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Gang Huang
Gang Huang
University of Amsterdam
Verified email at uva.nl
Title
Cited by
Cited by
Year
Markov-modulated ornstein–uhlenbeck processes
G Huang, HM Jansen, M Mandjes, P Spreij, K De Turck
Advances in Applied Probability 48 (1), 235-254, 2016
342016
Large deviations for Markov-modulated diffusion processes with rapid switching
G Huang, M Mandjes, P Spreij
Stochastic Processes and their Applications 126 (6), 1785-1818, 2016
262016
Limit theorems for reflected Ornstein–Uhlenbeck processes
G Huang, M Mandjes, P Spreij
Statistica Neerlandica 68 (1), 25-42, 2014
122014
Weak convergence of Markov-modulated diffusion processes with rapid switching
G Huang, M Mandjes, P Spreij
Statistics & Probability Letters 86, 74-79, 2014
52014
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