Search Results - "Xi, Fubao"

Asymptotic properties of jump-diffusion processes with state-dependent switching by Xi, Fubao

“…This work is concerned with a class of jump-diffusion processes with state-dependent switching. First, the existence and uniqueness of the solution of a system…”
Get full text

On the stability of jump-diffusions with Markovian switching by Xi, Fubao

“…In this paper we consider the stability for a class of jump-diffusions with Markovian switching. We first construct them successively and show that they can be…”
Get full text

Explicit conditions for asymptotic stability of stochastic Liénard-type equations with Markovian switching by Zhao, Liqin, Xi, Fubao

“…This paper deals with the boundedness in probability and convergence for solutions of stochastic Liénard-type equations. Some explicit conditions to ensure…”
Get full text

Convergence, boundedness, and ergodicity of regime-switching diffusion processes with infinite memory by Li, Jun, Xi, Fubao

“…We study a class of diffusion processes, which are determined by solutions X ( t ) to stochastic functional differential equation with infinite memory and…”
Get full text

Jump-diffusions with state-dependent switching： existence and uniqueness, Feller property, linearization, and uniform ergodicity by Xi, FuBao, Yin, Gang

“…This work focuses on a class of jump-diffusions with state-dependent switching. First, compared with the existing results in the literature, in our model, the…”
Get full text

Exponential ergodicity for stochastic functional differential equations with Markovian switching by Zhai, Yafei, Xi, Fubao

“…This paper investigates exponential ergodicity for several kinds of stochastic functional differential equations (SFDEs) with Markovian switching. Firstly, we…”
Get full text

Asymptotic Properties of a Mean-Field Model with a Continuous-State-Dependent Switching Process by Xi, Fubao, Yin, G.

“…This work is concerned with a class of mean-field models given by a switching diffusion with a continuous-state-dependent switching process. Focusing on…”
Get full text

Successful couplings for diffusion processes with state-dependent switching by Xi, FuBao, Shao, JingHai

“…This work is concerned with successful couplings for a class of multidimensional diffusion processes with state-dependent switching. We construct a type of…”
Get full text

Numerical solutions of regime-switching functional diffusions with infinite delay by Zhen, Yuhang, Xi, Fubao

“…We study a class of diffusion processes which are determined by solutions X(t) to stochastic functional differential equation with infinite memory and random…”
Get full text

Stationary distribution of stochastic population dynamics in state-dependent random environments by Ji, Huijie, Xi, Fubao

“…This work studies the stationary distribution of stochastic Lotka–Volterra population dynamics in state-dependent random environments. We first use the…”
Get full text

The tail behavior of jump-diffusion Cox–Ingersoll–Ross processes with regime-switching by Ji, Huijie, Xi, Fubao

“…This paper studies the tail behavior of jump-diffusion Cox–Ingersoll–Ross (JCIR) processes with regime-switching. We first provide the criteria of the…”
Get full text

Moderate deviations for neutral functional stochastic differential equations driven by Levy noises by MA, Xiaocui, XI, Fubao, LIU, Dezhi

“…Using the weak convergence method introduced by A. Budhiraja, P. Dupuis, and A. Ganguly [Ann. Probab., 2016, 44: 1723{1775], we establish the moderate…”
Get full text

On a class of McKean-Vlasov stochastic functional differential equations with applications by Wu, Fuke, Xi, Fubao, Zhu, Chao

“…This paper studies a class of McKean-Vlasov stochastic functional differential equations in which the dynamics of the underlying process may depend on its…”
Get full text

Large deviations for slow–fast processes on connected complete Riemannian manifolds by Hu, Yanyan, Kraaij, Richard C., Xi, Fubao

“…We consider a class of slow–fast processes on a connected complete Riemannian manifold M. The limiting dynamics as the scale separation goes to ∞ is governed…”
Get full text

Stability of a random diffusion with nonlinear drift by Xi, Fubao

“…For the solution to a rather general nonlinear stochastic differential equation with Markovian switching, we first prove its Feller continuity and the…”
Get full text

Moderate deviations for neutral stochastic differential delay equations with jumps by Ma, Xiaocui, Xi, Fubao

“…A moderate deviation principle for neutral stochastic differential delay equations driven by Poisson random measure is established. The weak convergence method…”
Get full text

On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching by Xi, Fubao, Zhu, Chao, Wu, Fuke

“…This work focuses on a class of stochastic damping Hamiltonian systems with state-dependent switching, where the switching process has a countably infinite…”
Get full text

Strong ergodicity of the regime-switching diffusion processes by Shao, Jinghai, Xi, Fubao

“…We provide criteria for the strong ergodicity of regime-switching diffusion processes. Our conditions are imposed on the coefficients of the processes…”
Get full text

Stability for a random evolution equation with Gaussian perturbation by Xi, Fubao

“…In this paper we consider a random evolution equation which is perturbed by Gaussian type noise, and show how to construct its coupled solutions. On the basis…”
Get full text

Asymptotic properties for the parameter estimation in stochastic (functional) differential equations with Hölder drift by Hu, Yanyan, Xi, Fubao, Zhu, Min

“…In this paper, by taking Zvonkin's transformation, we investigate parameter estimation for a class of multidimensional stochastic differential equations with…”
Get full text