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math.PR2025
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…
math.PR2025
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…
math.PR2025
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…