On an Ergodic Two-Sided Singular Control Problem, Applied Mathematics and Optimization, 86 (2022), no.2, Paper No.26, 34pp (with Khwanchai Kunwai, George Yin and Chao Zhu).
The averaging method for doubly perturbed distribution Dependent SDEs, Statistics and Probability Letters, 189 (2022), 109588, 8pp (with Xiaocui Ma and Haitao Yue).
The tail behavior of jump-diffusion Cox-Ingersoll-Ross processes with regime-switching, Statistics and Probability Letters, 181 (2022), Paper No.109271, 8pp (with Huijie Ji).
Exponential ergodicity for regime-switching diffusion processes in total variation norm, Discrete and Continuous Dynamical Systems-Series B, 27 (2022), no.10, 6125-6146 (with Jun Li).
Least squares estimation for distribution-dependent stochastic differential delay equations, Communications on Pure and Applied Analysis, 21 (2022), 1505-1536 (with Yanyan Hu and Min Zhu).
Convergence, Boundedness and Ergodicity of Regime-Switching Diffusion Processes with Infinite Memory, Frontiers of Mathematics in China, 16:2 (2021), 499–523 (with Jun Li).
On Strong Feller Property, Exponential Ergodicity and Large Deviations Principle for Stochastic Damping Hamiltonian Systems with State-Dependent Switching. Journal of Differential Equations, 286 (2021), 856-891 (with Chao Zhu and Fuke Wu).
Moderate Deviations for Neutral Functional SDEs Driven by L\'{e}vy Noises, Frontiers of Mathematics in China, 15:3 (2020), 529–554 (with Xiaocui Ma and Dezhi Liu).
Stability of regime-switching jump diffusion processes. Journal of Mathematical Analysis and Applications, 484 (2020), 123727, 8pp (with Huijie Ji and Jinghai Shao).
Stationary Distribution of Stochastic Population Dynamics in State-Dependent Random Environments, Systems & Control Letters, 144(2020), 104774, 8pp (with Huijie Ji).
Large deviations for invariant measures of stochastic differential equations with jumps. Stochastics: An International Journal Of Probability And Stochastic Processes, 91 (2019), 528-552 (with Xiaocui Ma).
Jump type stochastic differential equations with non-Lipschitz coefficients: non-confluence, Feller and strong Feller properties, and exponential ergodicity. Journal of Differential Equations, 266 (2019), 4668-4711 (with Chao Zhu).
Stabilization of regime-switching processes by feedback control based on discrete time observations II: state-dependent case，SIAM Journal on Control and Optimization, 57(2), 1413-1439, 2019 (with Jinghai Shao).
On the Martingale Problem and Feller and Strong Feller Properties for Weakly Coupled Levy Type Operators. Stochastic Processes and their Applications, 128 (2018), 4277-4308 (with Chao Zhu).
On Feller and strong Feller properties and exponential ergodicity of regime-switching jump diffusion processes with countable regimes, SIAM J. Contr. Optim., 55, 2017 (with Chao Zhu).
Moderate Deviations for Neutral Stochastic Differential Delay Equations with Jumps, Statistics and Probability Letters, 126, 2017 (with Xiaocui Ma).
Stochastic Lienard equations with state-dependent switching, Acta Mathematicae Applicatae Sinica, English Series, 31, 2015 (with G. Yin).
Large deviations for empirical measures of switching diffusion processes with small parameters, Frontiers of Mathematics in China, 10, 2015 (with Xiaocui Ma).
Numerical solutions of regime-switching jump diffusions, Applied Mathematics and Computation, 244, 2014 (with Hoang Tuan Anh and G. Yin).
Stochastic Lienard Equations with Random Switching and Two-time Scales, Communications in Statistics—Theory and Methods, 43, 2014 (with G. Yin and Yousef Talafha).
Stability and recurrence of regime-switching diffusion processes, SIAM J. Contr. Optim., 52, 2014 (with Jinghai Shao).
Successful couplings for diffusion processes with state-dependent switching, Science China-Mathematics, 56, 2013 (with Jinghai Shao).
Strong ergodicity of the regime-switching diffusion processes, Stochastic Processes and Their Applications, 83, 2013 (with Jinghai Shao).
The strong Feller property of switching jump-diffusion processes, Statistics & Probability Letters, 83, 2013 (with G. Yin).
Coupling for Markovian switching jump-diffusions, Applied Mathematics-A Journal of Chinese Universities Series B, 28, 2013.
Removing logarithms in Poisson approximation to the partial sum process of a Markov chain, Stochastics-An International Journal of Probability and Stochastic Processes, 85, 2013.
Almost Sure Stability and Instability for Switching Jump Diffusion Systems with State-Dependent Switching, Journal of Mathematical Analysis and Applications, 400, 2013 (with G. Yin).
Stability of Jump Diffusions with Random Switching, 51st IEEE Conference on Decision and Control，December 10-13, 2012. Maui, Hawaii, USA (with G. Yin).
Robust Exponential Stability of Stochastically Nonlinear Jump Systems with Mixed Time Delays, Journal of Optimization Theory and Applications, 154, 2012 (with Quanxin Zhu and Xiaodi Li).
Jump-Diffusion Processes with State-Dependent Switching: Existence and Uniqueness, Feller Property, Linearization, and Uniform Ergodicity, Science China-Mathematics, 54, 2011 (with G. Yin).
Properties of mean-field models involving continuous-state-dependent random switching: nonnegative constraints, moment bounds, and two-time-scale limits, Taiwanese J. Math., 15, 2011 (with G. Yin and Guangliang Zhao).
Stability of regime-switching jump diffusions, SIAM J. Contr. Optim., 48, 2010 (with G. Yin).
Asymptotic Properties of Nonlinear Autoregressive Markov Processes with State-Dependent Switching, J. Multi. Anal., 101, 2010 (with G. Yin).
Asymptotic properties of a mean-field model a continuous-state- dependent switching, J. Appl. Probab., 46, 2009 (with G. Yin).
Asymptotic properties of jump-diffusion processes with state- dependent switching, Stoch. Proc. Appl., 119, 2009.
Ergodicity for Q-processes with Markovian switching, Chinese J. Appl. Probab. Stat. 25, 2009.
Explicit Conditions for Asymptotic Stability of Stochastic Lienard-type Equations with Markovian Switching, J. Math. Anal. Appl., 348, 2008 (with Liqin Zhao).
On the stability of jump-diffusions with Markovian switching, J. Math. Anal. Appl., 341, 2008.
Feller property and exponential ergodicity of diffusion processes with state-dependent switching, Sci. Sin. (A), 51(3), 2008.
On the Stability of Diffusion Processes with State-Dependent Switching, Sci. Sin. (A), 49(9), 2006 (with Liqin Zhao).
Stationary Solution for a Stochastic Lienard Equation with Markovian Switching, Acta Math. Scientia, 25B(1), 2005 (with Liqin Zhao).
Invariant measure for the Markov process corresponding to a PDE system, Acta Math. Sinica, English Series, 21(3), 2005.
Stability of a Random Diffusion with Nonlinear Drift, Stat. Probab. Letters, 68(3), 2004.
Weak Limits of Empirical Measures for a Family of Diffusion Processes, Acta Math. Scientia, 24B(2), 2004 (with Liqin Zhao).
Stability for a random evolution equation with Gaussian perturbation, J. Math. Anal. Appl., 272, 2002.
A linear tracking-differentiator and application to online estimation of the frequency of a sinusoidal signal under random noise perturbation, Int. J. Systems Sci., 33(50), 2002 (with Baozhu Guo and Jingqing Han).
Invariant measures for random evolution equation with small perturbations, Acta Mathematica Sinica, English Series, 17(4), 2001.
A large deviation theorem for empirical measures of a class of stochastic process, Chinese Journal of Applied Probability and Statistics, Vol.14, No.2, 1998.
Small random perturbations of one-dimensional diffusion process, Acta Mathematica Sinica, New Series, Vol.14, No.1, 1998.
