Person:162008: Difference between revisions

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Person:162008
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m AuthorDisambiguator moved page Luo, Jiaowan to Luo, Jiaowan: Duplicate
 
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Latest revision as of 14:22, 6 December 2023

Available identifiers

zbMath Open luo.jiaowanMaRDI QIDQ162008

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q58732782023-02-09Paper
https://portal.mardi4nfdi.de/entity/Q58736472023-02-09Paper
https://portal.mardi4nfdi.de/entity/Q50982672022-09-01Paper
Stationary distribution and extinction of SIR model with nonlinear incident rate under Markovian switching2022-06-29Paper
Stability of hybrid stochastic functional differential equations2019-11-25Paper
Viability for stochastic functional differential equations in Hilbert spaces driven by fractional Brownian motion2019-11-22Paper
Stochastic invariance for neutral functional differential equation with non-Lipschitz coefficients2019-07-30Paper
Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fBm with Hurst parameter less than 1/22019-03-14Paper
Stochastic differential equations driven by fractional Brownian motion2019-02-20Paper
The existence, uniqueness, and controllability of neutral stochastic delay partial differential equations driven by standard Brownian motion and fractional Brownian motion2019-02-20Paper
Global attracting set and exponential decay of second-order neutral stochastic functional differential equations driven by fBm2018-12-05Paper
https://portal.mardi4nfdi.de/entity/Q46877482018-10-22Paper
https://portal.mardi4nfdi.de/entity/Q46877702018-10-22Paper
Invariance of closed convex sets for stochastic functional differential equations2018-10-02Paper
Assessing the efficiency of \textit{Wolbachia} driven \textit{Aedes} mosquito suppression by delay differential equations2018-07-05Paper
Modified Euler approximation of stochastic differential equation driven by Brownian motion and fractional Brownian motion2017-10-10Paper
Stochastic Stability of Ito Differential Equations With Semi-Markovian Jump Parameters2017-07-27Paper
lected Forward-backward Stochastic Differential Equations With Discontinuous Monotone Coefficients2017-05-17Paper
Neutral stochastic differential equations driven by Brownian motion and fractional Brownian motion in a Hilbert space2016-11-25Paper
Fixed points and exponential stability of stochastic functional partial differential equations driven by fractional Brownian motion2016-09-09Paper
Stochastic delay evolution equations driven by sub-fractional Brownian motion2016-09-02Paper
https://portal.mardi4nfdi.de/entity/Q34615612016-01-15Paper
Transportation inequalities for stochastic delay evolution equations driven by fractional Brownian motion2015-11-19Paper
Barrier Reflected Backward Doubly Stochastic Differential Equations WithDiscontinuous Generators2015-10-28Paper
https://portal.mardi4nfdi.de/entity/Q51716002015-02-11Paper
Harnack inequalities and applications for functional SDEs driven by fractional Brownian motion2015-01-22Paper
https://portal.mardi4nfdi.de/entity/Q29235162014-11-03Paper
Neutral Functional Partial Differential Equations Driven by Fractional Brownian Motion with Non-Lipschitz Coefficients2014-11-03Paper
On almost periodic mild solutions for neutral stochastic evolution equations with infinite delay2014-10-01Paper
https://portal.mardi4nfdi.de/entity/Q51675912014-06-30Paper
https://portal.mardi4nfdi.de/entity/Q53989172014-02-28Paper
Reflected backward doubly stochastic differential equations with discontinuous coefficients2013-03-28Paper
Large deviations for stochastic differential delay equations2013-03-01Paper
Stability property and essential spectrum of linear retarded functional differential equations2013-02-21Paper
Mean-field reflected backward stochastic differential equations2012-10-17Paper
https://portal.mardi4nfdi.de/entity/Q29166742012-10-05Paper
One barrier reflected backward doubly stochastic differential equations with discontinuous monotone coefficients2012-09-21Paper
Exponentially Stable Stationary Solutions for Delay Stochastic Evolution Equations2012-09-07Paper
Asymptotic stability of differential equations with several delays2011-12-19Paper
Comparison principle and stability criteria for stochastic differential delay equations with Markovian switching2011-07-21Paper
https://portal.mardi4nfdi.de/entity/Q30174392011-07-19Paper
https://portal.mardi4nfdi.de/entity/Q30174452011-07-19Paper
Stability of an integro-differential equation2010-05-16Paper
Fixed points and exponential stability for stochastic Volterra-Levin equations2010-04-27Paper
https://portal.mardi4nfdi.de/entity/Q34066722010-02-19Paper
Fixed Points and Stability of Stochastic Neutral Partial Differential Equations with Infinite Delays2009-12-11Paper
Stochastically bounded solutions and stationary solutions of stochastic differential equations in Hilbert spaces2009-11-13Paper
https://portal.mardi4nfdi.de/entity/Q36413212009-11-11Paper
THE EXISTENCE AND ASYMPTOTIC BEHAVIOUR OF MILD SOLUTIONS TO STOCHASTIC EVOLUTION EQUATIONS WITH INFINITE DELAYS DRIVEN BY POISSON JUMPS2009-07-22Paper
Asymptotic stability of impulsive stochastic partial differential equations with infinite delays2009-06-10Paper
Exponential stability for stochastic neutral partial functional differential equations2009-05-19Paper
Asymptotic stability of nonlinear impulsive stochastic differential equations2009-05-12Paper
THE EXISTENCE AND UNIQUENESS FOR NON-LIPSCHITZ STOCHASTIC NEUTRAL DELAY EVOLUTION EQUATIONS DRIVEN BY POISSON JUMPS2009-04-28Paper
Moment decay rates of infinite dimensional stochastic evolution equations with memory and Markovian jumps2009-03-09Paper
Doubly perturbed jump-diffusion processes2009-01-15Paper
Stability of stochastic partial differential equations with infinite delays2008-11-18Paper
Stability in functional differential equations established using fixed point theory2008-09-10Paper
Stability of infinite dimensional stochastic evolution equations with memory and Markovian jumps2008-04-28Paper
Fixed points and exponential stability of mild solutions of stochastic partial differential equations with delays2008-04-15Paper
Stochastic comparison of solutions of stochastic functional differential equations2008-03-11Paper
Fixed points and stability in neutral differential equations with variable delays2008-01-23Paper
Stability in Probability of Nonlinear Stochastic Volterra Difference Equations with Continuous Variable2007-12-12Paper
https://portal.mardi4nfdi.de/entity/Q35940882007-08-07Paper
Fixed points and stability of neutral stochastic delay differential equations2007-07-09Paper
Stability of invariant sets of Itô stochastic differential equations with Markovian switching2007-03-19Paper
https://portal.mardi4nfdi.de/entity/Q34194762007-02-06Paper
A note on exponential stability in \(p\)th mean of solutions of stochastic delay differential equations2006-10-30Paper
Upper and lower bounds for the solutions of Markov renewal equations2006-10-27Paper
Stochastically bounded solutions of a nonlinear stochastic differential equation2006-08-14Paper
Comparison principle and stability of Itô stochastic differential delay equations with Poisson jump and Markovian switching2006-01-10Paper
https://portal.mardi4nfdi.de/entity/Q57010332005-11-02Paper
Asymptotic behavior of solutions of second order quasilinear differential equations with delay depending on the unknown function2005-10-26Paper
Shock model in Markovian environment2005-06-01Paper
Stochastic stability of linear systems with semi-Markovian jump parameters2005-04-29Paper
https://portal.mardi4nfdi.de/entity/Q46507592005-02-18Paper
https://portal.mardi4nfdi.de/entity/Q31595452005-02-16Paper
Oscillation of the solutions of impulsive hyperbolic equations with delay2004-10-21Paper
Second-order quasilinear oscillation with impulses2004-08-06Paper
Asymptotic behavior of solutions of forced nonlinear neutral delay differential equations with impulses.2004-06-22Paper
Oscillation of second order quasilinear delay differential equations with impulses2004-05-18Paper
https://portal.mardi4nfdi.de/entity/Q27677542004-01-13Paper
Oscillation criteria for second-order quasilinear functional differential equations.2003-12-14Paper
https://portal.mardi4nfdi.de/entity/Q47095052003-10-13Paper
Transient Distribution of the Length ofGI/G/NQueueing Systems2003-04-28Paper
Oscillation and linearized oscillation of a logistic equation with several delays2003-01-28Paper
Oscillation of hyperbolic partial differential equations with impulses2003-01-28Paper
https://portal.mardi4nfdi.de/entity/Q47915502003-01-28Paper
https://portal.mardi4nfdi.de/entity/Q31540972002-11-14Paper
https://portal.mardi4nfdi.de/entity/Q47784282002-11-14Paper
https://portal.mardi4nfdi.de/entity/Q27486262002-11-10Paper
https://portal.mardi4nfdi.de/entity/Q27200272002-10-21Paper
Asymptotic behavior and oscillations of second-order difference equations with delay depending on the unknown function2002-09-27Paper
https://portal.mardi4nfdi.de/entity/Q27728872002-09-27Paper
https://portal.mardi4nfdi.de/entity/Q45490542002-08-27Paper
Oscillation criteria for second-order quasi-linear neutral difference equations2002-08-15Paper
Oscillatory and asymptotic behavior of second-order neutral difference equations with maxima2002-04-29Paper
ASYMPTOTIC BEHAVIOR OF SOLUTIONS OF SECOND ORDER NEUTRAL DIFFERENCE EQUATIONS WITH “MAXIMA”2002-04-17Paper
https://portal.mardi4nfdi.de/entity/Q45215662002-02-19Paper
Asymptotic behavior of forced nonlinear delay differential equations with impulses2001-10-30Paper
Oscillation for nonlinear delay differential equations with impulses2001-10-30Paper
https://portal.mardi4nfdi.de/entity/Q45196602001-04-10Paper
https://portal.mardi4nfdi.de/entity/Q49521102000-12-05Paper
https://portal.mardi4nfdi.de/entity/Q45143192000-11-14Paper
https://portal.mardi4nfdi.de/entity/Q45143792000-11-14Paper
https://portal.mardi4nfdi.de/entity/Q45144162000-11-14Paper
Oscillations of second-order nonlinear ordinary differential equations with impulses2000-09-04Paper
https://portal.mardi4nfdi.de/entity/Q44879732000-06-25Paper
https://portal.mardi4nfdi.de/entity/Q42450212000-06-21Paper
On the perturbational global attractivity of nonautonomous delay differential equations2000-04-10Paper
https://portal.mardi4nfdi.de/entity/Q38363602000-02-07Paper
https://portal.mardi4nfdi.de/entity/Q42535921999-08-10Paper
https://portal.mardi4nfdi.de/entity/Q42245041999-08-05Paper
https://portal.mardi4nfdi.de/entity/Q42322631999-07-20Paper
https://portal.mardi4nfdi.de/entity/Q43886391998-10-25Paper
https://portal.mardi4nfdi.de/entity/Q43840781998-10-06Paper
https://portal.mardi4nfdi.de/entity/Q43331931997-07-01Paper

Research outcomes over time

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