References
- Ait-Sahalia, Yacine. (1996). Testing continuous-time model of the spot interest rate. Rev. Financial Stud. Spring 9:385–426.
- Ait-Sahalia, Yacine. (1999). Transition densities for interest rate and other nonlinear diffusions. J. Finance 4:1361–1395.
- Szpruch, Lukasz, Mao, Xuerong, Higham, Desmond J., Pan, Jiazhu. (2011). Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model. Bit. Number. Math. 51:405–425.
- Klebaner, Fima C. (2005). Introduction to Stochastic Calculus with Applications. London: Imperial College Press.
- Tong, Jinying, Zhang, Zhenzhong, Bao, Jianhai. (2013). The stationary distribution of the facultative population model with a degenerate noise. Stat. Probab. Lett. 83:655–664.
- Khasminskii, Rafail. (2011). Stochastic Stability of Differential Equations (2nd edition). New York: Springer.
- Mao, Xuerong. (2007). Stochastic Differential Equations and Applications (2nd edition). Chichester: Horwood Publishing.
- Mao, Xuerong. (2011). Stationary distribution of stochastic population systems. Syst. Control Lett. 60:398–405.
- Anatoliy Volodymyrovych Skorohod. (1989). Asymptotic methods in the theory of stochastic differential equations. American Mathematical Society.
- Yin, George, Zhu, Chao. (2010). Hybrid Switching Diffusions: Properties and Applications. New York: Springer.