| Publication | Date of Publication | Type |
|---|
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 \((\alpha, \eta, \psi, \xi)\)-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
| 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
| 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 |
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 |
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
| 2020-01-13 | 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 |
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 |
CLT and MDP for McKean-Vlasov SDEs
| 2019-10-10 | Paper |
Strong convergence of neutral stochastic functional differential equations with two time-scales
Discrete and Continuous Dynamical Systems. Series B | 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
| 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
| 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 |
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 |
Stationary distributions for retarded stochastic differential equations without dissipativity
Stochastics | 2017-04-11 | Paper |
Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients
| 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 |
Convergence rates of theta-method for neutral SDDEs under non-globally Lipschitz continuous coefficients
| 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 |
A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations
| 2015-08-28 | Paper |
Hypercontractivity for functional stochastic differential equations
Stochastic Processes and their Applications | 2015-08-19 | Paper |
Large deviations for neutral functional SDEs with jumps
Stochastics | 2015-07-29 | Paper |
Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching
Journal of Computational and Applied Mathematics | 2015-05-22 | Paper |
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes
Journal of Mathematical Analysis and Applications | 2015-01-30 | Paper |
Hypercontractivity and Its Applications for Functional SDEs of Neutral Type
| 2015-01-25 | Paper |
Numerical analysis for neutral SPDEs driven by {\(\alpha\)}-stable processes
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2015-01-07 | Paper |
Exponential ergodicity for retarded stochastic differential equations
Applicable Analysis | 2014-12-10 | Paper |
Numerical approximation of stationary distributions for stochastic partial differential equations
Journal of Applied Probability | 2014-10-15 | Paper |
Long-term behavior of stochastic interest rate models with jumps and memory
Insurance Mathematics \& Economics | 2014-04-15 | Paper |
Ergodicity for functional stochastic differential equations and applications
Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods | 2014-03-11 | Paper |
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients
Electronic Journal of Probability | 2014-01-15 | Paper |
Bismut formulae and applications for functional SPDEs
Bulletin des Sciences Mathématiques | 2013-12-19 | Paper |
Transportation cost inequalities for neutral functional stochastic equations
Zeitschrift für Analysis und ihre Anwendungen | 2013-11-13 | Paper |
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes
Abstract and Applied Analysis | 2013-09-19 | Paper |
Convergence rate of EM scheme for SDDEs
Proceedings of the American Mathematical Society | 2013-08-30 | Paper |
On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes
Fractional Calculus and Applied Analysis | 2013-08-02 | Paper |
On the exponential stability of switching-diffusion processes with jumps
Quarterly of Applied Mathematics | 2013-05-29 | Paper |
DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs
Stochastics and Dynamics | 2013-03-05 | Paper |
Lyapunov exponents of hybrid stochastic heat equations
Systems \& Control Letters | 2012-09-14 | Paper |
Stability of singular jump-linear systems with a large state space: A two-time-scale approach
The ANZIAM Journal | 2012-05-11 | Paper |
Stochastic population dynamics driven by Lévy noise
Journal of Mathematical Analysis and Applications | 2012-05-04 | Paper |
Stabilization of partial differential equations by Lévy noise
Stochastic Analysis and Applications | 2012-04-18 | Paper |
Convergence rate of numerical solutions to SFDEs with jumps
Journal of Computational and Applied Mathematics | 2011-11-10 | Paper |
Comparison theorem for stochastic differential delay equations with jumps
Acta Applicandae Mathematicae | 2011-11-08 | Paper |
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection
Computers & Mathematics with Applications | 2011-10-18 | Paper |
Competitive Lotka-Volterra population dynamics with jumps
Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods | 2011-10-17 | Paper |
Harnack inequalities for functional SDEs with multiplicative noise and applications
Stochastic Processes and their Applications | 2011-10-11 | Paper |
Almost sure asymptotic stability of stochastic partial differential equations with jumps
SIAM Journal on Control and Optimization | 2011-07-22 | Paper |
Stability of stochastic delay hybrid systems with jumps
European Journal of Control | 2011-03-09 | Paper |
Approximation methods for hybrid diffusion systems with state-dependent switching processes: numerical algorithms and existence and uniqueness of solutions
SIAM Journal on Mathematical Analysis | 2011-01-10 | Paper |
Poincaré inequality on the path space of Poisson point processes
Journal of Theoretical Probability | 2010-10-13 | Paper |
A Note on the Paper $"$Poincar\'e Inequality on the Path Space of Poisson Point Processes"
| 2010-09-08 | Paper |
Stability in distribution of mild solutions to stochastic partial differential equations
Proceedings of the American Mathematical Society | 2010-06-08 | Paper |
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps
Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences | 2010-05-19 | Paper |
Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach
Journal of Mathematical Analysis and Applications | 2010-05-19 | Paper |
Stochastic differential delay equations with jumps, under nonlinear growth condition
Stochastics | 2010-03-18 | Paper |
Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps
Journal of Mathematical Analysis and Applications | 2010-03-10 | Paper |
Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations
| 2010-02-16 | Paper |
Numerical Solutions of Stochastic Differential Delay Equations with Jumps
Stochastic Analysis and Applications | 2009-08-13 | Paper |
Stability in distribution of neutral stochastic differential delay equations with Markovian switching
Statistics \& Probability Letters | 2009-07-29 | Paper |
Stochastic hybrid delay population dynamics: Well-posed models and extinction
Journal of Biological Dynamics | 2009-03-03 | Paper |
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
Journal of Applied Mathematics and Stochastic Analysis | 2008-08-15 | Paper |
scientific article; zbMATH DE number 5302732 (Why is no real title available?)
| 2008-07-21 | Paper |
A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations
Stochastic Analysis and Applications | 2008-04-29 | Paper |
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations
SIAM Journal on Numerical Analysis | 2008-04-22 | Paper |
scientific article; zbMATH DE number 5238323 (Why is no real title available?)
| 2008-02-22 | Paper |
Comparison theorem of one-dimensional stochastic hybrid delay systems
Systems \& Control Letters | 2008-01-08 | Paper |
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations
Numerische Mathematik | 2008-01-04 | Paper |
Hybrid Systems: Computation and Control
Lecture Notes in Computer Science | 2007-09-25 | Paper |
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions
Journal of Computational and Applied Mathematics | 2007-06-14 | Paper |
Hybrid Systems: Computation and Control
Lecture Notes in Computer Science | 2007-05-02 | Paper |
Stabilization and destabilization of hybrid systems of stochastic differential equations
Automatica | 2007-02-26 | Paper |
Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales
Stochastic Analysis and Applications | 2007-02-15 | Paper |
Stochastic Differential Equations with Markovian Switching
| 2006-10-23 | Paper |
Stabilization of a class of stochastic differential equations with Markovian switching
Systems \& Control Letters | 2006-09-25 | Paper |
Stability in distribution of stochastic differential delay equations with Markovian switching
Systems \& Control Letters | 2006-09-21 | Paper |
Approximate solutions of stochastic differential delay equations with Markovian switching
Journal of Computational and Applied Mathematics | 2006-07-12 | Paper |
Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching
Stochastic Analysis and Applications | 2005-11-25 | Paper |
scientific article; zbMATH DE number 2189782 (Why is no real title available?)
| 2005-08-01 | Paper |
Stochastic differential delay equations of population dynamics
Journal of Mathematical Analysis and Applications | 2005-04-18 | Paper |
Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
Journal of Difference Equations and Applications | 2005-03-21 | Paper |
Numerical method for stationary distribution of stochastic differential equations with Markovian switching
Journal of Computational and Applied Mathematics | 2005-02-23 | Paper |
Stability in Distribution of Numerical Solutions for Stochastic Differential Equations
Stochastic Analysis and Applications | 2005-01-20 | Paper |
scientific article; zbMATH DE number 2066162 (Why is no real title available?)
| 2004-05-18 | Paper |
Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
Mathematics and Computers in Simulation | 2004-03-14 | Paper |
Robust stability and controllability of stochastic differential delay equations with Markovian switching.
Automatica | 2004-03-14 | Paper |
Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales
Stochastic Analysis and Applications | 2003-04-28 | Paper |
Transient Distribution of the Length ofGI/G/NQueueing Systems
Stochastic Analysis and Applications | 2003-04-28 | Paper |
scientific article; zbMATH DE number 1529746 (Why is no real title available?)
| 2000-11-14 | Paper |
Long Time Propagation of Chaos in Total Variation Distance for Mean Field Interacting Particle System
| N/A | Paper |
