| Publication | Date of Publication | Type |
|---|
| Averaging principle for two time-scale regime-switching processes | 2024-04-10 | Paper |
| Stability and mean growth rate of stochastic Solow model driven by jump-diffusion process | 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 | 2023-06-22 | Paper |
| Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching | 2023-06-19 | Paper |
| Wellposedness of conditional McKean-Vlasov equations with singular drifts and regime-switching | 2023-04-18 | Paper |
| Propagation of chaos and conditional McKean-Vlasov SDEs with regime-switching | 2023-03-14 | Paper |
| Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions} | 2023-03-06 | Paper |
| Invariant probability measures for path-dependent random diffusions | 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 | 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 | 2021-12-13 | Paper |
| Optimal stopping problem for jump-diffusion processes with regime-switching | 2021-11-19 | Paper |
| Optimal Markovian coupling and exponential convergence rate for the TCP process | 2021-05-11 | Paper |
| Continuous dependence for stochastic functional differential equations with state-dependent regime-switching on initial values | 2021-05-11 | Paper |
| Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching | 2021-03-11 | Paper |
| Heavy tail and light tail of Cox-Ingersoll-Ross processes with regime-switching | 2020-09-01 | Paper |
| Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching | 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 | 2020-01-20 | Paper |
| Stability of regime-switching processes under perturbation of transition rate matrices | 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 | 2019-04-23 | Paper |
| The existence of geodesics in Wasserstein spaces over path groups and loop groups | 2018-12-28 | Paper |
| Ergodicity and first passage probability of regime-switching geometric Brownian motions | 2018-11-15 | Paper |
| Invariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching Diffusions | 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 | 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 | 2017-03-17 | Paper |
| Approximation of invariant measures for regime-switching diffusions | 2016-05-13 | Paper |
| Permanence and Extinction of Regime-Switching Predator-Prey Models | 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 | 2015-08-20 | Paper |
| Criteria for transience and recurrence of regime-switching diffusion processes | 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 | 2015-07-21 | Paper |
| Strong ergodicity of the regime-switching diffusion processes | 2015-06-19 | Paper |
| Stability and Recurrence of Regime-Switching Diffusion Processes | 2015-03-27 | Paper |
| Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes | 2015-01-30 | Paper |
| Ergodicity of regime-switching diffusions in Wasserstein distances | 2015-01-30 | Paper |
| Ergodicity of one-dimensional regime-switching diffusion processes | 2015-01-22 | Paper |
| Successful couplings for diffusion processes with state-dependent switching | 2014-03-21 | Paper |
| Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients | 2014-01-15 | Paper |
| Harnack inequalities and heat kernel estimates for SDEs with singular drifts | 2013-12-13 | Paper |
| Estimates of the Exit Probability for Two Correlated Brownian Motions | 2013-04-11 | Paper |
| Measure-valued continuous curves and processes in total variation norm | 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 | 2011-11-11 | Paper |
| Fokker-Planck equation with respect to heat measures on loop groups | 2011-11-11 | Paper |
| A new probability measure-valued stochastic process with Ferguson-Dirichlet process as reversible measure | 2011-09-09 | Paper |
| Harnack and HWI inequalities on infinite-dimensional spaces | 2011-06-24 | Paper |
| Transportation cost inequalities for Wasserstein diffusions | 2011-06-22 | Paper |
| Wasserstein space over the Wiener space | 2010-02-09 | Paper |
| Modified logarithmic Sobolev inequalities and transportation cost inequalities in \(\mathbb R^{n}\) | 2009-08-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5433033 | 2007-12-18 | Paper |
| Optimal transport maps for Monge-Kantorovich problem on loop groups | 2007-07-16 | Paper |
| Hamilton-Jacobi semi-groups in infinite dimensional spaces | 2007-06-29 | Paper |
| Riemannian distance, Rademacher theorem and transportation cost inequality on loop groups. | 2005-10-26 | Paper |
| Transportation cost inequalities on path and loop groups | 2005-02-22 | Paper |
