| Publication | Date of Publication | Type |
|---|
Averaging principle for two time-scale regime-switching processes
Electronic Journal of Probability | 2024-04-10 | Paper |
Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process
Journal of Mathematical Economics | 2024-03-26 | Paper |
Existence of optimal feedback controls for McKean-Vlasov SDEs
| 2023-10-16 | Paper |
Viscosity solutions to HJB equations associated with optimal control problem for McKean-Vlasov SDEs
| 2023-10-16 | Paper |
Optimal control problem for reflected McKean-Vlasov SDEs
| 2023-09-14 | Paper |
From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes
SIAM Journal on Control and Optimization | 2023-06-22 | Paper |
Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching
Stochastic Processes and their Applications | 2023-06-19 | Paper |
Wellposedness of conditional McKean-Vlasov equations with singular drifts and regime-switching
Discrete and Continuous Dynamical Systems. Series B | 2023-04-18 | Paper |
Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching
Frontiers of Mathematics in China | 2023-03-14 | Paper |
Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions}
Applied Mathematics and Optimization | 2023-03-06 | Paper |
Invariant probability measures for path-dependent random diffusions
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2023-02-03 | Paper |
Continuous dependence on parameters for invariant measures and its application to multiscale stochastic systems
| 2022-12-03 | Paper |
Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes
| 2022-11-29 | Paper |
Optimal feedback control of stock prices under credit risk dynamics
Annals of Operations Research | 2022-07-05 | Paper |
The existence of optimal control for continuous-time Markov decision processes in random environments
| 2022-05-10 | Paper |
Asymptotic behavior of SIRS models in state-dependent random environments
Nonlinear Analysis. Hybrid Systems | 2021-12-13 | Paper |
Optimal stopping problem for jump-diffusion processes with regime-switching
Nonlinear Analysis. Hybrid Systems | 2021-11-19 | Paper |
Optimal Markovian coupling and exponential convergence rate for the TCP process
Acta Mathematica Sinica, English Series | 2021-05-11 | Paper |
Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values
Acta Mathematica Sinica, English Series | 2021-05-11 | Paper |
Optimal singular control problem in infinite horizon for stochastic processes with regime-switching
SIAM Journal on Control and Optimization | 2021-03-11 | Paper |
Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching
Science China. Mathematics | 2020-09-01 | Paper |
Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching
Journal of Applied Probability | 2020-05-12 | Paper |
Viscosity solutions approach to finite-horizon continuous-time Markov decision process
| 2020-03-31 | Paper |
Stability of regime-switching jump diffusion processes
Journal of Mathematical Analysis and Applications | 2020-01-20 | Paper |
Stability of regime-switching processes under perturbation of transition rate matrices
Nonlinear Analysis. Hybrid Systems | 2019-12-30 | Paper |
The existence of optimal feedback controls for stochastic dynamical systems with regime-switching
| 2019-06-19 | 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 |
The existence of geodesics in Wasserstein spaces over path groups and loop groups
Stochastic Processes and their Applications | 2018-12-28 | Paper |
Ergodicity and first passage probability of regime-switching geometric Brownian motions
Chinese Annals of Mathematics. Series B | 2018-11-15 | Paper |
Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions
SIAM Journal on Control and Optimization | 2018-09-14 | Paper |
Weak convergence of path-dependent SDEs with irregular coefficients
| 2018-09-09 | Paper |
Weak convergence of Euler-Maruyama's approximation for SDEs under integrability condition
| 2018-08-22 | Paper |
Variational formula for the stability of regime-switching diffusion processes
Science China. Mathematics | 2018-06-01 | Paper |
Invariant Measures for Path-Dependent Random Diffusions
| 2017-06-18 | Paper |
Stabilization of regime-switching processes by feedback control based on discrete time observations
SIAM Journal on Control and Optimization | 2017-03-17 | Paper |
Approximation of invariant measures for regime-switching diffusions
Potential Analysis | 2016-05-13 | Paper |
Permanence and extinction of regime-switching predator-prey models
SIAM Journal on Mathematical Analysis | 2016-02-19 | Paper |
Algebraic stability of non-homogeneous regime-switching diffusion processes
| 2015-09-15 | Paper |
Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space
SIAM Journal on Control and Optimization | 2015-08-20 | Paper |
Criteria for transience and recurrence of regime-switching diffusion processes
Electronic Journal of Probability | 2015-08-07 | Paper |
Characterization of non-constant lower bound of Ricci curvature via entropy inequality on Wasserstein space
| 2015-07-28 | Paper |
First passage probabilities of one-dimensional diffusion processes
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 |
Ergodicity of regime-switching diffusions in Wasserstein distances
Stochastic Processes and their Applications | 2015-01-30 | Paper |
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
Journal of Mathematical Analysis and Applications | 2015-01-30 | Paper |
Ergodicity of one-dimensional regime-switching diffusion processes
Science China. Mathematics | 2015-01-22 | Paper |
Successful couplings for diffusion processes with state-dependent switching
Science China. Mathematics | 2014-03-21 | Paper |
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients
Electronic Journal of Probability | 2014-01-15 | Paper |
Harnack inequalities and heat kernel estimates for SDEs with singular drifts
Bulletin des Sciences Mathématiques | 2013-12-13 | Paper |
Estimates of the exit probability for two correlated Brownian motions
Advances in Applied Probability | 2013-04-11 | Paper |
Measure-valued continuous curves and processes in total variation norm
Journal of Mathematical Analysis and Applications | 2012-06-19 | Paper |
Boundary crossing probabilities for diffusions with piecewise linear drifts
| 2012-05-14 | Paper |
Nonlinear boundary crossing probabilities of Brownian motion with random jumps
| 2012-05-14 | Paper |
From the heat measure to the pinned Wiener measure on loop groups
Bulletin des Sciences Mathématiques | 2011-11-11 | Paper |
Fokker-Planck equation with respect to heat measures on loop groups
Bulletin des Sciences Mathématiques | 2011-11-11 | Paper |
A new probability measure-valued stochastic process with Ferguson-Dirichlet process as reversible measure
Electronic Journal of Probability | 2011-09-09 | Paper |
Harnack and HWI inequalities on infinite-dimensional spaces
Acta Mathematica Sinica, English Series | 2011-06-24 | Paper |
Transportation cost inequalities for Wasserstein diffusions
Bulletin des Sciences Mathématiques | 2011-06-22 | Paper |
Wasserstein space over the Wiener space
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 2010-02-09 | Paper |
Modified logarithmic Sobolev inequalities and transportation cost inequalities in \(\mathbb R^{n}\)
Potential Analysis | 2009-08-10 | Paper |
Estimation of the Dirichlet eigenvalue of birth-death processes on trees
| 2007-12-18 | Paper |
Optimal transport maps for Monge-Kantorovich problem on loop groups
Journal of Functional Analysis | 2007-07-16 | Paper |
Hamilton-Jacobi semi-groups in infinite dimensional spaces
Bulletin des Sciences Mathématiques | 2007-06-29 | Paper |
Riemannian distance, Rademacher theorem and transportation cost inequality on loop groups.
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2005-10-26 | Paper |
Transportation cost inequalities on path and loop groups
Journal of Functional Analysis | 2005-02-22 | Paper |
