57 citations · 96 across the 8 of their papers we have counts for
10 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…
Closed-loop Equilibrium for Time-Inconsistent McKean-Vlasov Controlled Problem
Hongwei Mei, Chao Zhu
The paper deals with a class of time-inconsistent control problems for McKean-Vlasov dynamics. By solving a backward time-inconsistent Hamilton-Jacobi-Bellman (HJB for short) equat…
On Feller and Strong Feller Properties and Irreducibility of Regime-Switching Jump Diffusion Processes with Countable Regimes
Khwanchai Kunwai, Chao Zhu
This work focuses on a class of regime-switching jump diffusion processes with a countably infinite state space for the discrete component. Such processes can be used to model comp…
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…
Certain Properties Related to Well Posedness of Switching Diffusions
Dang H Nguyen, George Yin, Chao Zhu
This work is devoted to switching diffusions that have two components (a continuous component and a discrete component). Different from the so-called Markovian switching diffusions…