8 citations · 57 across the 30 of their papers we have counts for
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math.PR2014
Approximation of Invariant Measures for Regime-Switching Diffusions
Jianhai Bao, Jinghai Shao, Chenggui Yuan
In this paper, we are concerned with long-time behavior of Euler-Maruyama schemes associated with a range of regime-switching diffusion processes. The key contributions of this pap…
math.PR2014★ 4 cited
Ergodicity of regime-switching diffusions in Wasserstein distances
Jinghai Shao
Based on the theory of M-matrix and Perron-Frobenius theorem, we provide some criteria to justify the convergence of the regime-switching diffusion processes in Wasserstein distanc…
math.PR2014★ 2 cited
Criteria for transience and recurrence of regime-switching diffusion processes
Jinghai Shao
We provide some on-off type criteria for recurrence and transience of regime-switching diffusion processes using the theory of M-matrix and the Perron-Frobenius theorem. State-inde…