1 citations · 1 across the 4 of their papers we have counts for
5 papers
On Strong Feller Property, Exponential Ergodicity and Large Deviations Principle for Stochastic Damping Hamiltonian Systems with State-Dependent Switching
Fubao Xi, Chao Zhu, Fuke Wu
This work focuses on a class of stochastic damping Hamiltonian systems with state-dependent switching, where the switching process has a countably infinite state space. After estab…
Regime-Switching Jump Diffusions with Non-Lipschitz Coefficients and Countably Many Switching States: Existence and Uniqueness, Feller, and Strong Feller Properties
Fubao Xi, George Yin, Chao Zhu
This work focuses on a class of regime-switching jump diffusion processes, which is a two component Markov processes , where is a component representing discret…
On the Martingale Problem and Feller and Strong Feller Properties for Weakly Coupled Lévy Type Operators
Fubao Xi, Chao Zhu
This paper considers the martingale problem for a class of weakly coupled Lévy type operators. It is shown that under some mild conditions, the martingale problem is well-posed and…
On Feller and Strong Feller Properties and Exponential Ergodicity of Regime-Switching Jump Diffusion Processes with Countable Regimes
Fubao Xi, Chao Zhu
This work focuses on a class of regime-switching jump diffusion processes, in which the switching component has countably infinite many states or regimes. The existence and uniquen…
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…