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PhD Dissertation Defense: Mr. Khwanchai Kunwai
April 9, 2021 @ 10:00 am - 11:00 am
Due to the COVID-19 Pandemic, the University has instruction to cancel all in-person events through the Spring semester to adhere to city and state orders limiting public gatherings. Events still running must now take place Online— listed events will include a link in which one may access the Online webspace:
To view Mr. Kunwai’s defense, enter his Online chatroom via Microsoft Teams— it will open at 10:00 am on Friday, April 9th, 2021
Regime-Switching Jump Diffusion Processes with Countable
Regimes: Feller, Strong Feller, Irreducibility and Exponential
Ergodicity
Mr. Khwanchai Kunwai
University of Wisconsin-Milwaukee
Dissertator
This work is devoted to the study of regime-switching jump diffusion processes in which the switching component has countably infinite regimes. Such processes can be used to model complex hybrid systems in which both structural changes, small fluctuations as well as big spikes coexist and are intertwined. Weak sufficient conditions for Feller and strong Feller properties and irreducibility for such processes are derived; which further lead to Foster-Lyapunov drift conditions for exponential ergodicity. Our results can be applied to stochastic differential equations with non-Lipschitz coefficients. Finally, an application to feedback control problems is presented.
Committee Members:
Profs. Chao Zhu, Richard Stockbridge, Suzanne Boyd, Jeb Willenbring and Wei Wei
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