80 citations · 182 across the 44 of their papers we have counts for
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math.PR2018★ 8 cited
Weak convergence of path-dependent SDEs with irregular coefficients
Jianhai Bao, Jinghai Shao
In this paper we develop via Girsanov's transformation a perturbation argument to investigate weak convergence of Euler-Maruyama (EM) scheme for path-dependent SDEs with Hölder con…
math.PR2018★ 4 cited
Ergodicity for Neutral Type SDEs with Infinite Length of Memory
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan
In this paper, the weak Harris theorem developed in \cite{HMS11} is illustrated by using a straightforward Wasserstein coupling, which implies the exponential ergodicity of the fun…
math.PR2018★ 2 cited
Asymptotic Behavior of SIRS Models in State-dependent Random Environments
Jianhai Bao, Jinghai Shao
The extinction and persistence of infective individuals are closely related to the random change of the environment. In this paper, via the random/stochastic SIRS models, we analyz…