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…
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…