80 citations · 136 across the 69 of their papers we have counts for
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Almost Sure Asymptotic Stability for Regime-Switching Diffusions
Junhao Hu, Jianhai Bao, Chenggui Yuan
In this paper, we discuss long-time behavior of sample paths for a wide range of regime-switching diffusions. Firstly, almost sure asymptotic stability is concerned (i) for regime-…
Exponential stability of the exact solutions and -EM approximations to neutral SDDEs with Markov switching
Guangqiang Lan, Chenggui Yuan
Exponential stability of the exact solutions as well as -EM () approximations to neutral stochastic differential delay equations with Markov switching will b…
Approximation of Invariant Measures for Regime-Switching Diffusions
Jianhai Bao, Jinghai Shao, Chenggui Yuan
In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this pap…
Hypercontractivity for Functional Stochastic Differential Equations
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan
An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently,…