| Publication | Date of Publication | Type |
|---|
Finite-time stability analysis of switched stochastic reaction-diffusion systems
International Journal of Control | 2023-10-17 | Paper |
Periodically intermittent discrete observations control for stabilization of highly nonlinear hybrid stochastic differential equations
Nonlinear Analysis. Hybrid Systems | 2023-09-21 | Paper |
Practical stability in relation to a part of variables for stochastic reaction–diffusion systems driven by G-Brownian motion
International Journal of Control | 2023-06-27 | Paper |
Robust stochastic stability for multi-group coupled models with Markovian switching
International Journal of Control | 2022-02-04 | Paper |
Sobolev-type stochastic differential equations driven by \(G\)-Brownian motion
International Journal of Control | 2022-01-07 | Paper |
Stochastic fluid model with jumps: the bounded model
International Journal of Applied and Computational Mathematics | 2021-05-21 | Paper |
Perturbed impulsive neutral stochastic functional differential equations
Qualitative Theory of Dynamical Systems | 2021-05-07 | Paper |
Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion
International Journal of Control | 2021-01-05 | Paper |
Pantograph stochastic differential equations driven by \(G\)-Brownian motion
Journal of Mathematical Analysis and Applications | 2019-10-04 | Paper |
Mean-field backward stochastic differential equations in general probability spaces
Applied Mathematics and Computation | 2018-08-21 | Paper |
\(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
Applied Mathematics and Computation | 2018-06-21 | Paper |
Anticipated BSDEs driven by a single jump process
Stochastic Analysis and Applications | 2018-03-14 | Paper |
Multi-valued backward stochastic differential equations driven by \(G\)-Brownian motion and its applications
Mathematical Methods in the Applied Sciences | 2017-08-15 | Paper |
Multi-valued stochastic differential equations driven by \(G\)-Brownian motion and related stochastic control problems
International Journal of Control | 2017-07-20 | Paper |
Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
Discrete and Continuous Dynamical Systems. Series B | 2016-03-10 | Paper |
Mean-field backward stochastic differential equations with subdifferential operator and its applications
Statistics & Probability Letters | 2015-12-22 | Paper |
Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
Applied Mathematics and Computation | 2014-05-07 | Paper |
Multivalued backward doubly stochastic differential equations with time delayed coefficients
| 2013-08-13 | Paper |
A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition
Applied Mathematics and Computation | 2012-06-13 | Paper |
A note on the stochastic differential equations driven by \(G\)-Brownian motion
Statistics & Probability Letters | 2011-03-31 | Paper |
Controllability of impulsive neutral stochastic functional differential inclusions with infinite delay
Journal of Computational and Applied Mathematics | 2011-03-09 | Paper |
Existence results for impulsive neutral stochastic functional integro-differential equations with infinite delays
Acta Applicandae Mathematicae | 2010-07-24 | Paper |
Existence results for impulsive neutral stochastic functional integro-differential inclusions with nonlocal initial conditions
Computers & Mathematics with Applications | 2010-06-28 | Paper |
Existence and uniqueness of mild solutions for semilinear integro-differential equations of fractional order with nonlocal initial conditions and delays
Semigroup Forum | 2010-01-25 | Paper |
Doubly perturbed neutral stochastic functional equations
Journal of Computational and Applied Mathematics | 2009-07-17 | Paper |
Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes
Journal of Computational and Applied Mathematics | 2009-06-11 | Paper |
Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes
Journal of Computational and Applied Mathematics | 2009-01-07 | Paper |
scientific article; zbMATH DE number 5307902 (Why is no real title available?)
| 2008-08-06 | Paper |
Continuous dependence on the terminal condition of solutions to nonlinear reflected backward stochastic differential equations
| 2008-08-06 | Paper |
scientific article; zbMATH DE number 5221389 (Why is no real title available?)
| 2007-12-18 | Paper |
Existence,uniqueness and stability of solutions for BSDE driven by Lévy processes under non-Lipschitz condition
| 2007-12-07 | Paper |
Reflected backward stochastic differential equations driven by Lévy processes
Statistics & Probability Letters | 2007-11-23 | Paper |
Stability of the mild solution of stochastic nonlinear evolution differential equations
| 2006-10-04 | Paper |
A note of the Taylor formula
| 2006-01-27 | Paper |
