activity
20122023
most citedWeak convergence of path-dependent SDEs with irregular coefficients

8 citations · 57 across the 30 of their papers we have counts for

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Showing 2015Show all

5 papers · 1 filter

math.PR2015★ 1 cited

Algebraic stability of non-homogeneous regime-switching diffusion processes

Jing Li, Jinghai Shao

Some sufficient conditions on the algebraic stability of non-homogeneous regime-switching diffusion processes are established. In this work we focus on determining the decay rate o…

math.PR2015

Characterization of non-constant lower bound of Ricci curvature via entropy inequality on Wasserstein space

Jinghai Shao, Bo Wu

When the Ricci curvature of a Riemannian manifold is not lower bounded by a constant, but lower bounded by a continuous function, we give a new characterization of this lower bound…

math.PR2015

Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space

Jinghai Shao

We establish the existence and pathwise uniqueness of regime-switching diffusion processes in an infinite state space, which could be time-inhomogeneous and state-dependent. Then t…

math.PR2015

Permanence and extinction of regime-switching predator-prey models

Jianhai Bao, Jinghai Shao

In this work we study the permanence and extinction of a regime-switching predator-prey model with Beddington-DeAngelis functional response. The switching process is used to descri…

math.PR2015★ 1 cited

Stability and recurrence of regime-switching diffusion processes

Jinghai Shao, Fubao Xi

We provide some criteria on the stability of regime-switching diffusion processes. Both the state-independent and state-dependent regime-switching diffusion processes with switchin…