Hongjuan Zhou

Selected Publications:

• H. Zhou, K.Q. Zhou, and X. Li, Stochastic mortality dynamics driven by mixed fractional Brownian motion, Insurance: Mathematics and Economics, Vol 106, 2022.

• P. Jevtic, C. Qin, and H. Zhou, Multi-population mortality modeling with L ́evy processes, Decisions in Economics and Finance, 2022.

• T. Feng, H. Zhou, Z. Qiu, and Y. Kang, The Influence of Demographic and Environmental Stochasticity on the Single Population Model with Component Allee Effects, Journal of Mathematical Biology, 2022.

• D. Nualart and H. Zhou, Total variation estimates in the Breuer-Major theorem, Ann Inst H Poincare Probab Stat, Vol 57 (2), 2021.

• Y. Chen and H. Zhou, Parameter estimation for an Ornstein-Uhlenbeck process driven by a general Gaussian noise, Acta Mathematica Scientia, Vol 41, 2021.

• Y. Hu, D. Nualart, and H. Zhou, Drift estimation for stochastic differential equations driven by fractional Brownian motion, Stochastics, Vol 91 (8), 2019.

• Y. Hu, D. Nualart, and H. Zhou, Parameter estimation for fractional Ornstein-Uhlenbeck processes of general Hurst parameter, Stat Inference Stoch Process, Vol 22 (1), 2019.