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Works (9)

Comparison theorem and stability under perturbation of transition rate matrices for regime-switching processes

Journal of Applied Probability
2024-06 | Journal article
Contributors: Jinghai Shao
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Crossref

From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes

SIAM Journal on Control and Optimization
2023-06-30 | Journal article
Contributors: Jinghai Shao; Taoran Tian
Source: check_circle
Crossref

Wellposedness of Viscosity Solutions to Weakly Coupled HJB Equations Under Hölder continuous conditions

Applied Mathematics & Optimization
2023-04 | Journal article
Contributors: Jianrui Li; Jinghai Shao
Source: check_circle
Crossref

Optimal Singular Control Problem in Infinite Horizon for Stochastic Processes with Regime-Switching

SIAM Journal on Control and Optimization
2021-01 | Journal article
Contributors: Qian Feng; Jinghai Shao
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Crossref

Asymptotic behavior of SIRS models in state-dependent random environments

Nonlinear Analysis: Hybrid Systems
2020-11 | Journal article
Contributors: Jianhai Bao; Jinghai Shao
Source: check_circle
Crossref

Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching

Journal of Applied Probability
2020-03 | Journal article
Contributors: Zhongwei Liao; Jinghai Shao
Source: check_circle
Crossref

Stability of regime-switching processes under perturbation of transition rate matrices

Nonlinear Analysis: Hybrid Systems
2019-08 | Journal article
Contributors: Jinghai Shao; Chenggui Yuan
Source: check_circle
Crossref

The existence of geodesics in Wasserstein spaces over path groups and loop groups

Stochastic Processes and their Applications
2019-01 | Journal article
Contributors: Jinghai Shao
Source: check_circle
Crossref

Ergodicity of regime-switching diffusions in Wasserstein distances

Stochastic Processes and their Applications
2015-02 | Journal article
Contributors: Jinghai Shao
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Crossref

Peer review (4 reviews for 4 publications/grants)

Review activity for Extremes. (1)
Review activity for Numerical algorithms. (1)
Review activity for Potential analysis. (1)
Review activity for Systems & control letters. (1)