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20152023
most citedJump Type Stochastic Differential Equations with Non-Lipschitz Coefficients: Non Confluence, Feller and Strong Feller Properties, and Exponential Ergodicity

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

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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…