4 papers
Ergodicity of stochastic functional differential equation with jumps and finite delay
Mingkun Ye, Yafei Zhai, Zuozheng Zhang
This paper investigates the ergodicity of stochastic functional differential equations with jumps under the Wasserstein distance by the generalized coupling method. Two key conditi…
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…
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…