| Publication | Date of Publication | Type |
|---|
Weak convergence of McKean-Vlasov stochastic differential equations with two-time-scale Markov switching
Numerical Algebra, Control and Optimization | 2025-01-22 | Paper |
Large deviations for regime-switching diffusions with infinite delay
Stochastic Processes and their Applications | 2024-10-08 | Paper |
Weak convergence and stability of functional diffusion systems with singularly perturbed regime switching
Nonlinear Analysis. Hybrid Systems | 2024-07-30 | Paper |
Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain
Systems \& Control Letters | 2024-04-05 | Paper |
Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation
SIAM Journal on Mathematical Analysis | 2024-03-13 | Paper |
Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations
Journal of Differential Equations | 2024-03-04 | Paper |
Limit theorems of additive functionals for regime-switching diffusions with infinite delay
Stochastic Processes and their Applications | 2024-01-09 | Paper |
An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay
Applied Mathematics and Optimization | 2023-11-01 | Paper |
On the existence and asymptotic stability of hybrid stochastic systems with neutral term and non-differentiable time delay
Systems \& Control Letters | 2023-09-04 | Paper |
On a class of McKean-Vlasov stochastic functional differential equations with applications
Journal of Differential Equations | 2023-08-02 | Paper |
The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis
Discrete and Continuous Dynamical Systems. Series S | 2023-07-03 | Paper |
Stabilisation with general decay rate by delay feedback control for nonlinear neutral stochastic functional differential equations with infinite delay
Systems \& Control Letters | 2023-06-20 | Paper |
Approximate properties of stochastic functional differential equations with singular perturbations
Discrete and Continuous Dynamical Systems. Series B | 2023-06-09 | Paper |
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables
IMA Journal of Numerical Analysis | 2023-04-12 | Paper |
Stationary distribution of stochastic population dynamics with infinite delay
Journal of Differential Equations | 2022-10-21 | Paper |
Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients
Applied Numerical Mathematics | 2022-10-18 | Paper |
Near optimality of stochastic control for singularly perturbed McKean-Vlasov systems
SIAM Journal on Control and Optimization | 2022-10-12 | Paper |
Ergodicity of regime-switching functional diffusions with infinite delay and application to a numerical algorithm for stochastic optimization
SIAM Journal on Control and Optimization | 2022-09-09 | Paper |
Stabilisation of hybrid system with different structures by feedback control based on discrete-time state observations
Nonlinear Analysis. Hybrid Systems | 2022-07-26 | Paper |
Solving a Class of Mean-Field LQG Problems
IEEE Transactions on Automatic Control | 2022-07-21 | Paper |
Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay
Proceedings of the American Mathematical Society | 2022-07-08 | Paper |
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
Stochastic Processes and their Applications | 2022-05-16 | Paper |
Fast-slow-coupled stochastic functional differential equations
Journal of Differential Equations | 2022-04-11 | Paper |
Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
Journal of Differential Equations | 2021-11-30 | Paper |
On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching
Journal of Differential Equations | 2021-04-23 | Paper |
Approximation of a class of functional differential equations with wideband noise perturbations
Journal of Mathematical Analysis and Applications | 2021-03-01 | Paper |
An averaging principle for two-time-scale stochastic functional differential equations
Journal of Differential Equations | 2020-04-08 | Paper |
Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
Applied Mathematical Modelling | 2020-01-09 | Paper |
Advances in the LaSalle-type theorems for stochastic functional differential equations with infinite delay
Discrete and Continuous Dynamical Systems. Series B | 2019-12-05 | Paper |
The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients
Journal of Computational and Applied Mathematics | 2019-11-05 | Paper |
Stability in distribution of stochastic functional differential equations
Systems \& Control Letters | 2019-10-14 | Paper |
Solving A Class of Mean-Field LQG Problems
| 2019-10-11 | Paper |
Existence and approximation of strong solutions of SDEs with fractional diffusion coefficients
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
Asymptotic behavior of gene expression with complete memory and two-time scales based on the chemical Langevin equations
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
Some new results on the Lotka-Volterra system with variable delay
Abstract and Applied Analysis | 2019-02-14 | Paper |
Discrete Razumikhin-type stability theorems for stochastic discrete-time delay systems
Journal of the Franklin Institute | 2018-11-19 | Paper |
Weak solution of stochastic differential equations with fractional diffusion coefficient
Stochastic Analysis and Applications | 2018-10-09 | Paper |
Pathwise upper semi-continuity of random pullback attractors along the time axis
Physica D | 2018-08-01 | Paper |
scientific article; zbMATH DE number 6874599 (Why is no real title available?)
| 2018-05-25 | Paper |
Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations
Journal of Computational and Applied Mathematics | 2018-02-14 | Paper |
Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients
Applied Mathematics and Computation | 2017-06-09 | Paper |
Multi-Agent Consensus With Relative-State-Dependent Measurement Noises
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2017-01-16 | Paper |
Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
Journal of Differential Equations | 2016-12-22 | Paper |
Kolmogorov-type systems with regime-switching jump diffusion perturbations
Discrete and Continuous Dynamical Systems. Series B | 2016-09-30 | Paper |
Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations
Stochastic Processes and their Applications | 2016-09-13 | Paper |
The improved results on the stochastic Kolmogorov system with time-varying delay
Discrete and Continuous Dynamical Systems. Series B | 2016-03-10 | Paper |
Exponential extinction of a stochastic Lotka-Volterra model with expectations in coefficients
IMA Journal of Applied Mathematics | 2016-02-03 | Paper |
Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems
Mathematical Control and Related Fields | 2015-11-02 | Paper |
Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching
Mathematical Control and Related Fields | 2015-07-30 | Paper |
Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
Journal of Computational and Applied Mathematics | 2015-05-22 | Paper |
Robustness of hybrid neutral differential systems perturbed by noise
Journal of Systems Science and Complexity | 2015-04-27 | Paper |
Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach
Frontiers of Mathematics in China | 2015-02-27 | Paper |
Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition
Journal of Computational and Applied Mathematics | 2015-02-18 | Paper |
Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients
Journal of Computational and Applied Mathematics | 2014-11-27 | Paper |
Almost sure and \(p\)th-moment stability and stabilization of regime-switching jump diffusion systems
SIAM Journal on Control and Optimization | 2014-11-21 | Paper |
Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations
Journal of Computational and Applied Mathematics | 2014-07-23 | Paper |
Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations
Journal of Difference Equations and Applications | 2014-07-18 | Paper |
Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods
Insurance Mathematics \& Economics | 2014-06-23 | Paper |
The boundedness and exponential stability criterions for nonlinear hybrid neutral stochastic functional differential equations
Abstract and Applied Analysis | 2014-06-20 | Paper |
A class of stochastic differential equations with the time average
Acta Mathematica Sinica, English Series | 2014-06-03 | Paper |
The asymptotic properties of the suppressed system by Brownian noise
International Journal of Control | 2014-01-30 | Paper |
Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
Journal of Difference Equations and Applications | 2013-12-27 | Paper |
Razumikhin-type theorems on general decay stability and robustness for stochastic functional differential equations
International Journal of Robust and Nonlinear Control | 2013-11-26 | Paper |
Mean-square random attractors of stochastic delay differential equations with random delay
Discrete and Continuous Dynamical Systems. Series B | 2013-11-12 | Paper |
Almost sure exponential stability of the Euler-Maruyama approximations for stochastic functional differential equations
Random Operators and Stochastic Equations | 2013-06-06 | Paper |
Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations
Discrete and Continuous Dynamical Systems | 2013-04-19 | Paper |
Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2013-03-12 | Paper |
A class of stochastic differential equations with expectations in the coefficients
Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods | 2013-03-04 | Paper |
On the pathwise growth rates of large fluctuations of stochastic population systems with infinite delay
Stochastic Models | 2013-02-11 | Paper |
Regularization and Stabilization of Randomly Switching Dynamic Systems
SIAM Journal on Applied Mathematics | 2013-02-04 | Paper |
Choice of \(\theta\) and its effects on stability in the stochastic \(\theta\)-method of stochastic delay differential equations
International Journal of Computer Mathematics | 2013-01-22 | Paper |
Moment exponential stability of random delay systems with two-time-scale Markovian switching
Nonlinear Analysis. Real World Applications | 2012-12-28 | Paper |
Environmental noise impact on regularity and extinction of population systems with infinite delay
Journal of Mathematical Analysis and Applications | 2012-10-19 | Paper |
Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations
Statistics \& Probability Letters | 2012-09-18 | Paper |
Stability of a pure random delay system with two-time-scale Markovian switching
Journal of Differential Equations | 2012-07-04 | Paper |
A note on order of convergence of numerical method for neutral stochastic functional differential equations
Communications in Nonlinear Science and Numerical Simulation | 2012-06-21 | Paper |
A Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay
Acta Mathematica Scientia. Series B. (English Edition) | 2012-06-01 | Paper |
Jump systems with the mean-reverting \(\gamma \)-process and convergence of the numerical approximation
Stochastics and Dynamics | 2012-04-24 | Paper |
The LaSalle-type theorem for neutral stochastic functional differential equations with infinite delay
Discrete and Continuous Dynamical Systems | 2012-03-19 | Paper |
General decay pathwise stability of neutral stochastic differential equations with unbounded delay
Acta Mathematica Sinica, English Series | 2011-11-04 | Paper |
Khasminskii-type theorems for stochastic functional differential equations with infinite delay
Statistics \& Probability Letters | 2011-10-28 | Paper |
Attraction, stability and robustness for stochastic functional differential equations with infinite delay
Automatica | 2011-10-27 | Paper |
On a class of nonlocal stochastic functional differential equations with infinite delay
Stochastic Analysis and Applications | 2011-08-10 | Paper |
A class of stochastic functional differential equations with Markovian switching
Journal of Integral Equations and Applications | 2011-06-30 | Paper |
Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process
Stochastic Analysis and Applications | 2011-04-19 | Paper |
Stochastic suppression and stabilization of delay differential systems
International Journal of Robust and Nonlinear Control | 2011-03-31 | Paper |
Moment estimates of solutions of neutral stochastic differential equations with unbounded delay
| 2011-02-05 | Paper |
Unbounded delay stochastic functional Kolmogorov-type system
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 2011-01-17 | Paper |
Stochastic Lotka-Volterra models with multiple delays
Journal of Mathematical Analysis and Applications | 2011-01-12 | Paper |
Stochastic suppression and stabilization of functional differential equations
Systems \& Control Letters | 2011-01-12 | Paper |
Some asymptotic properties of the continuous-time stochastic Solow model
| 2010-11-05 | Paper |
Stochastic Lotka-Volterra system with unbounded distributed delay
Discrete and Continuous Dynamical Systems. Series B | 2010-08-11 | Paper |
Existence and uniqueness of global positive solutions to the stochastic functional Kolmogorov-type system
IMA Journal of Applied Mathematics | 2010-07-30 | Paper |
Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
Systems \& Control Letters | 2010-07-20 | Paper |
Stochastic Lotka–Volterra Population Dynamics with Infinite Delay
SIAM Journal on Applied Mathematics | 2010-07-07 | Paper |
Almost sure exponential stability of numerical solutions for stochastic delay differential equations
Numerische Mathematik | 2010-07-02 | Paper |
Stochastic Kolmogorov-type population dynamics with infinite distributed delays
Acta Applicandae Mathematicae | 2010-05-19 | Paper |
A study of a class of nonlinear stochastic delay differential equations
Stochastics and Dynamics | 2010-03-09 | Paper |
Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
Automatica | 2010-01-08 | Paper |
Suppression and stabilisation of noise
International Journal of Control | 2009-11-12 | Paper |
Stochastic Lotka-Volterra system with infinite delay
Journal of Computational and Applied Mathematics | 2009-09-29 | Paper |
Generalized Stochastic Delay Lotka–Volterra Systems
Stochastic Models | 2009-09-18 | Paper |
Numerical Solutions of Neutral Stochastic Functional Differential Equations
SIAM Journal on Numerical Analysis | 2009-08-20 | Paper |
The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions
Applied Numerical Mathematics | 2009-08-07 | Paper |
Pathwise estimation of the stochastic functional Kolmogorov-type system
Journal of the Franklin Institute | 2009-07-27 | Paper |
GLOBAL SOLUTIONS AND BOUNDEDNESS OF STOCHASTIC FUNCTIONAL KOLMOGOROV SYSTEM WITH INFINITE DELAY
Stochastics and Dynamics | 2009-07-22 | Paper |
Khasminskii-type theorems for neutral stochastic functional differential equations
| 2009-07-22 | Paper |
EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING
Stochastics and Dynamics | 2009-07-22 | Paper |
Asymptotic properties of stochastic functional Kolmogorov-type system
Acta Applicandae Mathematicae | 2009-06-30 | Paper |
Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
Journal of Computational and Applied Mathematics | 2009-06-11 | Paper |
Ultimate boundedness of stochastic functional Kolmogorov-type systems
| 2009-05-19 | Paper |
Stochastic Kolmogorov-Type Population Dynamics with Variable Delay
Stochastic Models | 2009-04-08 | Paper |
Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump
Applied Mathematics and Computation | 2009-01-14 | Paper |
A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations
Journal of Mathematical Analysis and Applications | 2008-10-06 | Paper |
Stochastic functional Kolmogorov-type population dynamics
Journal of Mathematical Analysis and Applications | 2008-09-16 | Paper |
scientific article; zbMATH DE number 2217609 (Why is no real title available?)
| 2005-10-26 | Paper |
scientific article; zbMATH DE number 2109042 (Why is no real title available?)
| 2004-10-21 | Paper |
scientific article; zbMATH DE number 2070659 (Why is no real title available?)
| 2004-06-08 | Paper |
scientific article; zbMATH DE number 1778130 (Why is no real title available?)
| 2002-08-11 | Paper |
