Xuerong Mao

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Person:193879

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zbMath Open mao.xuerongDBLP13/355WikidataQ50541076 ScholiaQ50541076MaRDI QIDQ193879

List of research outcomes





PublicationDate of PublicationType
Collaboration and friendship with George Yin2025-01-22Paper
Razumikhin technique for stabilisation of highly nonlinear hybrid systems by bounded discrete-time state feedback control working intermittently2025-01-22Paper
Stabilization of hybrid stochastic differential equations by delay feedback control based on discrete-time observations2025-01-22Paper
Stationary distribution and extinction of an HCV transmission model with protection awareness and environmental fluctuations2025-01-03Paper
A new criterion on stability in distribution for a hybrid stochastic delay differential equation2024-09-26Paper
Adaptive control and synchronization of complex dynamical systems with various types of delays and stochastic disturbances2024-09-05Paper
Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control2024-09-05Paper
Exponential stabilisation of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations2024-09-05Paper
Generalized invariance principles for stochastic dynamical systems and their applications2024-07-21Paper
Exponential stability of highly nonlinear neutral pantograph stochastic differential equations2024-06-27Paper
Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term2024-06-17Paper
The logarithmic truncated EM method with weaker conditions2024-05-30Paper
Structured stabilisation of superlinear delay systems by bounded discrete-time state feedback control2024-05-14Paper
Stationary distribution of periodic stochastic differential equations with Markov switching2024-05-10Paper
Strong convergence of an explicit numerical approximation for \(n\)-dimensional superlinear SDEs with positive solutions2024-04-16Paper
The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients2024-04-09Paper
On the analysis of Ait-Sahalia-type model for rough volatility modelling2024-04-02Paper
Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations2024-03-04Paper
Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching2024-02-28Paper
The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients2024-02-12Paper
An explicit approximation for super-linear stochastic functional differential equations2024-02-06Paper
Advances in Discrete-State-Feedback Stabilization of Highly Nonlinear Hybrid Systems by Razumikhin Technique2024-01-25Paper
Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model2024-01-02Paper
Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations2023-12-19Paper
\textit{Wolbachia} invasion to wild mosquito population in stochastic environment2023-11-15Paper
A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control2023-10-30Paper
An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients2023-10-17Paper
Hybrid stochastic functional differential equations with infinite delay: approximations and numerics2023-10-11Paper
Stabilization in Distribution of Hybrid Systems by Intermittent Noise2023-10-06Paper
Improved delay-dependent stability of superlinear hybrid stochastic systems with general time-varying delays2023-09-21Paper
Invariance principles for G-brownian-motion-driven stochastic differential equations and their applications to G-stochastic control2023-09-15Paper
On the existence and asymptotic stability of hybrid stochastic systems with neutral term and non-differentiable time delay2023-09-04Paper
Stabilization in distribution of hybrid stochastic systems by intermittent feedback controls2023-07-18Paper
Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique2023-07-13Paper
Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations2023-07-04Paper
Stabilization and destabilization of hybrid systems by periodic stochastic controls based on Lévy noise2023-06-27Paper
Discrete-time feedback control for highly nonlinear hybrid stochastic systems with non-differentiable delays2023-06-27Paper
Stabilisation with general decay rate by delay feedback control for nonlinear neutral stochastic functional differential equations with infinite delay2023-06-20Paper
Positivity preserving truncated scheme for the stochastic Lotka-Volterra model with small moment convergence2023-05-16Paper
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables2023-04-12Paper
Stochastic stabilization of hybrid neural networks by periodically intermittent control based on discrete-time state observations2023-04-05Paper
Stabilization of Highly Nonlinear Hybrid Stochastic Differential Delay Equations with Lévy Noise by Delay Feedback Control2023-03-29Paper
Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion2023-03-06Paper
Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability2022-12-09Paper
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients2022-12-09Paper
A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion2022-12-08Paper
Stationary distribution and density function of a stochastic SVIR epidemic model2022-11-09Paper
Dynamics of an HIV/AIDS transmission model with protection awareness and fluctuations2022-10-31Paper
Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term2022-10-18Paper
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation2022-08-10Paper
Stabilisation of hybrid system with different structures by feedback control based on discrete-time state observations2022-07-26Paper
Analysis of a stochastic predator-prey system with foraging arena scheme2022-07-05Paper
Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion2022-06-24Paper
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients2022-06-20Paper
On the Analysis of a Generalised Rough Ait-Sahalia Interest Rate Model2022-05-02Paper
Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations2022-04-14Paper
Stabilization of nonlinear hybrid stochastic delay systems by feedback control based on discrete-time state and mode observations2022-03-23Paper
Stabilization in Distribution by Delay Feedback Control for Hybrid Stochastic Differential Equations2022-02-24Paper
Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition2022-02-16Paper
Multi-level Monte Carlo methods with the truncated Euler–Maruyama scheme for stochastic differential equations2022-02-10Paper
Stabilization by intermittent control for hybrid stochastic differential delay equations2022-01-06Paper
Advances in stabilization of highly nonlinear hybrid delay systems2022-01-03Paper
On exponential stability of hybrid neutral stochastic differential delay equations with different structures2021-12-13Paper
Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay2021-12-13Paper
Stabilization and destabilization of hybrid systems by periodic stochastic controls2021-11-10Paper
Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations2021-09-02Paper
The truncated EM method for stochastic differential delay equations with variable delay2021-08-09Paper
A stochastic differential equation SIS epidemic model with regime switching2021-06-18Paper
Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model2021-06-03Paper
Asymptotic stabilization of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations2021-05-05Paper
STABILITY ANALYSIS OF HIGHLY NONLINEAR HYBRID MULTIPLE-DELAY STOCHASTIC DIFFERENTIAL EQUATIONS2021-04-16Paper
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability2021-03-16Paper
Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients2021-02-03Paper
Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations2020-10-29Paper
Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations2020-10-07Paper
Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay2020-09-14Paper
Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay2020-06-04Paper
Advances in the truncated Euler-Maruyama method for stochastic differential delay equations2020-04-29Paper
Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations2020-04-22Paper
Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations2020-04-07Paper
Stochastic prey-predator system with foraging arena scheme2020-03-27Paper
Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control2020-03-11Paper
A stochastic differential equation SIS epidemic model with two correlated Brownian motions2020-02-18Paper
Stochastic delay foraging arena predator–prey system with Markov switching2020-02-17Paper
The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise2020-01-30Paper
Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control2020-01-20Paper
Delay Feedback Control for Switching Diffusion Systems Based on Discrete Time Observations2020-01-13Paper
Advances in the LaSalle-type theorems for stochastic functional differential equations with infinite delay2019-12-05Paper
The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients2019-11-05Paper
Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching2019-10-18Paper
Stability in distribution of stochastic functional differential equations2019-10-14Paper
Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method2019-10-01Paper
Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations2019-08-28Paper
The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients2019-08-28Paper
Robust quantised control of hybrid stochastic systems based on discrete-time state and mode observations2019-08-26Paper
Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function2019-08-21Paper
Approximate solutions of hybrid stochastic pantograph equations with Levy jumps2019-08-16Paper
The truncated EM method for stochastic differential equations with Poisson jumps2019-06-20Paper
A stochastic differential equation SIS epidemic model with two independent Brownian motions2019-05-10Paper
Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay2019-05-09Paper
Generalized criteria on delay‐dependent stability of highly nonlinear hybrid stochastic systems2019-03-27Paper
Mean percentage of returns for stock market linked savings accounts2019-03-19Paper
The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps2019-03-18Paper
Stability of highly nonlinear hybrid stochastic integro-differential delay equations2019-03-06Paper
Approximate solutions for a class of doubly perturbed stochastic differential equations2019-01-17Paper
Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation2019-01-11Paper
Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition2018-12-04Paper
An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure2018-10-17Paper
Stability Analysis for Continuous-Time Switched Systems With Stochastic Switching Signals2018-09-18Paper
Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps2018-09-03Paper
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation2018-08-31Paper
Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients2018-08-21Paper
Structured Robust Stability and Boundedness of Nonlinear Hybrid Delay Systems2018-07-18Paper
Stability of highly nonlinear neutral stochastic differential delay equations2018-06-27Paper
The truncated Euler-Maruyama method for stochastic differential delay equations2018-06-25Paper
On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions2018-06-21Paper
Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique2018-06-20Paper
Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps2018-06-19Paper
https://portal.mardi4nfdi.de/entity/Q46407362018-05-25Paper
A note on the partially truncated Euler-Maruyama method2018-05-11Paper
Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations2018-05-04Paper
The truncated Milstein method for stochastic differential equations with commutative noise2018-04-16Paper
Hopf bifurcation control for a class of delay differential systems with discrete-time delayed feedback controller2018-01-15Paper
Stabilization of Hybrid Systems by Feedback Control Based on Discrete‐Time State and Mode Observations2018-01-05Paper
Almost sure exponential stability of hybrid stochastic functional differential equations2017-11-28Paper
Delay-Dependent <formula formulatype="inline"><tex>$H_{\infty }$</tex> </formula> Control and Filtering for Uncertain Markovian Jump Systems With Time-Varying Delays2017-11-20Paper
On pth moment stabilization of hybrid systems by discrete-time feedback control2017-11-02Paper
Robust stabilization of hybrid uncertain stochastic systems by discrete‐time feedback control2017-11-02Paper
Delay dependent stability of highly nonlinear hybrid stochastic systems2017-10-11Paper
Robust Stability and Boundedness of Nonlinear Hybrid Stochastic Differential Delay Equations2017-09-08Paper
On Exponential Almost Sure Stability of Random Jump Systems2017-09-08Paper
On Almost Sure Stability of Hybrid Stochastic Systems With Mode-Dependent Interval Delays2017-08-25Paper
Stability of Singular Stochastic Systems With Markovian Switching2017-08-25Paper
Stabilization and Destabilization of Nonlinear Differential Equations by Noise2017-08-08Paper
Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems2017-08-08Paper
Correction to: "Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems" [Jan 09 147-152]2017-08-08Paper
On Input-to-State Stability of Stochastic Retarded Systems With Markovian Switching2017-08-08Paper
Numerical approximation of invariant measures for hybrid diffusion systems2017-07-12Paper
Exponential stability of stochastic delay interval systems with Markovian switching2017-06-20Paper
Stability Analysis of Continuous-Time Switched Systems With a Random Switching Signal2017-05-16Paper
Almost Sure Exponential Stabilization by Discrete-Time Stochastic Feedback Control2017-05-03Paper
The partially truncated Euler-Maruyama method and its stability and boundedness2017-02-24Paper
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations2017-02-17Paper
Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching2016-11-24Paper
A stochastic differential equation model for the spread of HIV amongst people who inject drugs2016-11-09Paper
Stationary distribution of stochastic SIRS epidemic model with standard incidence2016-09-30Paper
On the averaging principle for stochastic delay differential equations with jumps2016-09-02Paper
https://portal.mardi4nfdi.de/entity/Q29906492016-08-10Paper
Almost Sure Exponential Stability of Stochastic Differential Delay Equations2016-07-29Paper
Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay2016-05-20Paper
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps2016-03-03Paper
Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations2016-01-25Paper
https://portal.mardi4nfdi.de/entity/Q34614922016-01-15Paper
https://portal.mardi4nfdi.de/entity/Q34629592016-01-15Paper
https://portal.mardi4nfdi.de/entity/Q34629602016-01-15Paper
Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations2015-12-21Paper
Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations2015-11-05Paper
Demographic stochasticity in the SDE SIS epidemic model2015-10-01Paper
Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations2015-09-16Paper
The truncated Euler-Maruyama method for stochastic differential equations2015-08-19Paper
Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control2015-06-25Paper
Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations2015-06-02Paper
The threshold of a stochastic SIRS epidemic model in a population with varying size2015-03-10Paper
Stochastic dynamics of SIRS epidemic models with random perturbation2015-02-03Paper
Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations2014-10-27Paper
Numerical stationary distribution and its convergence for nonlinear stochastic differential equations2014-10-07Paper
Mean square polynomial stability of numerical solutions to a class of stochastic differential equations2014-07-15Paper
Asymptotic moment boundedness of the numerical solutions of stochastic differential equations2014-06-06Paper
Parameter estimation for the stochastic SIS epidemic model2014-05-23Paper
Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients2014-04-25Paper
Delay geometric Brownian motion in financial option valuation2014-04-25Paper
Almost sure exponential stabilisation of stochastic systems by state-feedback control2014-03-19Paper
A NOTE ON EXPONENTIAL ALMOST SURE STABILITY OF STOCHASTIC DIFFERENTIAL EQUATION2014-02-28Paper
Mean Exit Times and the Multilevel Monte Carlo Method2014-02-25Paper
The Hitting Times of A Stochastic Epidemic Model2014-02-16Paper
Khasminskii-type theorems for stochastic functional differential equations2013-11-12Paper
Convergence, nonnegativity and stability of a new Milstein scheme with applications to finance2013-11-12Paper
On the Existence and Uniqueness of Solutions of Stochastic Equations of Neutral Type2013-10-09Paper
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes2013-09-19Paper
A systematic derivation of stochastic Taylor methods for stochastic delay differential equations2013-08-28Paper
The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model2013-07-25Paper
Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations2013-06-06Paper
Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations2013-04-19Paper
Extinction and recurrence of multi-group SEIR epidemic models with stochastic perturbations2013-03-06Paper
Stochastic stabilization of hybrid differential equations2013-03-01Paper
A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching2013-03-01Paper
Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients2012-11-09Paper
Lyapunov exponents of hybrid stochastic heat equations2012-09-14Paper
The Improved LaSalle-Type Theorems for Stochastic Differential Delay Equations2012-08-27Paper
The SIS epidemic model with Markovian switching2012-08-01Paper
A Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay2012-06-01Paper
STABILITY OF SINGULAR JUMP-LINEAR SYSTEMS WITH A LARGE STATE SPACE: A TWO-TIME-SCALE APPROACH2012-05-11Paper
Convergence rate of numerical solutions to SFDEs with jumps2011-11-10Paper
Competitive Lotka-Volterra population dynamics with jumps2011-10-17Paper
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model2011-08-02Paper
Stationary distribution of stochastic population systems2011-06-27Paper
Hybrid simulation of autoregulation within transcription and translation2011-05-04Paper
On the Almost Sure Running Maxima of Solutions of Affine Stochastic Functional Differential Equations2011-03-25Paper
Stability of stochastic delay hybrid systems with jumps2011-03-09Paper
Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions2011-03-08Paper
Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching2011-02-09Paper
Stochastic suppression and stabilization of functional differential equations2011-01-12Paper
Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions2011-01-10Paper
SMC design for robust \(H^{\infty}\) control of uncertain stochastic delay systems2010-07-13Paper
Delay-dependent robust stability of stochastic delay systems with Markovian switching2010-07-08Paper
Almost sure exponential stability of numerical solutions for stochastic delay differential equations2010-07-02Paper
https://portal.mardi4nfdi.de/entity/Q35595702010-05-06Paper
Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff2010-04-22Paper
Noise expresses exponential growth under regime switching2010-04-13Paper
Switching and Diffusion Models for Gene Regulation Networks2010-03-30Paper
Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations2010-02-16Paper
Population dynamical behavior of Lotka-Volterra system under regime switching2009-09-29Paper
https://portal.mardi4nfdi.de/entity/Q33989552009-09-29Paper
Generalized Stochastic Delay Lotka–Volterra Systems2009-09-18Paper
Mathematical modelling of internal HIV dynamics2009-09-16Paper
Numerical Solutions of Neutral Stochastic Functional Differential Equations2009-08-20Paper
The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions2009-08-07Paper
Stochastic population dynamics under regime switching. II2009-06-10Paper
Noise suppresses exponential growth under regime switching2009-06-10Paper
Robust delayed-state-feedback stabilization of uncertain stochastic systems2009-06-10Paper
https://portal.mardi4nfdi.de/entity/Q36317162009-06-10Paper
Population dynamical behavior of non-autonomous Lotka-Volterra competitive system with random perturbation2009-05-29Paper
Stochastic hybrid delay population dynamics: Well-posed models and extinction2009-03-03Paper
Positivity and stabilisation for nonlinear stochastic delay differential equations2009-03-03Paper
https://portal.mardi4nfdi.de/entity/Q35970032009-02-09Paper
Geometric Brownian motion with delay: mean square characterisation2009-02-05Paper
Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump2009-01-14Paper
Stabilisation of hybrid stochastic differential equations by delay feedback control2008-12-02Paper
A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations2008-10-06Paper
The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications2008-08-19Paper
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching2008-08-15Paper
A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations2008-04-29Paper
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations2008-04-22Paper
Theory and application of stability for stochastic reaction diffusion systems2008-04-15Paper
A stochastic model for internal HIV dynamics2008-03-31Paper
https://portal.mardi4nfdi.de/entity/Q54464832008-03-06Paper
https://portal.mardi4nfdi.de/entity/Q54438842008-02-22Paper
Noise suppresses or expresses exponential growth2008-02-21Paper
Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations2008-02-06Paper
https://portal.mardi4nfdi.de/entity/Q54404862008-02-05Paper
Comparison theorem of one-dimensional stochastic hybrid delay systems2008-01-08Paper
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations2008-01-04Paper
https://portal.mardi4nfdi.de/entity/Q54297352007-12-04Paper
Stochastic population dynamics under regime switching2007-07-09Paper
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions2007-06-14Paper
Hybrid Systems: Computation and Control2007-05-02Paper
On stochastic stabilization of difference equations2007-04-05Paper
Stabilization and destabilization of hybrid systems of stochastic differential equations2007-02-26Paper
Algebraic conditions of stability for Hopfield neural network2007-02-20Paper
Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales2007-02-15Paper
Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations2007-01-22Paper
A stochastic model of AIDS and condom use2006-12-07Paper
Nonnormality and stochastic differential equations2006-10-31Paper
Stochastic Differential Equations with Markovian Switching2006-10-23Paper
Stochastic stabilisation of functional differential equations2006-09-25Paper
Mean square stability of stochastic Volterra integro-differential equations2006-09-25Paper
Stability in distribution of stochastic differential delay equations with Markovian switching2006-09-21Paper
Razumikhin method and exponential stability of hybrid stochastic delay interval systems2005-12-22Paper
Asymptotic stability in distribution of stochastic differential equations with Markovian switching.2005-11-29Paper
On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations2005-11-15Paper
On a Boundary Value Problem in the Filtering Theory for Discrete Volterra Equations2005-10-18Paper
Khasminskii-Type Theorems for Stochastic Differential Delay Equations2005-10-18Paper
DELAY POPULATION DYNAMICS AND ENVIRONMENTAL NOISE2005-09-30Paper
https://portal.mardi4nfdi.de/entity/Q46773162005-05-20Paper
Stochastic differential delay equations of population dynamics2005-04-18Paper
Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence2005-03-21Paper
Environmental Brownian noise suppresses explosions in population dynamics.2005-02-25Paper
Numerical method for stationary distribution of stochastic differential equations with Markovian switching2005-02-23Paper
Stability in Distribution of Numerical Solutions for Stochastic Differential Equations2005-01-20Paper
Numerical Solutions of Stochastic Functional Differential Equations2004-11-18Paper
Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations2004-11-18Paper
Mean-Square Filtering Problem for Discrete Volterra Equations2004-11-11Paper
Attraction, stability and boundedness for stochastic differential delay equations.2004-08-26Paper
Stochastic delay Lotka--Volterra model2004-08-06Paper
Stochastic Hopfield neural networks2004-06-09Paper
https://portal.mardi4nfdi.de/entity/Q44670622004-06-08Paper
https://portal.mardi4nfdi.de/entity/Q44630352004-05-27Paper
https://portal.mardi4nfdi.de/entity/Q44651522004-05-27Paper
Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.2004-03-14Paper
Robust stability and controllability of stochastic differential delay equations with Markovian switching.2004-03-14Paper
https://portal.mardi4nfdi.de/entity/Q44542362004-03-08Paper
Asymptotic behaviour of the stochastic Lotka-Volterra model.2003-11-19Paper
https://portal.mardi4nfdi.de/entity/Q44355212003-11-16Paper
https://portal.mardi4nfdi.de/entity/Q44355242003-11-16Paper
Neutral Stochastic Differential Delay Equations with Markovian Switching2003-07-14Paper
On boundedness and stability of solutions of nonlinear difference equation with nonmartingale type noise2003-04-28Paper
Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales2003-04-28Paper
Numerical solutions of stochastic differential delay equations under local Lipschitz condition2003-03-16Paper
Simplified estimation algorithms for systems with after-effect and a small parameter2003-01-08Paper
Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations2003-01-05Paper
LARGE TIME DECAY BEHAVIOR OF DYNAMICAL EQUATIONS WITH RANDOM PERTURBATION FEATURES2002-11-04Paper
https://portal.mardi4nfdi.de/entity/Q27637682002-09-15Paper
Stability of stochastic delay neural networks2002-09-01Paper
A note on the LaSalle-type theorems for stochastic differential delay equations2002-07-04Paper
https://portal.mardi4nfdi.de/entity/Q27203562002-06-10Paper
Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions2002-04-02Paper
ALMOST SURE EXPONENTIAL STABILITY OF DELAY EQUATIONS WITH DAMPED STOCHASTIC PERTURBATION2002-02-24Paper
On stabilization of partial differential equations by noise2002-02-14Paper
On asymptotic behaviour of solutions of stochastic difference equations with volterra type main term2002-02-03Paper
RAZUMIKHIN-TYPE THEOREMS ON STABILITY OF STOCHASTIC NEURAL NETWORKS WITH DELAYS2002-01-13Paper
https://portal.mardi4nfdi.de/entity/Q47627572001-12-18Paper
Stability of stochastic interval systems with time delays2001-08-20Paper
Asymptotic properties of neutral stochastic differential delay equations2001-07-02Paper
LaSalle-type theorems for stochastic differential delay equations2001-03-28Paper
https://portal.mardi4nfdi.de/entity/Q49443682001-03-07Paper
Stochastic differential delay equations with Markovian switching2001-03-02Paper
Stability of stochastic integro differiential equations2001-01-31Paper
Constrained Markovian decision processes: The dynamic programming approach2001-01-25Paper
Stability of stochastic differential equations with Markovian switching2001-01-17Paper
Strategic measures in optimal control problems for stochastic sequences2000-11-20Paper
Exponential stability of stochastic delay interval systems2000-08-21Paper
https://portal.mardi4nfdi.de/entity/Q49459862000-03-26Paper
https://portal.mardi4nfdi.de/entity/Q49460012000-03-26Paper
https://portal.mardi4nfdi.de/entity/Q42613481999-11-22Paper
Exponential stability of non-linear stochastic evolution equations1999-11-18Paper
https://portal.mardi4nfdi.de/entity/Q43894451999-11-08Paper
Stochastic versions of the LaSalle theorem1999-09-23Paper
https://portal.mardi4nfdi.de/entity/Q43991461999-02-07Paper
Robust stability of uncertain stochastic differential delay equations1999-01-12Paper
Exponential stability of stochastic differential equations driven by discontinuous semimartingales1998-05-04Paper
Stochastic self-stabilization1998-04-19Paper
Almost sure exponential stability of neutral stochastic differential difference equations1998-04-01Paper
Razumikhin-type theorems on exponential stability of stochastic functional differential equations1998-03-29Paper
https://portal.mardi4nfdi.de/entity/Q43694021998-01-05Paper
Stability of neutral stochastic differential equations1997-12-17Paper
https://portal.mardi4nfdi.de/entity/Q43679901997-12-03Paper
Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations1997-11-10Paper
https://portal.mardi4nfdi.de/entity/Q43389751997-11-02Paper
Exponential stability of stochastic differential delay equations1997-10-01Paper
Comments on "An improved Razumikhin-type theorem and its applications" [with reply]1997-04-27Paper
Exponential stability in mean square of neutral stochastic differential functional equations1997-02-28Paper
Exponential stability of nonlinear differential delay equations1997-02-27Paper
https://portal.mardi4nfdi.de/entity/Q48722091997-01-27Paper
Robustness of exponential stability of stochastic differential delay equations1996-11-26Paper
Almost sure exponential stability of neutral differential difference equations with damped stochastic perturbations1996-11-13Paper
Exponential stability and instability of stochastic neural networks11996-10-21Paper
https://portal.mardi4nfdi.de/entity/Q48407021996-01-28Paper
Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients1995-11-14Paper
Apporoximate solutions for stochastic differential equations with pathwise uniqueness1995-04-05Paper
Stochastic stabilization and destabilization1994-11-08Paper
Approximate solutions for a class of stochastic evolution equations with variable delays. II1994-09-20Paper
https://portal.mardi4nfdi.de/entity/Q43035331994-08-28Paper
https://portal.mardi4nfdi.de/entity/Q42832861994-03-11Paper
Wave equation with stochastic boundary values1994-01-13Paper
Almost sure exponential stability for a class of stochastic differential equations with applications to stochastic flows1993-05-16Paper
ALMOST SURE POLYNOMIAL STABILITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS1993-02-18Paper
Almost sure asymptotic bounds for a class of stochastic differential equations1993-01-17Paper
Polynomial stability for perturbed stochastic differential equations with respect to semimartingales1993-01-16Paper
Exponential stability of large-scale stochastic differential equations1993-01-16Paper
Robustness of stability of nonlinear systems with stochastic delay perturbations1993-01-04Paper
Solutions of stochastic differential-functional equations via bounded stochastic integral contractors1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q39998211992-09-17Paper
Energy bounds for nonlinear dissipative stochastic differential equations with respect to semimartingales1992-06-27Paper
A note on comparison theorems for stochastic differential equations with respect to semimartingales1992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q39790331992-06-26Paper
Lyapunov Functions and Almost Sure Exponential Stability of Stochastic Differential Equations Based on Semimartingales with Spatial Parameters1992-06-25Paper
Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales1992-06-25Paper
Approximate solutions for a class of stochastic evolution equations with variable delays1992-06-25Paper
https://portal.mardi4nfdi.de/entity/Q52034441992-01-01Paper
EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS IN HILBERT SPACES1991-01-01Paper
A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters1991-01-01Paper
Eventual uniform asymptotic stability for stochastic differential equation based on semimartingale with spatial parameter1991-01-01Paper
Approximate solutions for a class of delay stochastic differential equations1991-01-01Paper
Lebesgue-Stieltjes integral inequalities in several variables with retardation1990-01-01Paper
Exponential stability for stochastic differential equations with respect to semimartingales1990-01-01Paper
EVENTUAL ASYMPTOTIC STABILITY FOR STOCHASTIC DIFFERNTIAL EQUATIONS WITH RESPECT TO SEMIMARTINGALES1990-01-01Paper
Exponential stability in mean square for stochastic differential equations1990-01-01Paper
Common random fixed point theorems in probabilistic analysis1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34733121989-01-01Paper
Existence and uniqueness of the solutions of delay stochastic integral equations1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38312271989-01-01Paper
Exponential stability for nonlinear stochastic differential equations with respect to semimartingales1989-01-01Paper
LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES1989-01-01Paper
A note on random fixed point theorem in probabilistic analysis1988-01-01Paper
Existence and uniqueness of the solutions of stochastic differential equations1983-01-01Paper

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