73 citations · 235 across the 20 of their papers we have counts for
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math.PR2020
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…
math.OC2020★ 3 cited
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…
math.PR2020
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…