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, Jinghai; Wei, Dong Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching. (English) Zbl 1514.60108 Front. Math. China 17, No. 4, 731-746 (2022). Reviewer: Rózsa Horváth-Bokor (Budakalász) MSC: 60K35 60B05 60B10 PDFBibTeX XMLCite \textit{J. Shao} and \textit{D. Wei}, Front. Math. China 17, No. 4, 731--746 (2022; Zbl 1514.60108) Full Text: DOI
Shao, J.; Wang, S. Harnack inequality and long time asymptotics of unbounded additive functionals of regime-switching diffusion processes. (English) Zbl 1485.60075 Potential Anal. 56, No. 3, 549-570 (2022). MSC: 60J60 60F10 60J55 60K37 60J10 PDFBibTeX XMLCite \textit{J. Shao} and \textit{S. Wang}, Potential Anal. 56, No. 3, 549--570 (2022; Zbl 1485.60075) Full Text: DOI
Shao, Jinghai; Tian, Taoran Optimal stopping problem for jump-diffusion processes with regime-switching. (English) Zbl 1489.60065 Nonlinear Anal., Hybrid Syst. 41, Article ID 101029, 15 p. (2021). MSC: 60G40 60J60 49K30 60J27 PDFBibTeX XMLCite \textit{J. Shao} and \textit{T. Tian}, Nonlinear Anal., Hybrid Syst. 41, Article ID 101029, 15 p. (2021; Zbl 1489.60065) Full Text: DOI
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
Bao, Jian Hai; Shao, Jing Hai Optimal Markovian coupling and exponential convergence rate for the TCP process. (English) Zbl 1480.60212 Acta Math. Sin., Engl. Ser. 37, No. 3, 378-388 (2021). MSC: 60J25 60K30 PDFBibTeX XMLCite \textit{J. H. Bao} and \textit{J. H. Shao}, Acta Math. Sin., Engl. Ser. 37, No. 3, 378--388 (2021; Zbl 1480.60212) Full Text: DOI
Hou, Tongtong; Shao, Jinghai Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching. (English) Zbl 1459.60161 Sci. China, Math. 63, No. 6, 1169-1180 (2020). MSC: 60J60 60H30 PDFBibTeX XMLCite \textit{T. Hou} and \textit{J. Shao}, Sci. China, Math. 63, No. 6, 1169--1180 (2020; Zbl 1459.60161) Full Text: DOI arXiv
Liao, Zhongwei; Shao, Jinghai Long-time behavior of Lévy-driven Ornstein-Uhlenbeck processes with regime switching. (English) Zbl 1434.60238 J. Appl. Probab. 57, No. 1, 266-279 (2020). MSC: 60J76 60K37 60J60 PDFBibTeX XMLCite \textit{Z. Liao} and \textit{J. Shao}, J. Appl. Probab. 57, No. 1, 266--279 (2020; Zbl 1434.60238) Full Text: DOI arXiv
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; Xi, Fubao Stabilization of regime-switching processes by feedback control based on discrete time observations. II: State-dependent case. (English) Zbl 1411.60088 SIAM J. Control Optim. 57, No. 2, 1413-1439 (2019). MSC: 60H10 93D15 60J10 PDFBibTeX XMLCite \textit{J. Shao} and \textit{F. Xi}, SIAM J. Control Optim. 57, No. 2, 1413--1439 (2019; Zbl 1411.60088) Full Text: DOI arXiv
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; Yuan, Chenggui Approximation of invariant measures for regime-switching diffusions. (English) Zbl 1342.60087 Potential Anal. 44, No. 4, 707-727 (2016). Reviewer: Max Fathi (Berkeley) MSC: 60H10 60J60 60H35 60J27 65C30 PDFBibTeX XMLCite \textit{J. Bao} et al., Potential Anal. 44, No. 4, 707--727 (2016; Zbl 1342.60087) Full Text: DOI arXiv
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
Shao, Jinghai Harnack inequalities and heat kernel estimates for SDEs with singular drifts. (English) Zbl 1285.60059 Bull. Sci. Math. 137, No. 5, 589-601 (2013). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{J. Shao}, Bull. Sci. Math. 137, No. 5, 589--601 (2013; Zbl 1285.60059) Full Text: DOI
Shao, Jinghai Measure-valued continuous curves and processes in total variation norm. (English) Zbl 1259.60104 J. Math. Anal. Appl. 392, No. 2, 179-191 (2012). Reviewer: Isamu Dôku (Saitama) MSC: 60J80 60G57 60G17 PDFBibTeX XMLCite \textit{J. Shao}, J. Math. Anal. Appl. 392, No. 2, 179--191 (2012; Zbl 1259.60104) Full Text: DOI
Shao, Jinghai Transportation cost inequalities for Wasserstein diffusions. (English) Zbl 1221.60118 Bull. Sci. Math. 135, No. 4, 383-394 (2011). MSC: 60J68 60J35 28A33 58J65 47D07 PDFBibTeX XMLCite \textit{J. Shao}, Bull. Sci. Math. 135, No. 4, 383--394 (2011; Zbl 1221.60118) Full Text: DOI