6 papers
Ergodicity for regime-switching neutral stochastic functional differential equations with infinite delay
Zuozheng Zhang, Fubao Xi
This work focuses on a class of regime-switching neutral stochastic functional differential equations (RNSFDEs) with infinite delay, in which the switching component can possess fi…
Well-posedness and Feller property for functional stochastic Hamiltonian systems with singular coefficients and state-dependent switching
Fubao Xi, Yafei Zhai, Zuozheng Zhang
This work focuses on a class of functional stochastic Hamiltonian systems with singular coefficients and state-dependent switching, in which the switching process has a countably i…
Stochastic Hamiltonian Type Jump Diffusion Systems with Countable Regimes: Strong Feller Property and Exponential Ergodicity
Fubao Xi, Yafei Zhai, Zuozheng Zhang
This work focuses on a class of stochastic Hamiltonian type jump diffusion systems with state-dependent switching, in which the switching component has countably infinite many stat…
Well-Posedness and Ergodicity of Functional Stochastic Partial Differential Equations with Markovian Switching
Fubao Xi, Mingkun Ye, Zuozheng Zhang
This work focuses on a class of semi-linear functional stochastic partial differential equations with Markovian switching, in which the switching component may have finite or count…
Large deviations for slow-fast processes on connected complete Riemannian manifolds
Yanyan Hu, Richard C. Kraaij, Fubao Xi
We consider a class of slow-fast processes on a connected complete Riemannian manifold .The limiting dynamics as the scale separation goes to is governed by the averagi…
Stabilization of regime-switching processes by feedback control based on discrete time observations II: state-dependent case
Jinghai Shao, Fubao Xi
This work investigates the almost sure stabilization of a class of regime-switching systems based on discrete-time observations of both continuous and discrete components. It devel…