient conditions for the extinction, explosion and coming down from infinity of a continuous-state nonlinear Neveu's branching process.
- 21 April 2022
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 150, 50-90
On the extinction-extinguishing dichotomy for a stochastic Lotka–Volterra type population dynamical system
- 21 April 2022
- Published by Elsevier in Stochastic Processes and their Applications
- Vol. 150, 50-90
On the extinction-extinguishing dichotomy for a stochastic Lotka–Volterra type population dynamical system
- Open Access
On the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical system
We study a two-dimensional process $(X, Y)$ arising as the unique nonnegative solution to a pair of stochastic differential equations driven by independent Brownian motions and compensated spectrally positive L\'evy random measures. Both processes $X$ and $Y$ can be identified as continuous-state nonlinear branching processes where the evolution of $Y$ is negatively affected by $X$. Assuming that process $X$ extinguishes, i.e. it converges to $0$ but never reaches $0$ in finite time, and process $Y$ converges to $0$, we identify rather sharp conditions under which the process $Y$ exhibits, respectively, one of the following behaviors: extinction with probability one, extinguishing with probability one or both extinction and extinguishing occurring with strictly positive probabilities.Open AccessOn the extinction-extinguishing dichotomy for a stochastic Lotka-Volterra type population dynamical system
We study a two-dimensional process $(X, Y)$ arising as the unique nonnegative solution to a pair of stochastic differential equations driven by independent Brownian motions and compensated spectrally positive L\'evy random measures. Both processes $X$ and $Y$ can be identified as continuous-state nonlinear branching processes where the evolution of $Y$ is negatively affected by $X$. Assuming that process $X$ extinguishes, i.e. it converges to $0$ but never reaches $0$ in finite time, and process $Y$ converges to $0$, we identify rather sharp conditions under which the process $Y$ exhibits, respectively, one of the following behaviors: extinction with probability one, extinguishing with probability one or both extinction and extinguishing occurring with strictly positive probabilities. - 9 March 2021
- Published by Springer Nature in Frontiers of Mathematics in China
- Vol. 16 (2) , 479-497
Stochastic partial differential equations with gradient driven by space-time fractional noises
- 9 March 2021
- Published by Springer Nature in Frontiers of Mathematics in China
- Vol. 16 (2) , 479-497
Stochastic partial differential equations with gradient driven by space-time fractional noises
- Open Access
Boundary behaviors for a class of continuous-state nonlinear branching processes in critical cases
Using Foster-Lyapunov techniques we establish new conditions on non-extinction, non-explosion, coming down from infinity and staying infinite, respectively, for the general continuous-state nonlinear branching processes introduced in Li et al. (2019). These results can be applied to identify boundary behaviors for the critical cases of the above nonlinear branching processes with power rate functions driven by Brownian motion and (or) stable Poisson random measure, which was left open in Li et al. (2019). In particular, we show that even in the critical cases, a phase transition happens between coming down from infinity and staying infinite.
Open AccessBoundary behaviors for a class of continuous-state nonlinear branching processes in critical cases
Using Foster-Lyapunov techniques we establish new conditions on non-extinction, non-explosion, coming down from infinity and staying infinite, respectively, for the general continuous-state nonlinear branching processes introduced in Li et al. (2019). These results can be applied to identify boundary behaviors for the critical cases of the above nonlinear branching processes with power rate functions driven by Brownian motion and (or) stable Poisson random measure, which was left open in Li et al. (2019). In particular, we show that even in the critical cases, a phase transition happens between coming down from infinity and staying infinite.