个人简介
马春华, 南开大学副教授, 主要从事概率论与数理统计的研究,研究方向为测度值过程,分枝移民过程。目前主持国家自然科学基金2项,在Finance and Stochastics,Stochastic Process. Appl等杂志发表学术论文多篇。
研究领域
随机过程:分枝过程与测度值过程
近期论文
Limit theorems for continuous-state branching processes with immigration Foucart Clément,Ma Chunhua,Yuan Linglong Advances in Applied Probability , Volume 54 , Issue 2 , June 2022 , pp. 599 - 624 DOI: https://doi.org/10.1017/apr.2021.43 The Alpha-Heston stochastic volatility model Ying Jiao, Chunhua Ma, Simone Scotti, Chao Zhou First published: 05 April 2021 https://doi.org/10.1111/mafi.12306 Continuous-state branching processes, extremal processes and super-individuals Foucart Clément,Ma Chunhua Annales de l’Institut Henri Poincaré - Probabilités et Statistiques 2019, Vol. 55, No. 2, 1061–1086 https://doi.org/10.1214/18-AIHP909 A branching process approach to power markets Ying Jiao , Chunhua Ma , Simone Scotti , Carlo Sgarra Energy Economics Volume 79, March 2019, Pages 144-156 https://doi.org/10.1016/j.eneco.2018.03.002 Coalescences in continuous-state branching processes Foucart Clément,Ma Chunhua,Mallein Bastien Electron. J. Probab. 24 (2019), no. 103, 1–52. ISSN: 1083-6489 https://doi.org/10.1214/19-EJP358