Yuan Chenggui

Chenggui Yuan

Information about the author Chenggui Yuan will soon be added to the site.
Found 2 papers in total
Euler–Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
2006
Stochastic differential equations (SDEs) under regime-switching have recently been...
Heavy traffic limits theorem for Lu–Kumar reentrant queueing networks
2002
In this paper, we consider the heavy traffic limits of Lu–Kumar reentrant...
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