6 citations · 8 across the 8 of their papers we have counts for
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math.PR2017
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…
math.PR2017★ 6 cited
Jump Type Stochastic Differential Equations with Non-Lipschitz Coefficients: Non Confluence, Feller and Strong Feller Properties, and Exponential Ergodicity
Fubao Xi, Chao Zhu
This paper considers multidimensional jump type stochastic differential equations with super linear growth and non-Lipschitz coefficients. After establishing a sufficient condition…
math.PR2017
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…