| Publication | Date of Publication | Type |
|---|
On continuous and discrete sampling for parameter estimation in Markovian switching diffusions
Numerical Algebra, Control and Optimization | 2025-01-22 | Paper |
Existence, uniqueness and stability analysis for neutral stochastic functional differential equations with jumps and infinite delay
Journal of Theoretical Probability | 2025-01-10 | Paper |
Numerical solutions of regime-switching functional diffusions with infinite delay
Stochastic Models | 2024-11-29 | Paper |
Large deviations for slow-fast processes on connected complete Riemannian manifolds
Stochastic Processes and their Applications | 2024-11-12 | Paper |
Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift
Stochastics | 2024-06-05 | Paper |
Exponential ergodicity for stochastic functional differential equations with Markovian switching
Journal of Mathematical Analysis and Applications | 2024-02-08 | Paper |
On a class of McKean-Vlasov stochastic functional differential equations with applications
Journal of Differential Equations | 2023-08-02 | Paper |
Large deviations for Cox-Ingersoll-Ross processes with state-dependent fast switching
| 2023-07-21 | Paper |
Least squares estimators for stochastic differential equations with Markovian switching
Discrete and Continuous Dynamical Systems. Series B | 2023-04-18 | Paper |
Large deviations for multi-scale regime-switching jump diffusion systems
Communications on Pure and Applied Analysis | 2022-11-23 | Paper |
The averaging method for doubly perturbed distribution dependent SDEs
Statistics & Probability Letters | 2022-08-30 | Paper |
Exponential ergodicity for regime-switching diffusion processes in total variation norm
Discrete and Continuous Dynamical Systems. Series B | 2022-08-29 | Paper |
On an ergodic two-sided singular control problem
Applied Mathematics and Optimization | 2022-07-18 | Paper |
Large deviations for invariant measures of stochastic differential equations with jumps
Stochastics | 2022-07-05 | Paper |
Moderate deviations for mean-field stochastic differential equations with jumps
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching
Statistics & Probability Letters | 2022-01-24 | Paper |
Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory
Frontiers of Mathematics in China | 2021-08-05 | Paper |
On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching
Journal of Differential Equations | 2021-04-23 | Paper |
Stationary distribution of stochastic population dynamics in state-dependent random environments
Systems & Control Letters | 2021-01-06 | Paper |
Moderate deviations for neutral functional stochastic differential equations driven by Lévy noises
Frontiers of Mathematics in China | 2020-07-03 | Paper |
Stability of regime-switching jump diffusion processes
Journal of Mathematical Analysis and Applications | 2020-01-20 | Paper |
Regime-switching jump diffusions with non-Lipschitz coefficients and countably many switching states: existence and uniqueness, Feller, and strong Feller properties
| 2019-11-20 | Paper |
Stabilization of regime-switching processes by feedback control based on discrete time observations. II: State-dependent case
SIAM Journal on Control and Optimization | 2019-04-23 | Paper |
Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity
Journal of Differential Equations | 2019-02-08 | Paper |
On the martingale problem and Feller and strong Feller properties for weakly coupled Lévy type operators
Stochastic Processes and their Applications | 2018-12-10 | Paper |
Moderate deviations for neutral stochastic differential delay equations with jumps
Statistics & Probability Letters | 2017-09-28 | Paper |
On Feller and strong Feller properties and exponential ergodicity of regime-switching jump diffusion processes with countable regimes
SIAM Journal on Control and Optimization | 2017-06-07 | Paper |
Stochastic Liénard equations with state-dependent switching
Acta Mathematicae Applicatae Sinica. English Series | 2016-05-04 | Paper |
Numerical solutions of regime-switching jump diffusions
Applied Mathematics and Computation | 2016-05-02 | Paper |
Large deviations for empirical measures of switching diffusion processes with small parameters
Frontiers of Mathematics in China | 2015-07-21 | Paper |
Strong ergodicity of the regime-switching diffusion processes
Stochastic Processes and their Applications | 2015-06-19 | Paper |
Stability and recurrence of regime-switching diffusion processes
SIAM Journal on Control and Optimization | 2015-03-27 | Paper |
Coupling and exponential convergence rate for Markovian switching jump diffusions
Stochastic Analysis and Applications | 2014-08-08 | Paper |
Removing logarithms in Poisson approximation to the partial sum process of a Markov chain
Stochastics | 2014-04-25 | Paper |
Successful couplings for diffusion processes with state-dependent switching
Science China. Mathematics | 2014-03-21 | Paper |
Coupling for Markovian switching jump-diffusions
Applied Mathematics. Series B (English Edition) | 2014-02-28 | Paper |
The strong Feller property of switching jump-diffusion processes
Statistics & Probability Letters | 2013-05-13 | Paper |
Jump-diffusions with state-dependent switching: existence and uniqueness, Feller property, linearization, and uniform ergodicity
Science China. Mathematics | 2013-01-29 | Paper |
Robust exponential stability of stochastically nonlinear jump systems with mixed time delays
Journal of Optimization Theory and Applications | 2012-11-26 | Paper |
Stability of regime-switching jump diffusions
SIAM Journal on Control and Optimization | 2011-03-21 | Paper |
Exponential convergence rates for Markov processes with Markovian switching
| 2010-07-08 | Paper |
Ergodicity for \(Q\)-processes with Markovian switching
| 2010-07-08 | Paper |
Asymptotic properties of jump-diffusion processes with state-dependent switching
Stochastic Processes and their Applications | 2009-07-15 | Paper |
scientific article; zbMATH DE number 5525454 (Why is no real title available?)
| 2009-03-06 | Paper |
Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching
Journal of Mathematical Analysis and Applications | 2008-10-06 | Paper |
Feller property and exponential ergodicity of diffusion processes with state-dependent switching
Science in China. Series A | 2008-06-25 | Paper |
On the stability of jump-diffusions with Markovian switching
Journal of Mathematical Analysis and Applications | 2008-03-06 | Paper |
On the stability of diffusion processes with state-dependent switching
Science in China. Series A | 2007-02-16 | Paper |
Invariant measures for random evolution equation with small perturbations
| 2007-01-05 | Paper |
Stability in total variation of diffusion processes with jumps
| 2006-08-28 | Paper |
Invariant measure for the Markov process corresponding to a PDE system
Acta Mathematica Sinica, English Series | 2006-01-09 | Paper |
Stationary solution for a stochastic Liénard equation with Markovian switching
Acta Mathematica Scientia. Series B. (English Edition) | 2005-04-29 | Paper |
Stability of a random diffusion with nonlinear drift
Statistics & Probability Letters | 2005-04-21 | Paper |
Weak limits of empirical measures for a family of diffusion processes
Acta Mathematica Scientia. Series B. (English Edition) | 2005-01-31 | Paper |
scientific article; zbMATH DE number 2058205 (Why is no real title available?)
| 2004-03-16 | Paper |
scientific article; zbMATH DE number 1276048 (Why is no real title available?)
| 2003-11-17 | Paper |
Stability for a random evolution equation with Gaussian perturbation
Journal of Mathematical Analysis and Applications | 2002-12-16 | Paper |
Linear tracking-differentiator and application to online estimation of the frequency of a sinusoidal signal with random noise perturbation
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2002-12-10 | Paper |
Large deviation theorem for empirical measures of degenerate diffusion processes
Journal of Beijing Institute of Technology. English Edition | 2002-12-02 | Paper |
scientific article; zbMATH DE number 1829163 (Why is no real title available?)
| 2002-11-14 | Paper |
Invariant measures for a random evolution equation with small perturbations
Acta Mathematica Sinica, English Series | 2002-07-29 | Paper |
scientific article; zbMATH DE number 1536436 (Why is no real title available?)
| 2000-11-28 | Paper |
scientific article; zbMATH DE number 1383165 (Why is no real title available?)
| 2000-01-04 | Paper |
scientific article; zbMATH DE number 1286413 (Why is no real title available?)
| 1999-10-14 | Paper |
Small random perturbations of one-dimensional diffusion processes
Acta Mathematica Sinica, English Series | 1999-04-07 | Paper |
scientific article; zbMATH DE number 1159490 (Why is no real title available?)
| 1999-01-11 | Paper |
scientific article; zbMATH DE number 1116658 (Why is no real title available?)
| 1998-02-10 | Paper |
Large deviations for slow-fast processes on connected complete Riemannian manifolds
| N/A | Paper |
