Research Papers
1. Measure-valued
processes and related topics -- An introduction. [pdf
file]
2. Li, Z.H. (1991):
Integral representations of continuous functions. Chinese Science Bulletin
(Chinese Edition) 36, 2: 81-84 / (English Edition) 36, 12: 979-983. [pdf file]
3. Li, Z.H. (1992): Branching particle systems in random environments. Chinese
Science Bulletin (Chinese Edition) 37, 17: 1541-1543. [pdf file]
4. Li, Z.H. (1992): A
note on the multitype measure branching process.
Advances in Applied Probability 24, 2: 496-498. [pdf
file]
5. Li, Z.H. (1992):
Measure-valued branching processes with immigration. Stochastic Processes and
their Applications 43, 2: 249-264. [pdf file]
6. Li, Z.H. (1993): Branching particle systems with immigration. Rencontres Franco-Chinoises en Probabilites et Statistiques
(Wuhan, 1990), Probability and Statistics 249-254, Edited by Badrikian, A. et al., World Scientific, Singapore. [pdf file]
7. Li, Z.H.; Li, Z.B.;
Wang, Z.K. (1993): Asymptotic behavior of the measure-valued branching process
with immigration. Science in China Series A (English Edition) 36, 7: 769-777. [pdf file]
8. Li, Z.H.; Shiga T.
(1995): Measure-valued branching diffusions: immigrations, excursions and limit
theorems. Journal of Mathematics of Kyoto University 35, 2: 233-274. [pdf file]
9. Li, Z.H. (1995/6):
Convolution semigroups associated with measure-valued
branching processes. Chinese Science Bulletin (Chinese Edition) 40, 22:
2018-2021 / (English Edition) 41, 4: 276-280. [pdf
file]
10. Li, Z.H. (1996):
Immigration structures associated with Dawson-Watanabe superprocesses.
Stochastic Processes and their Applications 62, 1: 73-86. [pdf file]
11. Gorostiza, L.G.; Li, Z.H.
(1998): Fluctuation limits of measure-valued immigration processes with small
branching. Stochastic Models (Guanajuato, 1998), Sobretiro
de Aportaciones Matematicas,
Modelos Estocasticos 14,
261-268, Edited by Gonzalez-Barrios, J.M. and Gorostiza,
L.G., Sociedad Matematica
Mexicana. [pdf file]
12. Li, Z.H. (1998):
Immigration processes associated with branching particle systems. Advances in
Applied Probability 30, 3: 657-675. [pdf file]
13. Li, Z.H. (1998):
Entrance laws for Dawson-Watanabe superprocesses with
non-local branching. Acta Mathematica
Scientia (English Edition) 18, 4: 449-456. [pdf file]
14. Li, Z.H. (1998):
Absolute continuity of measure branching processes with mean field
interactions. Chinese Journal of Applied Probability and Statistics 14, 3:
231-242. [pdf file]
15. Hong, W.M.; Li, Z.H.
(1999): A central limit theorem for super Brownian motion with super Brownian
immigration. Journal of Applied Probability 36, 4: 1218-1224. [pdf file]
16. Li, Z.H. (1999):
Measure-valued immigration diffusions and generalized Ornstein-Uhlenbeck diffusions. Acta Mathematicae Applicatae Sinica (English Series) 15, 3: 310-320. [pdf file]
17. Li, Z.H. (1999): Some
central limit theorems for super Brownian motions. Acta
Mathematica Scientia
(English Edition) 19, 2: 121-126. [pdf file]
18. Li, Z.H. (1999): A
conditional law of super absorbing barrier Brownian motion. Chinese Journal of
Applied Probability and Statistics 15, 1: 77-82. [pdf
file]
19. Li, Z.H.; Pechersky, E.A. (1999): On large deviations in queuing
systems. Resenhas do Instituto
de Matematica e Estatistica
da Universidade de Sao Paulo 4, 2: 163-182. [pdf file]
20. Li, Z.H.; Shiga, T.;
Yao, L.H. (1999): A reversibility problem for Fleming-Viot
processes. Electronic Communications in Probability 4, 71-82. [pdf file]
21. Li, Z.H.; Wang, Z.K.
(1999): Measure-valued branching process and immigration processes. Advances in
Mathematics (China) 28, 2: 105-134. [pdf file]
22. Gorostiza, L.G.; Li, Z.H.
(2000): High density fluctuations of immigration branching particle systems.
Stochastic Models (Ottawa, Ontario, 1998), CMS Conference Proceedings, Series
26, 159-171, Edited by Gorostiza, L.G. and Ivanoff, B.G., AMS, Providence, RI. [pdf file]
23. Li, Z.H. (2000):
Asymptotic behavior of continuous time and state branching processes. Journal
of the Australian Mathematical Society (Series A) 68, 1: 68-84. [pdf file]
24. Li, Z.H. (2000):
Ornstein-Uhlenbeck type processes and branching
processes with immigration. Journal of Applied Probability 37, 3: 627-634. [pdf file]
25. Dawson, D.A.; Li,
Z.H.; Wang, H. (2001): Superprocesses with dependent
spatial motion and general branching densities. Electronic Journal of
Probability 6, Paper No. 25, 1-33. [pdf file]
26. Hong, W.M.; Li, Z.H.
(2001): Fluctuations of a super-Brownian motion with randomly controlled
immigration. Statistics and Probability Letters 51, 3: 285-291. [pdf file]
27. Dawson, D.A.; Gorostiza, L.G.; Li, Z.H. (2002): Non-local branching superprocesses and some related models. Acta
Applicandae Mathematicae
74, 1: 93-112. [pdf file]
28. Li, Z.H. (2002): Skew
convolution semigroups and related immigration
processes. Theory of Probability and its Applications 46, 2: 274-297. [pdf file] [tex
file]
29. Dawson, D.A.; Li, Z.H.
(2003): Construction of immigration superprocesses
with dependent spatial motion from one-dimensional excursions. Probability
Theory and Related Fields 127, 1: 37-61. [pdf
file]
30. Dawson, D.A.; Li,
Z.H.; Wang, H. (2003): A degenerate stochastic partial differential equation
for the purely atomic superprocess with dependent
spatial motion. Infinite Dimensional Analysis, Quantum Probability and Related
Topics 6, 4: 597-607. [pdf file]
31. Li, Z.H.; Shiga, T.; Tomisaki, M. (2003): A conditional limit theorem for
generalized diffusion processes. Journal of Mathematics of Kyoto University 43,
3: 567-583. [pdf file]
32. Dawson, D.A.; Li, Z.H.
(2004): Non-differentiable skew convolution semigroups
and related Ornstein-Uhlenbeck processes. Potential
Analysis 20, 4: 285-302. [pdf file] [tex file]
33. Dawson, D.A.; Li,
Z.H.; Schmuland, B.; Sun, W. (2004): Generalized Mehler semigroups and catalytic
branching processes with immigration. Potential Analysis 21, 1: 75-97. [pdf file]
34. Dawson, D.A.; Li,
Z.H.; Zhou, X.W. (2004): Superprocesses with
coalescing Brownian spatial motion as large scale limits. Journal of
Theoretical Probability 17, 3: 673-692. [pdf
file]
35. Fu, Z.F.; Li, Z.H.
(2004): Measure-valued diffusions and stochastic equations with Poisson
process. Osaka Journal of Mathematics 41, 3: 727-744. [pdf file]
36. Li, Z.H.; Lu, G.H.;
Wang, H. (2004): Immigration superprocesses with
dependent spatial motion and non-critical branching. Chinese Annals of
Mathematics Series A 25, 5: 627-636 / Chinese Journal
of Contemporary Mathematics 25, 4: 405-416. [pdf
file]
37. Li, Z.H.; Wang, H.; Xiong, J. (2004): A degenerate stochastic partial
differential equation for superprocesses with
singular interaction. Probability Theory and Related Fields 130, 1: 1-17. [pdf file]
38. Li, Z.H.; Wang, Z.K.
(2004): Generalized Mehler semigroups
and Ornstein-Uhlenbeck processes arising from superprocesses over the real line. Infinite Dimensional
Analysis, Quantum Probability and Related Topics 7, 4: 591-605. [pdf file]
39. Hong, W.M.; Li, Z.H.
(2005): Large and moderate deviations for occupation times of immigration superprocesses. Infinite Dimensional Analysis, Quantum
Probability and Related Topics 8, 4: 593-603. [pdf
file]
40. Li, Z.H.; Wang, H.; Xiong, J. (2005): Conditional log-Laplace functionals of immigration superprocesses
with dependent spatial motion. Acta Applicandae Mathematicae 88, 2:
143-175. [pdf file]
41. Dawson, D.A.; Li, Z.H.
(2006): Skew convolution semigroups and affine Markov
processes. The Annals of Probability 34, 3: 1103-1142. [pdf file] [tex
file]
42. Li, Z.H. (2006): A limit
theorem for discrete Galton-Watson branching processes with immigration.
Journal of Applied Probability 43, 1: 289-295. [pdf
file]
43. Li, Z.H. (2006):
Branching processes with immigration and related topics. Frontiers of
Mathematics in China, Selected Publications from Chinese Universities 1, 1:
73-97. [pdf file]
44. Li, Z.H.; Zhang, M.
(2006): Fluctuation limit theorems of immigration superprocesses
with small branching. Statistics and Probability Letters 76, 4: 401-411. [pdf file]
45. Li, Z.H.; Xiong, J. (2007): Continuous local time of a purely atomic
immigration superprocess with dependent spatial
motion. Stochastic Analysis and Applications 25, 6: 1273-1296. [pdf file]
46. Li, Z.H.; Ma, C.H.
(2008): Catalytic discrete state branching models and related limit theorems.
Journal of Theoretical Probability 21, 4: 936-965. [pdf file]
47. Li, Z.H.; Wang, H.; Xiong, J. (2008): Conditional entrance laws for superprocesses with dependent spatial motion. Infinite
Dimensional Analysis, Quantum Probability and Related Topics 11, 2: 259-278. [pdf file]
48. Li, Z.H.; Zhou, X.W.
(2008): Distributions and propagations of superprocesses
with general branching mechanisms. Communications in Stochastic Analysis 2, 3:
469-477. [pdf file]
49. Fu, Z.F.; Li, Z.H.
(2010): Stochastic equations of non-negative processes with jumps. Stochastic
Processes and their Applications 120, 3: 306-330. [pdf file] [corrections]
50. Li, Z.H.; Xiong, J.; Zhang, M. (2010): Ergodic
theory for a superprocess over a stochastic flow.
Stochastic Processes and their Applications 120, 8: 1563-1588. [pdf file]
51. Li, Z.H.; Mytnik, L. (2011): Strong solutions for stochastic
differential equations with jumps. Annales de l'Institut Henri Poincare: Probabilites
et Statistiques 47, 4:
1055-1067. [pdf file]
52. Dawson, D.A.; Li, Z.H. (2012): Stochastic equations, flows and measure-valued processes. The Annals of Probability 40, 2: 813-857. [pdf file]
53. Li, Z.H.; Pu, F. (2012): Strong solutions of jump-type stochastic equations. Electronic Communications in Probability 17, 33: 1-13. [pdf file]
54. Li, Z.H.; Wang, H.; Xiong, J.; Zhou, X.W. (2012): Joint continuity for the solutions to a class of nonlinear SPDEs. Probability Theory and Related Fields 153, 3/4: 441-469. [pdf file]
55. Barczy, M.; Doring, L.; Li, Z.H.; Pap, G. (2013): On parameter estimation for critical affine processes. Electronic Journal of Statistics 7, 647-696. [pdf file]
56. He, H.; Li, Z.H.; Zhou, X.W. (2013): An integral test on time dependent local extinction for super-coalescing Brownian motion with Lebesgue initial measure. Journal of Theoretical Probability 26, 1: 31-45. [pdf file]
57. Li, Z.H.; Liu, H.L.; Xiong, J.; Zhou, X.W. (2013): The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation. Stochastic Processes and their Applications. 123, 12: 4129-4155. [pdf file]
58. Barczy, M.; Doring, L.; Li, Z.H.; Pap, G. (2014): Stationarity and ergodicity for an affine two factor model. Advances in Applied Probability 46, 3: 878-898. [pdf file]
59. Barczy, M.; Doring, L.; Li, Z.H.; Pap, G. (2014): Parameter estimation for a subcritical affine two factor model. Journal of Statistical Planning and Inference 151-152, 37-59. [pdf file]
60. He, H.; Li, Z.H.; Yang, X. (2014): Stochastic equations of super-Levy process with general branching mechanism. Stochastic Processes and their Applications 124, 4: 1519-1565. [pdf file]
61. Li, Z.H. (2014): Path-valued branching processes and nonlocal branching superprocesses. The Annals of Probability 42, 1: 41-79. [pdf file]
62. Barczy, M.; Li, Z.H.; Pap, G. (2015): Yamada-Watanabe results for stochastic differential equations with jumps. International Journal of Stochastic Analysis 2015, Article ID 460472, 23 pages. [pdf file]
63. Barczy, M.; Li, Z.H.; Pap, G. (2015): Stochastic differential equation with jumps for multi-type continuous state and continuous time branching processes with immigration. Latin American Journal of Probability and Mathematical Statistics 12, 1: 129-169. [pdf file]
64. He, H.; Li, Z.H.; Zhou, X.W. (2015): Branching particle systems in spectrally one-sided Levy processes. Frontiers of Mathematics in China, Selected Publications from Chinese Universities 10, 4: 875-900. [pdf file]
65. Li, Z.H.; Ma, C.H. (2015): Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model. Stochastic Processes and their Applications 125, 8: 3196-3233. [pdf file]
66. Barczy, M.; Li, Z.H.; Pap, G. (2016): Moment formulas for multi-type continuous state and continuous time branching processes with immigration. Journal of Theoretical Probability 29, 3: 958-995. [pdf file]
67. He, X.; Li, Z.H. (2016): Distributions of jumps in a continuous-state branching process with immigration. Journal of Applied Probability 53, 4: 1166-1177. [pdf file]
68. Li, Z.H.; Xu, W. (2018): Asymptotic results for exponential functionals of Levy processes. Stochastic Processes and
their Applications 128, 1: 108-131. [pdf file]
69. He, H.; Li, Z.H.; Xu, W. (2018): Continuous-state branching processes in
L\'{e}vy random
environments. Journal of Theoretical Probability 31, 4: 1952-1974. [pdf file]
70. Fang, R.; Li, Z.H.
(2019): A conditioned continuous-state branching process with applications. Statistics
and Probability Letters 152, 43-49. [pdf file]
71. Li, Z.H. (2019):
Sample paths of continuous-state branching processes with dependent immigration.
Stochastic Models 35, 2: 167-196. [pdf file]
72. Li, Z.H.; Zhang, W.
(2019): Continuous-state branching processes with dependent immigration. Science in China Series A (Chinese
Edition) 49, 3: 415-432. (In Chinese.) [pdf
file]
73. Ji, L.N.; Li, Z.H.
(2020): Moments of continuous-state branching processes with or without
immigration. Acta Mathematicae
Applicatae Sinica (English
Series) 36 (2020), 2: 1-13. [pdf file]
74. Li, Z.H.; Yang, X.; Zong, G.W. (2020): A class of super-Levy processes in
random environment. Science in China Series A (Chinese Edition) 50, 1: 69-86.
(In Chinese.) [pdf file]
75. Li, Z.H. (2019+): Ergodicities and exponential ergodicities
of Dawson--Watanabe type processes. Theory of Probability and its Applications.
To appear. [pdf file]
76. Li, Z.H.; Pardoux, E.; Wakolbinger, A. (2019+):
The height process of a continuous state branching process with interaction. Journal
of Theoretical Probability. To appear. [pdf
file]