3 papers
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
Switching Diffusion Systems with Past-Dependent Switching and Countable State Space: Successful Couplings and Strong Ergodicity
Fubao Xi, Yafei Zhai, Chao Zhu
This work studies a class of switching diffusion systems where the switching component takes values in a countable state space and its transition rates depend on the history of the…