Shao, Jinghai; Wang, Lingdi; Wu, Qiong Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching. (English) Zbl 1515.60269 Stochastic Processes Appl. 161, 1-23 (2023). MSC: 60J60 60H10 37H30 60J27 PDFBibTeX XMLCite \textit{J. Shao} et al., Stochastic Processes Appl. 161, 1--23 (2023; Zbl 1515.60269) Full Text: DOI arXiv
Shao, Jing Hai; Zhao, Kun Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values. (English) Zbl 1480.60172 Acta Math. Sin., Engl. Ser. 37, No. 3, 389-407 (2021). MSC: 60H10 60J60 65C30 PDFBibTeX XMLCite \textit{J. H. Shao} and \textit{K. Zhao}, Acta Math. Sin., Engl. Ser. 37, No. 3, 389--407 (2021; Zbl 1480.60172) Full Text: DOI
Feng, Qian; Shao, Jinghai Optimal singular control problem in infinite horizon for stochastic processes with regime-switching. (English) Zbl 1459.93190 SIAM J. Control Optim. 59, No. 2, 906-930 (2021). MSC: 93E20 93C30 93C35 90C39 PDFBibTeX XMLCite \textit{Q. Feng} and \textit{J. Shao}, SIAM J. Control Optim. 59, No. 2, 906--930 (2021; Zbl 1459.93190) Full Text: DOI
Ji, Huijie; Shao, Jinghai; Xi, Fubao Stability of regime-switching jump diffusion processes. (English) Zbl 1456.60203 J. Math. Anal. Appl. 484, No. 1, Article ID 123727, 21 p. (2020). MSC: 60J60 60J74 PDFBibTeX XMLCite \textit{H. Ji} et al., J. Math. Anal. Appl. 484, No. 1, Article ID 123727, 21 p. (2020; Zbl 1456.60203) Full Text: DOI
Shao, Jinghai; Yuan, Chenggui Stability of regime-switching processes under perturbation of transition rate matrices. (English) Zbl 1427.60166 Nonlinear Anal., Hybrid Syst. 33, 211-226 (2019). MSC: 60J27 60J60 60A10 PDFBibTeX XMLCite \textit{J. Shao} and \textit{C. Yuan}, Nonlinear Anal., Hybrid Syst. 33, 211--226 (2019; Zbl 1427.60166) Full Text: DOI arXiv Link
Shao, Jinghai Ergodicity and first passage probability of regime-switching geometric Brownian motions. (English) Zbl 1401.60153 Chin. Ann. Math., Ser. B 39, No. 4, 739-754 (2018). MSC: 60J60 60A10 60J10 PDFBibTeX XMLCite \textit{J. Shao}, Chin. Ann. Math., Ser. B 39, No. 4, 739--754 (2018; Zbl 1401.60153) Full Text: DOI arXiv
Shao, Jinghai Invariant measures and Euler-Maruyama’s approximations of state-dependent regime-switching diffusions. (English) Zbl 1409.60123 SIAM J. Control Optim. 56, No. 5, 3215-3238 (2018). MSC: 60J60 65C30 60H30 PDFBibTeX XMLCite \textit{J. Shao}, SIAM J. Control Optim. 56, No. 5, 3215--3238 (2018; Zbl 1409.60123) Full Text: DOI arXiv
Shao, Jinghai; Wang, Lingdi Variational formula for the stability of regime-switching diffusion processes. (English) Zbl 1391.60185 Sci. China, Math. 61, No. 4, 659-676 (2018). MSC: 60J27 93E15 60A10 PDFBibTeX XMLCite \textit{J. Shao} and \textit{L. Wang}, Sci. China, Math. 61, No. 4, 659--676 (2018; Zbl 1391.60185) Full Text: DOI
Shao, Jinghai Stabilization of regime-switching processes by feedback control based on discrete time observations. (English) Zbl 1360.60115 SIAM J. Control Optim. 55, No. 2, 724-740 (2017). MSC: 60H10 93D15 93E15 93B52 60J10 PDFBibTeX XMLCite \textit{J. Shao}, SIAM J. Control Optim. 55, No. 2, 724--740 (2017; Zbl 1360.60115) Full Text: DOI
Bao, Jianhai; Shao, Jinghai Permanence and extinction of regime-switching predator-prey models. (English) Zbl 1337.60147 SIAM J. Math. Anal. 48, No. 1, 725-739 (2016). MSC: 60H30 60H10 60J60 92D25 PDFBibTeX XMLCite \textit{J. Bao} and \textit{J. Shao}, SIAM J. Math. Anal. 48, No. 1, 725--739 (2016; Zbl 1337.60147) Full Text: DOI arXiv
Shao, Jinghai Strong solutions and strong Feller properties for regime-switching diffusion processes in an infinite state space. (English) Zbl 1321.60155 SIAM J. Control Optim. 53, No. 4, 2462-2479 (2015). MSC: 60J60 60J05 93E03 PDFBibTeX XMLCite \textit{J. Shao}, SIAM J. Control Optim. 53, No. 4, 2462--2479 (2015; Zbl 1321.60155) Full Text: DOI arXiv
Ji, Huijie; Shao, Jinghai First passage probabilities of one-dimensional diffusion processes. (English) Zbl 1322.60163 Front. Math. China 10, No. 4, 901-916 (2015). MSC: 60J60 60J10 60J65 60J75 60J70 PDFBibTeX XMLCite \textit{H. Ji} and \textit{J. Shao}, Front. Math. China 10, No. 4, 901--916 (2015; Zbl 1322.60163) Full Text: DOI
Shao, Jinghai Ergodicity of regime-switching diffusions in Wasserstein distances. (English) Zbl 1322.60165 Stochastic Processes Appl. 125, No. 2, 739-758 (2015). MSC: 60J60 60J27 PDFBibTeX XMLCite \textit{J. Shao}, Stochastic Processes Appl. 125, No. 2, 739--758 (2015; Zbl 1322.60165) Full Text: DOI arXiv
Shao, Jinghai; Yuan, Chenggui Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. (English) Zbl 1322.60096 J. Math. Anal. Appl. 425, No. 2, 632-654 (2015). MSC: 60H10 60H07 60J75 60J60 PDFBibTeX XMLCite \textit{J. Shao} and \textit{C. Yuan}, J. Math. Anal. Appl. 425, No. 2, 632--654 (2015; Zbl 1322.60096) Full Text: DOI