Research interests / 研究兴趣

• Probability theory: branching processes, coalescent processes, measure-valued processes.

Publications / 研究论文

• Jiao, Y., Ma, C., Scotti, S., Zhou, C. (2018): The Alpha-Heston stochastic volatility model. Submitted.

• Foucart, C., Ma, C., Mallein, B. (2019): Coalescences in continuous-state branching processes. Electronic Journal of Probability. 24. 52 pages.

• Jiao, Y., Ma, C., Scotti, S., Sgarra, C. (2019): A branching process approach to power markets. Energy Economics. 79, 144-156.

• Foucart, C., Ma, C. (2019): Continuous-state branching processes, extremal processes and super-individuals. Ann. Inst. H. Poincare Probab. Statist. 55(2), 1061-1086.

• Jiao, Y., Ma, C., Scotti, S. (2017): Alpha-CIR model with branching processes in sovereign interest rate modelling. Finance & Stochastics. 21(3), 789-813.

• Long, H.W., Ma, C., Shimizu, Y. (2017): Least squares estimators for stochastic differential equations driven by small Levy noises. Stochastic Process. Appl. 127(5), 1475-1495.

• Li, Z.H., Ma, C. (2015): Asymptotic properties of estimators in a stable Cox-Ingersoll-Ross model. Stochastic Process. Appl. 125(8), 3196-3233.

• Lambert, A., Ma, C. (2015): The coalescent in peripatric metapopulations. J. Appl. Prob. 52(2), 538-557.

• Duhalde, X., Foucart, C., Ma, C. (2014): On the hitting times of continuous-state branching processes with immigration. Stochastic Process. Appl. 124(12), 4182-4201.

• Yang, X., Ma, C. (2014): Small noise fluctuations of the CIR model driven by alpha-stable noises. Statist. Probab. Lett. 94, 1-11.

• Li, Q.F., Ma, C., Xiang, K.X. (2013): On strong Markov property for Fleming-Viot processes. Science China Mathematics. 56, 2123-2133.

• Huang, J.H., Ma, C., Zhu, C. (2011): Estimation for discretely observed continuous state branching processes with immigration. Statist. Probab. Lett. 81, 1104-1111.

• Ma, C., Wang, L.M. (2010): On estimation of the variances for critical branching processes with immigration. J. Appl. Probab. 47, 526-542.

• Ma, C. (2009): A note on "Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Levy noises". Statist. Probab. Lett. 80, 1528-1531.

• Ma, C. (2009): A limit theorem of two-type Galton-Watson branching processes with immigration. Statist. Probab. Lett. 79, 1710-1716.

• Ma, C. (2009): A fluctuation limit theorem of branching processes with immigration and statistical applications. Unpublished.

• Li, Z.H., Ma, C. (2008): Catalytic discrete state branching models and related limit theorems. Journal of Theoretical Probability. 21, 936-965.

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