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20132022
most citedConvergence and stability of two classes of theta-Milstein schemes for stochastic differential equations

2 citations · 4 across the 5 of their papers we have counts for

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Showing 2020Show all

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math.PR2020

On Strong Feller Property, Exponential Ergodicity and Large Deviations Principle for Stochastic Damping Hamiltonian Systems with State-Dependent Switching

Fubao Xi, Chao Zhu, Fuke Wu

This work focuses on a class of stochastic damping Hamiltonian systems with state-dependent switching, where the switching process has a countably infinite state space. After estab…