7 citations · 22 across the 6 of their papers we have counts for
13 papers · 1 filter
Long time behavior of Levy-driven Ornstein-Uhlenbeck process with regime-switchin
Zhong-Wei Liao, Jinghai Shao
In this work we investigate the long time behavior of the Ornstein-Uhlenbeck process driven by Levy noise with regime-switching. We provide explicit criteria on the transience and…
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…
Stabilization of regime-switching processes by feedback control based on discrete time observations II: state-dependent case
Jinghai Shao, Fubao Xi
This work investigates the almost sure stabilization of a class of regime-switching systems based on discrete-time observations of both continuous and discrete components. It devel…
Weak convergence of Euler-Maruyama's approximation for SDEs under integrability condition
Jinghai Shao
This work establishes the weak convergence of Euler-Maruyama's approximation for stochastic differential equations (SDEs) with singular drifts under the integrability condition in…
Stability of regime-switching processes under perturbation of transition rate matrices
Jinghai Shao, Chenggui Yuan
This work is concerned with the stability of regime-switching processes under the perturbation of the transition rate matrices. From the viewpoint of application, two kinds of pert…
The existence of geodesics in Wasserstein spaces over path groups and loop groups
Jinghai Shao
In this work we prove the existence and uniqueness of the optimal transport map for -Wasserstein distance with , and particularly present an explicit expression of the op…