Chenggui Yuan

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Long Time Propagation of Chaos in Total Variation Distance for Mean Field Interacting Particle System (available as arXiv preprint)	N/A	Paper
Long time $TV$-$\mathbb{W}_{\ell_1}$ type propagation of chaos for mean field interacting particle system Bernoulli	2026-03-24	Paper
A new proof on quasilinear Schrödinger equations with prescribed mass and combined nonlinearities Discrete and Continuous Dynamical Systems	2026-03-20	Paper
Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations Communications in Nonlinear Science and Numerical Simulation	2026-01-15	Paper
Path-distribution dependent SDEs: well-posedness and asymptotic log-Harnack inequality Discrete and Continuous Dynamical Systems. Series S	2025-10-22	Paper
Stochastic differential equations with low regularity growing drifts and applications SIAM Journal on Mathematical Analysis	2025-09-23	Paper
Euler-Maruyama scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion Communications in Nonlinear Science and Numerical Simulation	2025-06-26	Paper
Stochastic differential equations with critically low regularity growing drift Journal of Differential Equations	2025-06-26	Paper
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: strong convergence and almost sure exponential stability Applied Mathematics and Computation	2025-04-23	Paper
The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise Systems & Control Letters	2025-02-18	Paper
Multilevel Monte Carlo EM scheme for MV-SDEs with small noise Numerical Algebra, Control and Optimization	2025-01-22	Paper
Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions Stochastics and Dynamics	2025-01-17	Paper
Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations SIAM Journal on Control and Optimization	2024-03-26	Paper
Convergence rate in $\mathcal{L}^p$ sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations Journal of Computational and Applied Mathematics	2024-01-30	Paper
Existence and concentration of ground state solutions for a Schrödinger-Poisson-type system with steep potential well Qualitative Theory of Dynamical Systems	2024-01-17	Paper
Stability of the numerical scheme for stochastic McKean-Vlasov equations	2023-12-19	Paper
The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise	2023-11-20	Paper
Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by $\alpha$-stable noise and applications Numerical Algorithms	2023-10-17	Paper
Multilevel Monte Carlo EM scheme for MV-SDEs with small noise	2023-10-02	Paper
Stochastic equations with low regularity drifts	2023-09-30	Paper
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions Stochastic Processes and their Applications	2023-09-15	Paper
Schrödinger-Bopp-Podolsky system with steep potential Well Qualitative Theory of Dynamical Systems	2023-08-08	Paper
Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions	2023-05-31	Paper
Some new fixed point results under constraint inequalities in comparable complete partially ordered Menger PM-spaces Applied Mathematics. Series B (English Edition)	2023-02-24	Paper
The threshold of stochastic tumor-immune model with regime switching Journal of Mathematical Analysis and Applications	2023-02-20	Paper
scientific article; zbMATH DE number 7652486 (Why is no real title available?)	2023-02-09	Paper
Invariant probability measures for path-dependent random diffusions Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods	2023-02-03	Paper
Explicit Numerical Approximations for SDDEs in Finite and Infinite Horizons using the Adaptive EM Method: Strong Convergence and Almost Sure Exponential Stability	2022-11-07	Paper
Distribution dependent SDEs driven by fractional Brownian motions Stochastic Processes and their Applications	2022-07-27	Paper
McKean-Vlasov multivalued stochastic differential equations with oblique subgradients and related stochastic control problems	2022-07-23	Paper
Best proximity point theorems for $p$-proximal $\alpha$-$\eta$-$\beta$-quasi contractions in metric spaces with $w_0$-distance	2022-06-17	Paper
Weak convergence of Euler scheme for SDEs with low regular drift Numerical Algorithms	2022-05-11	Paper
Existence of invariant probability measures for functional McKean-Vlasov SDEs Electronic Journal of Probability	2022-05-10	Paper
Convergence rates of truncated theta-EM scheme for SDDEs SCIENTIA SINICA Mathematica	2022-03-21	Paper
Comparison theorem for neutral stochastic functional differential equations driven by $G$-Brownian motion Statistics & Probability Letters	2022-03-04	Paper
A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions International Journal of Computer Mathematics	2022-02-18	Paper
Transportation cost inequalities for SDEs with irregular drifts Stochastic Processes and their Applications	2022-01-17	Paper
Fixed point results for (, , , )-contractive multi-valued mappings in Menger PM-spaces and their applications Filomat	2022-01-10	Paper
Almost sure asymptotic stability for regime-switching diffusions SCIENTIA SINICA Mathematica	2021-12-17	Paper
Multiple solutions and ground state solutions for a class of generalized Kadomtsev-Petviashvili equation Open Mathematics	2021-11-29	Paper
Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching Open Mathematics	2021-11-29	Paper
The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations (available as arXiv preprint)	2021-11-28	Paper
Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs Acta Applicandae Mathematicae	2021-11-24	Paper
Best proximity point theorems for generalized weak contractive mappings in partially ordered Menger PM-spaces	2021-09-29	Paper
Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps Frontiers of Mathematics in China	2021-08-05	Paper
Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations (available as arXiv preprint)	2021-08-02	Paper
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation Proceedings of the Royal Society of Edinburgh: Section A Mathematics	2021-07-22	Paper
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation Proceedings of the Royal Society of Edinburgh: Section A Mathematics	2021-07-22	Paper
A Zvonkin's transformation for stochastic differential equations with singular drift and applications Journal of Differential Equations	2021-07-21	Paper
Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients Bulletin of Mathematical Sciences	2021-06-30	Paper
Averaging principle for a type of Caputo fractional stochastic differential equations Chaos: An Interdisciplinary Journal of Nonlinear Science	2021-06-16	Paper
Comparison theorem for distribution-dependent neutral SFDEs Journal of Evolution Equations	2021-04-27	Paper
Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients Stochastic Analysis and Applications	2021-04-27	Paper
Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients Stochastic Analysis and Applications	2021-04-27	Paper
Modelling fungal competition for space: towards prediction of community dynamics Discrete and Continuous Dynamical Systems. Series B	2020-11-11	Paper
Delay feedback control for switching diffusion systems based on discrete-time observations SIAM Journal on Control and Optimization	2020-10-29	Paper
Ergodicity for neutral type SDEs with infinite length of memory Mathematische Nachrichten	2020-10-16	Paper
TCI for SDEs with irregular drifts	2020-07-29	Paper
Limit theorems for additive functionals of path-dependent SDEs Discrete and Continuous Dynamical Systems	2020-06-24	Paper
Large deviations for neutral stochastic functional differential equations Communications on Pure and Applied Analysis	2020-04-29	Paper
Delay Feedback Control for Switching Diffusion Systems Based on Discrete Time Observations (available as arXiv preprint)	2020-01-13	Paper
Stability of regime-switching processes under perturbation of transition rate matrices Nonlinear Analysis. Hybrid Systems	2019-12-30	Paper
Stability of regime-switching processes under perturbation of transition rate matrices Nonlinear Analysis. Hybrid Systems	2019-12-30	Paper
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching Open Mathematics	2019-12-05	Paper
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory Stochastic Processes and their Applications	2019-11-27	Paper
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory Stochastic Processes and their Applications	2019-11-27	Paper
Dynamical behaviors of the tumor-immune system in a stochastic environment SIAM Journal on Applied Mathematics	2019-11-18	Paper
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift Applied Mathematics and Computation	2019-11-15	Paper
Strong convergence of neutral stochastic functional differential equations with two time-scales Discrete and Continuous Dynamical Systems. Series B	2019-10-10	Paper
CLT and MDP for McKean-Vlasov SDEs	2019-10-10	Paper
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations Discrete and Continuous Dynamical Systems. Series B	2019-08-28	Paper
On the Asymptotic Behavior for Neutral Stochastic Differential Delay Equations IEEE Transactions on Automatic Control	2019-07-18	Paper
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts Journal of Theoretical Probability	2019-05-07	Paper
Controllability of fractional impulsive neutral stochastic functional differential equations via Kuratowski measure of noncompactness The Journal of Nonlinear Sciences and Applications	2019-04-24	Paper
Multilevel Monte Carlo theta EM scheme for SDDEs with small noise	2019-04-16	Paper
Numerical solutions of neutral stochastic functional differential equations with Markovian switching Advances in Difference Equations	2019-03-04	Paper
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitiz drift and their Euler approximation (available as arXiv preprint)	2018-12-29	Paper
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions Advances in Difference Equations	2018-11-13	Paper
New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts Communications on Pure and Applied Analysis	2018-10-31	Paper
The numerical invariant measure of stochastic differential equations with Markovian switching SIAM Journal on Numerical Analysis	2018-06-05	Paper
Ergodicity for Neutral Type SDEs with Infinite Length of Memory (available as arXiv preprint)	2018-05-09	Paper
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM	2018-04-12	Paper
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations Stochastic Analysis and Applications	2018-01-25	Paper
Convergence rates of truncated EM scheme for NSDDEs	2018-01-18	Paper
Tamed EM scheme of neutral stochastic differential delay equations Journal of Computational and Applied Mathematics	2017-08-01	Paper
Tamed EM scheme of neutral stochastic differential delay equations Journal of Computational and Applied Mathematics	2017-08-01	Paper
Asymptotic Stability and Boundedness of Delay Switching Diffusions IEEE Transactions on Automatic Control	2017-07-27	Paper
On the exponential stability of switching diffusion processes IEEE Transactions on Automatic Control	2017-07-12	Paper
Invariant Measures for Path-Dependent Random Diffusions	2017-06-18	Paper
Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients (available as arXiv preprint)	2017-04-11	Paper
Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients	2017-04-11	Paper
Stationary distributions for retarded stochastic differential equations without dissipativity Stochastics	2017-04-11	Paper
Approximation of SPDEs with Holder Continuous Drifts	2017-03-29	Paper
Two-time-scale stochastic partial differential equations driven by $\alpha$-stable noises: averaging principles Bernoulli	2017-01-11	Paper
Two-time-scale stochastic partial differential equations driven by $\alpha$-stable noises: averaging principles Bernoulli	2017-01-11	Paper
Convergence rates of theta-method for neutral SDDEs under non-globally Lipschitz continuous coefficients (available as arXiv preprint)	2017-01-01	Paper
Strong convergence of tamed $\theta$-EM scheme for neutral SDDEs with one-sided Lipschitz drift	2016-12-08	Paper
Stochastic delay differential equations with jump reflection: invariant measure Stochastics	2016-11-25	Paper
Asymptotic Analysis for Functional Stochastic Differential Equations SpringerBriefs in Mathematics	2016-09-28	Paper
Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay Advances in Difference Equations	2016-09-05	Paper
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection Stochastic Models	2016-08-08	Paper
Blow-up for stochastic reaction-diffusion equations with jumps Journal of Theoretical Probability	2016-06-27	Paper
Approximation of invariant measures for regime-switching diffusions Potential Analysis	2016-05-13	Paper
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching Statistics & Probability Letters	2016-04-22	Paper
Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations Fractional Calculus \ Applied Analysis	2016-03-23	Paper
Hypercontractivity for functional stochastic partial differential equations Electronic Journal of Probability	2015-11-27	Paper
Convergence of EM Scheme for Neutral Stochastic Differential Delay Equations	2015-11-24	Paper

Research outcomes over time

This page was built for person: Chenggui Yuan

Publication	Date of Publication	Type
Long Time Propagation of Chaos in Total Variation Distance for Mean Field Interacting Particle System (available as arXiv preprint)	N/A	Paper
Long time \(TV\)-\(\mathbb{W}_{\ell_1}\) type propagation of chaos for mean field interacting particle system Bernoulli	2026-03-24	Paper
A new proof on quasilinear Schrödinger equations with prescribed mass and combined nonlinearities Discrete and Continuous Dynamical Systems	2026-03-20	Paper
Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations Communications in Nonlinear Science and Numerical Simulation	2026-01-15	Paper
Path-distribution dependent SDEs: well-posedness and asymptotic log-Harnack inequality Discrete and Continuous Dynamical Systems. Series S	2025-10-22	Paper
Stochastic differential equations with low regularity growing drifts and applications SIAM Journal on Mathematical Analysis	2025-09-23	Paper
Euler-Maruyama scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion Communications in Nonlinear Science and Numerical Simulation	2025-06-26	Paper
Stochastic differential equations with critically low regularity growing drift Journal of Differential Equations	2025-06-26	Paper
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: strong convergence and almost sure exponential stability Applied Mathematics and Computation	2025-04-23	Paper
The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise Systems & Control Letters	2025-02-18	Paper
Multilevel Monte Carlo EM scheme for MV-SDEs with small noise Numerical Algebra, Control and Optimization	2025-01-22	Paper
Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions Stochastics and Dynamics	2025-01-17	Paper
Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations SIAM Journal on Control and Optimization	2024-03-26	Paper
Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations Journal of Computational and Applied Mathematics	2024-01-30	Paper
Existence and concentration of ground state solutions for a Schrödinger-Poisson-type system with steep potential well Qualitative Theory of Dynamical Systems	2024-01-17	Paper
Stability of the numerical scheme for stochastic McKean-Vlasov equations	2023-12-19	Paper
The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise	2023-11-20	Paper
Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications Numerical Algorithms	2023-10-17	Paper
Multilevel Monte Carlo EM scheme for MV-SDEs with small noise	2023-10-02	Paper
Stochastic equations with low regularity drifts	2023-09-30	Paper
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions Stochastic Processes and their Applications	2023-09-15	Paper
Schrödinger-Bopp-Podolsky system with steep potential Well Qualitative Theory of Dynamical Systems	2023-08-08	Paper
Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions	2023-05-31	Paper
Some new fixed point results under constraint inequalities in comparable complete partially ordered Menger PM-spaces Applied Mathematics. Series B (English Edition)	2023-02-24	Paper
The threshold of stochastic tumor-immune model with regime switching Journal of Mathematical Analysis and Applications	2023-02-20	Paper
scientific article; zbMATH DE number 7652486 (Why is no real title available?)	2023-02-09	Paper
Invariant probability measures for path-dependent random diffusions Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods	2023-02-03	Paper
Explicit Numerical Approximations for SDDEs in Finite and Infinite Horizons using the Adaptive EM Method: Strong Convergence and Almost Sure Exponential Stability	2022-11-07	Paper
Distribution dependent SDEs driven by fractional Brownian motions Stochastic Processes and their Applications	2022-07-27	Paper
McKean-Vlasov multivalued stochastic differential equations with oblique subgradients and related stochastic control problems	2022-07-23	Paper
Best proximity point theorems for \(p\)-proximal \(\alpha\)-\(\eta\)-\(\beta\)-quasi contractions in metric spaces with \(w_0\)-distance	2022-06-17	Paper
Weak convergence of Euler scheme for SDEs with low regular drift Numerical Algorithms	2022-05-11	Paper
Existence of invariant probability measures for functional McKean-Vlasov SDEs Electronic Journal of Probability	2022-05-10	Paper
Convergence rates of truncated theta-EM scheme for SDDEs SCIENTIA SINICA Mathematica	2022-03-21	Paper
Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion Statistics & Probability Letters	2022-03-04	Paper
A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions International Journal of Computer Mathematics	2022-02-18	Paper
Transportation cost inequalities for SDEs with irregular drifts Stochastic Processes and their Applications	2022-01-17	Paper
Fixed point results for (, , , )-contractive multi-valued mappings in Menger PM-spaces and their applications Filomat	2022-01-10	Paper
Almost sure asymptotic stability for regime-switching diffusions SCIENTIA SINICA Mathematica	2021-12-17	Paper
Multiple solutions and ground state solutions for a class of generalized Kadomtsev-Petviashvili equation Open Mathematics	2021-11-29	Paper
Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching Open Mathematics	2021-11-29	Paper
The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations (available as arXiv preprint)	2021-11-28	Paper
Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs Acta Applicandae Mathematicae	2021-11-24	Paper
Best proximity point theorems for generalized weak contractive mappings in partially ordered Menger PM-spaces	2021-09-29	Paper
Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps Frontiers of Mathematics in China	2021-08-05	Paper
Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations (available as arXiv preprint)	2021-08-02	Paper
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation Proceedings of the Royal Society of Edinburgh: Section A Mathematics	2021-07-22	Paper
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation Proceedings of the Royal Society of Edinburgh: Section A Mathematics	2021-07-22	Paper
A Zvonkin's transformation for stochastic differential equations with singular drift and applications Journal of Differential Equations	2021-07-21	Paper
Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients Bulletin of Mathematical Sciences	2021-06-30	Paper
Averaging principle for a type of Caputo fractional stochastic differential equations Chaos: An Interdisciplinary Journal of Nonlinear Science	2021-06-16	Paper
Comparison theorem for distribution-dependent neutral SFDEs Journal of Evolution Equations	2021-04-27	Paper
Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients Stochastic Analysis and Applications	2021-04-27	Paper
Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients Stochastic Analysis and Applications	2021-04-27	Paper
Modelling fungal competition for space: towards prediction of community dynamics Discrete and Continuous Dynamical Systems. Series B	2020-11-11	Paper
Delay feedback control for switching diffusion systems based on discrete-time observations SIAM Journal on Control and Optimization	2020-10-29	Paper
Ergodicity for neutral type SDEs with infinite length of memory Mathematische Nachrichten	2020-10-16	Paper
TCI for SDEs with irregular drifts	2020-07-29	Paper
Limit theorems for additive functionals of path-dependent SDEs Discrete and Continuous Dynamical Systems	2020-06-24	Paper
Large deviations for neutral stochastic functional differential equations Communications on Pure and Applied Analysis	2020-04-29	Paper
Delay Feedback Control for Switching Diffusion Systems Based on Discrete Time Observations (available as arXiv preprint)	2020-01-13	Paper
Stability of regime-switching processes under perturbation of transition rate matrices Nonlinear Analysis. Hybrid Systems	2019-12-30	Paper
Stability of regime-switching processes under perturbation of transition rate matrices Nonlinear Analysis. Hybrid Systems	2019-12-30	Paper
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching Open Mathematics	2019-12-05	Paper
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory Stochastic Processes and their Applications	2019-11-27	Paper
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory Stochastic Processes and their Applications	2019-11-27	Paper
Dynamical behaviors of the tumor-immune system in a stochastic environment SIAM Journal on Applied Mathematics	2019-11-18	Paper
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift Applied Mathematics and Computation	2019-11-15	Paper
Strong convergence of neutral stochastic functional differential equations with two time-scales Discrete and Continuous Dynamical Systems. Series B	2019-10-10	Paper
CLT and MDP for McKean-Vlasov SDEs	2019-10-10	Paper
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations Discrete and Continuous Dynamical Systems. Series B	2019-08-28	Paper
On the Asymptotic Behavior for Neutral Stochastic Differential Delay Equations IEEE Transactions on Automatic Control	2019-07-18	Paper
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts Journal of Theoretical Probability	2019-05-07	Paper
Controllability of fractional impulsive neutral stochastic functional differential equations via Kuratowski measure of noncompactness The Journal of Nonlinear Sciences and Applications	2019-04-24	Paper
Multilevel Monte Carlo theta EM scheme for SDDEs with small noise	2019-04-16	Paper
Numerical solutions of neutral stochastic functional differential equations with Markovian switching Advances in Difference Equations	2019-03-04	Paper
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitiz drift and their Euler approximation (available as arXiv preprint)	2018-12-29	Paper
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions Advances in Difference Equations	2018-11-13	Paper
New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts Communications on Pure and Applied Analysis	2018-10-31	Paper
The numerical invariant measure of stochastic differential equations with Markovian switching SIAM Journal on Numerical Analysis	2018-06-05	Paper
Ergodicity for Neutral Type SDEs with Infinite Length of Memory (available as arXiv preprint)	2018-05-09	Paper
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM	2018-04-12	Paper
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations Stochastic Analysis and Applications	2018-01-25	Paper
Convergence rates of truncated EM scheme for NSDDEs	2018-01-18	Paper
Tamed EM scheme of neutral stochastic differential delay equations Journal of Computational and Applied Mathematics	2017-08-01	Paper
Tamed EM scheme of neutral stochastic differential delay equations Journal of Computational and Applied Mathematics	2017-08-01	Paper
Asymptotic Stability and Boundedness of Delay Switching Diffusions IEEE Transactions on Automatic Control	2017-07-27	Paper
On the exponential stability of switching diffusion processes IEEE Transactions on Automatic Control	2017-07-12	Paper
Invariant Measures for Path-Dependent Random Diffusions	2017-06-18	Paper
Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients (available as arXiv preprint)	2017-04-11	Paper
Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients	2017-04-11	Paper
Stationary distributions for retarded stochastic differential equations without dissipativity Stochastics	2017-04-11	Paper
Approximation of SPDEs with Holder Continuous Drifts	2017-03-29	Paper
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles Bernoulli	2017-01-11	Paper
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles Bernoulli	2017-01-11	Paper
Convergence rates of theta-method for neutral SDDEs under non-globally Lipschitz continuous coefficients (available as arXiv preprint)	2017-01-01	Paper
Strong convergence of tamed $\theta$-EM scheme for neutral SDDEs with one-sided Lipschitz drift	2016-12-08	Paper
Stochastic delay differential equations with jump reflection: invariant measure Stochastics	2016-11-25	Paper
Asymptotic Analysis for Functional Stochastic Differential Equations SpringerBriefs in Mathematics	2016-09-28	Paper
Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay Advances in Difference Equations	2016-09-05	Paper
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection Stochastic Models	2016-08-08	Paper
Blow-up for stochastic reaction-diffusion equations with jumps Journal of Theoretical Probability	2016-06-27	Paper
Approximation of invariant measures for regime-switching diffusions Potential Analysis	2016-05-13	Paper
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching Statistics & Probability Letters	2016-04-22	Paper
Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations Fractional Calculus \ Applied Analysis	2016-03-23	Paper
Hypercontractivity for functional stochastic partial differential equations Electronic Journal of Probability	2015-11-27	Paper
Convergence of EM Scheme for Neutral Stochastic Differential Delay Equations	2015-11-24	Paper