杨向群

期刊论文

1. Xuyan Xiang, Jie-Ming Zhou, Ying-Chun Deng, Xiangqun Yang (2024). Identifying the generator matrix of a stationary Markov chain using partially observable data. Chaos.DOI
2. 杨崴，韩晨阳，杨向群（2022）. 零碳太阳能建筑的探索与回顾——以2022中国国际太阳能十项全能竞赛作品“R-CELLS”为例. 《建筑学报》.DOI
3. Xuyan Xiang, Hai-Qin Fu, Jie-Ming Zhou, Ying-Chun Deng, Xiangqun Yang (2021). Taboo rate and hitting time distribution of continuous-time reversible Markov chains. Statistics and Probability Letters.DOI
4. 向绪言，付海琴，周杰明，邓迎春，杨向群（2020）. 有环的可逆马氏链的统计确认. 《数学物理学报》.
5. 姚落根，杨刚，杨向群（2019）. 指数半鞅模型中的均值修正鞅测度. 《数学物理学报》.
6. 肖临，杨向群（2018）. 新的广义欧式期权定价模型及其性质. 《应用数学学报》.
7. Xiao-Yun Mo, Xuyan Xiang, Xiangqun Yang (2018). Adjoining batch Markov arrival processes of a Markov chain.DOI
8. 李奇芫，杨向群，杨崴（2017）. 基于BIM的小型节能建筑生命周期环境影响和成本分析. 《南方建筑》, No. 2.下载原文
9. Jie-Ming Zhou, Xiangqun Yang, Ya Huang (2017). Robust optimal investment and proportional reinsurance toward joint interests of the insurer and the reinsurer.DOI
10. Jiyang Tan, Yuhui Ma, Han-jun Zhang, Ziqiang Li, Xiangqun Yang (2017). Optimal control strategies for dividend payments and capital injections in compound Markov binomial risk model with penalties for deficits.DOI
11. Ya Huang, Xiangqun Yang, Jie-Ming Zhou (2017). Robust optimal investment and reinsurance problem for a general insurance company under Heston model. Mathematical Methods of Operations Research.DOI
12. Jie-Ming Zhou, Xiangqun Yang, Junyi Guo (2017). Portfolio selection and risk control for an insurer in the Lévy market under mean–variance criterion.DOI
13. Ya Huang, Xiangqun Yang, Jie-Ming Zhou (2016). Optimal investment and proportional reinsurance for a jump-diffusion risk model with constrained control variables. Journal of Computational and Applied Mathematics.DOI
14. Jiyang Tan, Xiangqun Yang, Ziqiang Li, Yang-Jin Cheng (2016). A Markov decision problem in a risk model with interest rate and Markovian environment.DOI
15. Luo-Gen Yao, Gang Yang, Xiangqun Yang (2016). The mean correcting martingale measures for exponential additive processes.DOI
16. Hui-Ming Zhu, Ya Huang, Jie-Ming Zhou, Xiangqun Yang, Chao Deng (2016). OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET.DOI
17. Jie-Ming Zhou, Ying-Chun Deng, Ya Huang, Xiangqun Yang (2015). Optimal proportional reinsurance and investment for a constant elasticity of variance model under variance principle.DOI
18. Fang Jin, Hui Ou, Xiangqun Yang (2015). A periodic dividend problem with inconstant barrier in Markovian environment.DOI
19. Xu Chen, Xiangqun Yang (2015). Optimal consumption and investment problem with random horizon in a BMAP model.DOI
20. Jiyang Tan, Chun Xing Li, Ziqiang Li, Xiangqun Yang, Bi-Cheng Zhang (2015). Optimal dividend strategies in a delayed claim risk model with dividends discounted by stochastic interest rates. Mathematical Methods of Operations Research.DOI
21. Jiyang Tan, Xiangqun Yang (2014). Optimal dividend strategy in compound binomial model with bounded dividend rates. Acta Mathematicae Applicatae Sinica (English Series).DOI
22. Xu Chen, Ting Xiao, Xiangqun Yang (2014). A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy.DOI
23. Hui-Ming Zhu, Ya Huang, Xiangqun Yang, Jie-Ming Zhou (2014). On the Expected Discounted Penalty Function for the Classical Risk Model with Potentially Delayed Claims and Random Incomes. Journal of Applied Mathematics.DOI
24. Jie-Ming Zhou, Xiao-Yun Mo, Hui Ou, Xiangqun Yang (2013). EXPECTED PRESENT VALUE OF TOTAL DIVIDENDS IN THE COMPOUND BINOMIAL MODEL WITH DELAYED CLAIMS AND RANDOM INCOME.DOI
25. Jiyang Tan, Lin Xiao, Shaoyue Liu, Xiangqun Yang (2013). Dividend-reinsurance strategy in the Sparre Andersen model.DOI
26. Xiao-Yun Mo, Jie-Ming Zhou, Hui Ou, Xiangqun Yang (2013). Double-markov risk model.DOI
27. 肖临，杨向群（2012）. 马氏环境复合二项模型的条件概率计算. 《高校应用数学学报A辑》.
28. 莫晓云，杨向群（2012）. Markov调制风险模型的轨道刻划和概率构造. 《应用数学学报》.
29. Xuyan Xiang, Ying-Chun Deng, Xiangqun Yang (2012). Markov chain inversion approach to identify the transition rates of ion channels.DOI
30. Xiao-Dong Lin, Xiangqun Yang (2012). Conditional probability calculations of compound binomial risk model in Markov-chain environment.
31. Jiyang Tan, Xiangqun Yang (2012). The compound binomial model with a constant dividend barrier and periodically paid dividends. Journal of Systems Science and Complexity.DOI
32. 杨向群，高辉（2011）. 零能耗太阳能住宅建筑设计理念与技术策略——以太阳能十项全能竞赛为例. 《建筑学报》.
33. 彭懿，杨向群，吴锦标（2011）. 带负顾客和不耐烦顾客的离散时间Geo／G／1重试排队. 《系统工程理论与实践》, Vol. 31, No. 12.下载原文
34. Luo-Gen Yao, Gang Yang, Xiangqun Yang (2011). A note on the mean correcting martingale measure for geometric Lévy processes. Applied Mathematics Letters.DOI
35. Jiyang Tan, Xiangqun Yang, You Zhang, Shaoyue Liu (2011). The Dividend Problems for Compound Binomial Model with Stochastic Return on Investments. Nonlinear Mathematics for Uncertainty and its Applications.DOI
36. Xiangqun Yang (2011). Pricing of Bear Market Warrants When Bond Price Follows Stochastic Process.
37. Yi Peng, Xiangqun Yang (2011). On a BMAP/G/1 G-queue with setup times and multiple vacations.DOI
38. Jiyang Tan, Lin Xiao, Shaoyue Liu, Xiangqun Yang (2011). Moments of Discounted Dividend Payments in the Sparre Andersen Model with a Constant Dividend Barrier.DOI
39. Xiangqun Yang (2011). Minimal Martingale Measures for Jump Diffusion Processes and Its Property.
40. He Lei, Yang Xiangqun (2010). The compound binomial model with randomly paying dividends to shareholders and policyholders. Insurance Mathematics & Economics, Vol. 46, No. 3.DOI
41. 姚落根，肖晴初，杨向群（2010）. 几何Lévy模型中鞅测度的均值修正法及应用. 《高校应用数学学报A辑》.
42. 向绪言，杨向群，邓迎春（2010）. 确定星形分枝Markov链离子通道的转移速率. 《高校应用数学学报A辑》.
43. Xuyan Xiang, Ying-Chun Deng, Xiangqun Yang (2010). The non-linear properties of Spike-Rate Perceptron with sub-Poisson input. 2010 Sixth International Conference on Natural Computation.DOI
44. Luo-Gen Yao, Gang Yang, Xiangqun Yang (2010). Application of Moore-Penrose inverse in deciding the minimal martingale measure.DOI
45. Xiangqun Yang (2010). Two-parameters Esscher Transform and Its Application.
46. Xiangqun Yang, He-Song Wang (2010). Unified characteristic numbers and solutions of equations for birth and death processes with barriers.DOI
47. Xuyan Xiang, Ying-Chun Deng, Xiangqun Yang, Jian-Bin Li (2010). Notice of RetractionIdentifying kinetic constants of ion channel of hierarchical type. International Conference on Computer Application and System Modeling.DOI
48. 姚落根，杨向群，杨刚（2009）. 多叉树模型中鞅测度的刻画与构造. 《应用数学学报》.
49. 邓国和，杨向群（2009）. 随机波动率与双指数跳扩散组合模型的美式期权定价. 《应用数学学报》.
50. 邓国和，杨向群（2009）. 多因素CIR市场结构风险的双指数跳扩散模型欧式期权定价. 《高校应用数学学报A辑》.
51. 向绪言，杨向群，邓迎春（2009）. 确定一类带环离子通道门控的转移速率. 《高校应用数学学报A辑》.
52. Xuyan Xiang, Ying-Chun Deng, Xiangqun Yang (2009). Second Order Spiking Perceptron. Global Congress on Intelligent Systems.DOI
53. Xuyan Xiang, Ying-Chun Deng, Xiangqun Yang (2009). Identifying Kinetic Constants by the Intrinsic Properties of Markov Chain. 2009 Fifth International Conference on Natural Computation.DOI
54. Xiangqun Yang (2009). An innovation of reset options and its pricing.
55. Xiangqun Yang (2009). Martingale Pricing of Insurance under the Combination of Stochastic Volatility and Jump Diffusion.
56. Xuyan Xiang, Ying-Chun Deng, Xiangqun Yang (2009). Extended Spike-Rate Perceptrons. 2009 WRI World Congress on Computer Science and Information Engineering.DOI
57. Xuyan Xiang, Ying-Chun Deng, Xiangqun Yang (2009). Second order spiking perceptrons. Soft Computing - A Fusion of Foundations, Methodologies and Applications.DOI
58. Xiangqun Yang (2009). Comparison of Equivalent Martingale Measures in One-Period Trinomial Tree Model.
59. Xiangqun Yang (2009). Application of Moore-Penrose Inverse in Linear Stochastic Equation.
60. 邓国和，杨向群（2008）. 一类随机最优控制问题的单调控制解. 《应用数学学报》.
61. Xiangqun Yang (2008). Moore-Penrose Pseudo-Inverse and Equivalent Martingale Measures in General Black-Scholes Model.
62. Xuyan Xiang, Ying-Chun Deng, Xiangqun Yang (2008). Spike-Rate Perceptrons. 2008 Fourth International Conference on Natural Computation.DOI
63. 胡杨利，杨向群，李应求（2007）. 随机环境中分枝过程的等价定理. 《应用数学学报》.
64. Xiangqun Yang (2007). Pricing a Kind of Looking Back-Reset Option with Ornstein-Uhlenback Process.
65. Xiangqun Yang (2007). Credit Spreads in Reduced-form Approach with Jump Risks.
66. Xiangqun Yang (2007). Pricing Reload Options with Stochastic Interest Rate under Ornstein-Uhlenback Processes.
67. Xiangqun Yang (2007). Foreign Equity Options on the Jump-Diffusion Model and Its Pricing.
68. Xiangqun Yang (2007). Hedging Pricing of Exponential European Option.
69. Xiangqun Yang (2007). The Study on Asian Geometric Average Options.
70. Xiangqun Yang (2007). Pricing lookback options on the stocks driven by exponential Ornstein-Uhlenback process.
71. Jiyang Tan, Xiangqun Yang (2006). The compound binomial model with randomized decisions on paying dividends. Insurance Mathematics & Economics, Vol. 39, No. 1.DOI
72. 向绪言，邓迎春，杨向群（2006）. 层次模型Markov链的观测与统计. 《高校应用数学学报A辑》.
73. 邓国和，杨向群（2006）. 有跳风险的随机利率与动态资产分配. 《高校应用数学学报A辑》.
74. Xiangqun Yang (2006). Pricing of Compound Option in a Fractional Brownian Motion Environment.
75. Bin Wang, Kai-Nan Xiang, Xiangqun Yang (2006). On a class of measure-valued processes: singular cases.DOI
76. Hong Li, Xiangqun Yang (2006). Pricing foreign exchange reset options under jump-diffusion processes.
77. Jiyang Tan, Xiangqun Yang (2006). Approximation for Ruin Probability in the Sparre Andersen Model with Interest.DOI
78. Xuyan Xiang, Xiangqun Yang, Ying-Chun Deng, Jian-Qiang Feng (2006). Identifying transition rates of ionic channels of star-graph branch type.DOI
79. 朱丹，杨向群（2005）. 可转换债券的鞅定价. 《统计与决策》.下载原文
80. Xiangqun Yang (2005). Multi-dimensional Black-Scholes Model on Foreign Index Contingent Under Random Rate.
81. Xiangqun Yang (2004). Pricing Asian Option Under Vasicek Interest Rate.
82. Xiangqun Yang (2004). The Optimal Investment and Insurance For Insurance of Part Dismiss Compensate.
83. Xiangqun Yang (2004). Pricing of Bull Market Reset Call Warrants.
84. Xiangqun Yang (2002). The Description to the Infinitesimal Operator of the Minimal Q Process.
85. Xiangqun Yang (2002). The Distribution of Lifetime of Q Process of B Type in Single Exit Case After Explosion.
86. Xiangqun Yang, Shaoyue Liu (2002). Decomposition and embedment of trajectories after explosion for a birth and death process. Science China Mathematics.DOI
87. 龚日朝，杨向群（2001）. 复合二项模型下有限时间内的生存概率. 《应用数学》.
88. Xiangqun Yang (2001). The Equivalence of Two Disctete Risk Models.
89. Xiangqun Yang, Shaoyue Liu (2000). Joint distributions of first hitting time and first hitting location after explosion for birth and death processes.DOI
90. Xiangqun Yang (1999). Some properties of repeated hits after first explosion for birth and death processes.DOI
91. Xiangqun Yang (1998). Distributions of lifetime after explosion for birth and death processes.DOI
92. Xiangqun Yang, Hong-Feng Xiang (1995). Markov properties of MM-class processes with two parameters.DOI
93. 杨向群，李英俊，崔成东，周恩（1986）. 黑穗醋栗酵母菌的筛选(初报). 《东北农业大学学报》.DOI
94. 齐永安，陈祖仁，杨向群，肖玉珍，赵静珍（1983）. 固氮蓝藻的田间放养及其对水稻性状和产量的影响. 《东北农业大学学报》.DOI
95. 杨向群，陈祖仁，肖玉珍，齐永安，赵静珍（1983）. 北方固氮兰藻藻种筛选. 《东北农业大学学报》.
96. 杨向群（1980）. 《可逆马尔可夫过程》一书出版. 《数学的实践与认识》.
97. 程云川，齐永安，沈玉茹，杨向群，陈祖仁（1961）. 放线菌有效菌种分离及其抗病力试验报告. 《东北农业大学学报》.