The following pages link to Jing Hai Shao (Q2025262):
Displaying 50 items.
- (Q283435) (redirect page) (← links)
- Approximation of invariant measures for regime-switching diffusions (Q283436) (← links)
- Harnack inequalities and heat kernel estimates for SDEs with singular drifts (Q385938) (← links)
- Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients (Q392685) (← links)
- Measure-valued continuous curves and processes in total variation norm (Q429273) (← links)
- Ergodicity of one-dimensional regime-switching diffusion processes (Q487511) (← links)
- Transportation cost inequalities for Wasserstein diffusions (Q545198) (← links)
- Harnack and HWI inequalities on infinite-dimensional spaces (Q546373) (← links)
- A new probability measure-valued stochastic process with Ferguson-Dirichlet process as reversible measure (Q638385) (← links)
- From the heat measure to the pinned Wiener measure on loop groups (Q645939) (← links)
- Fokker-Planck equation with respect to heat measures on loop groups (Q645949) (← links)
- Wasserstein space over the Wiener space (Q846747) (← links)
- Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097) (← links)
- Variational formula for the stability of regime-switching diffusion processes (Q1635849) (← links)
- The existence of geodesics in Wasserstein spaces over path groups and loop groups (Q1756959) (← links)
- Transportation cost inequalities on path and loop groups (Q1763935) (← links)
- Optimal Markovian coupling and exponential convergence rate for the TCP process (Q2025263) (← links)
- Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values (Q2025264) (← links)
- Asymptotic behavior of SIRS models in state-dependent random environments (Q2061173) (← links)
- Optimal feedback control of stock prices under credit risk dynamics (Q2151675) (← links)
- Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching (Q2197841) (← links)
- Stability of regime-switching processes under perturbation of transition rate matrices (Q2283238) (← links)
- Stability of regime-switching jump diffusion processes (Q2287317) (← links)
- Strong ergodicity of the regime-switching diffusion processes (Q2350344) (← links)
- First passage probabilities of one-dimensional diffusion processes (Q2355250) (← links)
- Hamilton-Jacobi semi-groups in infinite dimensional spaces (Q2370812) (← links)
- Optimal transport maps for Monge-Kantorovich problem on loop groups (Q2373803) (← links)
- Modified logarithmic Sobolev inequalities and transportation cost inequalities in \(\mathbb R^{n}\) (Q2390989) (← links)
- Successful couplings for diffusion processes with state-dependent switching (Q2441130) (← links)
- Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes (Q2512663) (← links)
- Ergodicity of regime-switching diffusions in Wasserstein distances (Q2512854) (← links)
- Criteria for transience and recurrence of regime-switching diffusion processes (Q2515930) (← links)
- Riemannian distance, Rademacher theorem and transportation cost inequality on loop groups. (Q2570045) (← links)
- Optimal stopping problem for jump-diffusion processes with regime-switching (Q2665293) (← links)
- Invariant probability measures for path-dependent random diffusions (Q2683027) (← links)
- Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions} (Q2688956) (← links)
- Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching (Q2689713) (← links)
- Wellposedness of conditional McKean-Vlasov equations with singular drifts and regime-switching (Q2697230) (← links)
- Strong Solutions and Strong Feller Properties for Regime-Switching Diffusion Processes in An Infinite State Space (Q2942286) (← links)
- Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations (Q2968555) (← links)
- Stabilization of Regime-Switching Processes by Feedback Control Based on Discrete Time Observations II: State-Dependent Case (Q4630688) (← links)
- Estimates of the Exit Probability for Two Correlated Brownian Motions (Q4915649) (← links)
- The existence of optimal control for continuous-time Markov decision processes in random environments (Q5075207) (← links)
- Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching (Q5109501) (← links)
- Stability and Recurrence of Regime-Switching Diffusion Processes (Q5244628) (← links)
- Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions (Q5374436) (← links)
- (Q5433033) (← links)
- Permanence and Extinction of Regime-Switching Predator-Prey Models (Q5744675) (← links)
- Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching (Q5853642) (← links)
- Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process (Q6121884) (← links)
