8 citations · 57 across the 30 of their papers we have counts for
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Averaging principle for two time-scale regime-switching processes
Yong-Hua Mao, Jinghai Shao
This work studies the averaging principle for a fully coupled two time-scale system, whose slow process is a diffusion process and fast process is a purely jumping process on an in…
Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching
Jinghai Shao, Lingdi Wang, Qiong Wu
To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant…
Averaging principle for two time-scale stochastic differential equations with fast component in noncompact space
Shen Wang, Jinghai Shao
The asymptotic behavior for fully coupled multiscale stochastic systems becomes much complicated when the fast processes do not locate in a compact space. An example is constructed…
Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes
Jinghai Shao
A comparison theorem for state-dependent regime-switching diffusion processes is established, which enables us to control pathwisely the evolution of the state-dependent switching…