Department of Mathematics and Statistics
Concordia University
1455 de Maisonneuve Blvd W. Montreal Quebec H3G 1M8
Tel: (514) 848-2424 Ext. 3220
Fax: (514) 848-2831
Email: xzhouATmathstatDOTconcordiaDOTca
Office: LB 921.19 Sir George Williams Campus
(With H. Albrecher and D. Kortschak) Pricing or Parisian options for a jump-diffusion model with two-sided jumps. Accepted. Applied Mathematical Finance. PDF
(With Z. Li, H. Wang, J. Xiong) Joint continuity of the solutions to a class of nonlinear SPDEs. In Press. Probability Theory and related Fields. PDF
(With S. Feng, B. Schmuland and J. Vaillancourt) Reversibility of interacting Fleming-Viot processes with mutation, selection, and recombination. Canadian Journal of Mathematics 63 (2011), 104-122. PDF
Almost sure finiteness for the total occupation time of an $(\alpha,\beta)$-superprocess with Lebesgue initial measure. Electronic Communication in Probability 15 (2010), 22-31. PDF
(With A. Kyprianou) General tax structures and the Levy insurance risk model. Accepted. Journal of Applied Probability. 46 (2009), 1146-1156. PDF
(With Z. Li) Distribution and propagation properties of superprocesses with general branching mechanisms. Communications on Stochastic Analysis 2 (2008) 469-477. PDF
(With A. R. Kermany and D. A. Hickey) Joint stationary moments of a two-island diffusion model of population subdivision. Theoretical Population Biology 74 (2008), 226-232. PDF
A zero-one law of almost sure local extinction for $(1+\beta)$-super-Brownian motion. Stochastic Processes and Their Applications 118 (2008), 1982-1996. PDF.
(With H. Albrecher and J. Renaud) A Levy insurance risk process with tax. Journal of Applied Probability 45 (2008), 363-375.
Stepping-stone model with circular Brownian migration. Canadian Mathematical Bulletin 51 (2008), 146-160.
Exit problems for spectrally negative Levy processes reflected at either the supremum or the infimum. Journal of Applied Probability 44 (2007), 1012-1030.
A superprocess involving both branching and coalescing. Annales de L'Institut Henri Poincare (B) Probabilites et Statistiques 43 (2007), 599-618.
(With J. Renaud) Moments of the expected present value of total dividends until ruin in a Levy risk model. Journal of Applied Probability 44 (2007), 420-427.
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