Chuyang Li
Research Subjects
Chuyang Li has a total of 2 co-authors. Here are the top co-authors by number of shared publications:
- Lina Ji
Shenzhen MSU-BIT University
1 shared publication - Xiaowen Zhou
Concordia University
1 shared publication
Latest Publications
- Open Access
Threshold Diffusions
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential measures. Applying these results, we further discuss their asymptotic behaviors such as the stationary distributions and the escape probabilities.
Open AccessThreshold Diffusions
We propose threshold diffusion processes as unique solutions to stochastic differential equations with step-function coefficients, and obtain explicit expressions for the conditional Laplace transform of the hitting times and the potential measures. Applying these results, we further discuss their asymptotic behaviors such as the stationary distributions and the escape probabilities.