Lanying Hu

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Person:258298

Available identifiers

zbMath Open hu.lanyingMaRDI QIDQ258298

List of research outcomes





PublicationDate of PublicationType
Finite-time stability analysis of switched stochastic reaction-diffusion systems2023-10-17Paper
Periodically intermittent discrete observations control for stabilization of highly nonlinear hybrid stochastic differential equations2023-09-21Paper
Practical stability in relation to a part of variables for stochastic reaction–diffusion systems driven by G-Brownian motion2023-06-27Paper
Robust stochastic stability for multi-group coupled models with Markovian switching2022-02-04Paper
Sobolev-type stochastic differential equations driven by G-Brownian motion2022-01-07Paper
Stochastic fluid model with jumps: the bounded model2021-05-21Paper
Perturbed impulsive neutral stochastic functional differential equations2021-05-07Paper
Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion2021-01-05Paper
Pantograph stochastic differential equations driven by \(G\)-Brownian motion2019-10-04Paper
Mean-field backward stochastic differential equations in general probability spaces2018-08-21Paper
\(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion2018-06-21Paper
Anticipated BSDEs driven by a single jump process2018-03-14Paper
Multi-valued backward stochastic differential equations driven byG-Brownian motion and its applications2017-08-15Paper
Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems2017-07-20Paper
Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion2016-03-10Paper
Mean-field backward stochastic differential equations with subdifferential operator and its applications2015-12-22Paper
Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition2014-05-07Paper
Multivalued backward doubly stochastic differential equations with time delayed coefficients2013-08-13Paper
A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition2012-06-13Paper
A note on the stochastic differential equations driven by \(G\)-Brownian motion2011-03-31Paper
Controllability of impulsive neutral stochastic functional differential inclusions with infinite delay2011-03-09Paper
Existence results for impulsive neutral stochastic functional integro-differential equations with infinite delays2010-07-24Paper
Existence results for impulsive neutral stochastic functional integro-differential inclusions with nonlocal initial conditions2010-06-28Paper
Existence and uniqueness of mild solutions for semilinear integro-differential equations of fractional order with nonlocal initial conditions and delays2010-01-25Paper
Doubly perturbed neutral stochastic functional equations2009-07-17Paper
Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes2009-06-11Paper
Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes2009-01-07Paper
https://portal.mardi4nfdi.de/entity/Q35128172008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q35134002008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q54327442007-12-18Paper
https://portal.mardi4nfdi.de/entity/Q54312502007-12-07Paper
Reflected backward stochastic differential equations driven by Lévy processes2007-11-23Paper
https://portal.mardi4nfdi.de/entity/Q54904252006-10-04Paper
https://portal.mardi4nfdi.de/entity/Q33681802006-01-27Paper

Research outcomes over time

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