| Publication | Date of Publication | Type |
|---|
Multi-age group epidemic model with social contacts
Acta Mathematica Scientia. Series B. (English Edition) | 2026-06-02 | Paper |
Distributed information consensus filters for simultaneous input and state estimation
Circuits, Systems, and Signal Processing | 2026-04-21 | Paper |
The asymptotic attraction and stability of hybrid stochastic functional systems with pantograph delay
Mathematical Control and Related Fields | 2026-03-24 | Paper |
Event-triggered stabilization and robust stability of stochastic differential equations
IEEE Transactions on Automatic Control | 2026-03-17 | Paper |
Aperiodically delay intermittent control for Lévy noise driven highly nonlinear stochastic hybrid systems based on discrete-time observations
IEEE Transactions on Automatic Control | 2026-03-17 | Paper |
Super-linear hybrid neutral stochastic differential equations with non-differentiable delay: Hasminskii-type theorems and stability
Discrete and Continuous Dynamical Systems. Series B | 2026-03-06 | Paper |
Asymptotic boundedness and exponential stability of neutral stochastic functional differential equations with unbounded delay
European Journal of Control | 2026-01-22 | Paper |
Stabilisation in distribution of hybrid ordinary differential equations by periodic noise
IET Control Theory & Applications | 2025-12-16 | Paper |
Stabilisation in distribution by delay feedback control for stochastic differential equations with Markovian switching and Lévy noise
IET Control Theory & Applications | 2025-11-05 | Paper |
Stabilization of hybrid systems by event-triggered control based on discrete-time state observations
SIAM Journal on Control and Optimization | 2025-10-10 | Paper |
Dynamical analysis on symptom-based SEMIR compartmental model with age groups
Journal of Applied Mathematics and Computing | 2025-08-12 | Paper |
Truncated Euler-Maruyama method for hybrid stochastic functional differential equations with infinite time delay
Journal of Computational and Applied Mathematics | 2025-08-05 | Paper |
Almost sure stabilization of hybrid systems by intermittent stochastic noise with jumps
Automatica | 2025-07-04 | Paper |
Explicit multiscale numerical method for super-linear slow-fast stochastic differential equations
Stochastic Processes and their Applications | 2025-06-30 | Paper |
On the decay rate for a stochastic delay differential equation with an unbounded delay
Applied Mathematics Letters | 2025-05-31 | Paper |
Stabilization in distribution of periodic hybrid systems by discrete-time state feedback control
SIAM Journal on Control and Optimization | 2025-04-23 | Paper |
Survival analysis of an SVIR epidemic model with media coverage
Acta Mathematica Scientia. Series A. (Chinese Edition) | 2025-04-14 | Paper |
Stabilisation of hybrid stochastic differential equations by feedback control based on discrete-time observations of state and mode
IET Control Theory & Applications | 2025-03-20 | Paper |
Stabilization of hybrid systems by intermittent feedback controls based on discrete-time observations with a time delay
IET Control Theory & Applications | 2025-02-21 | Paper |
Collaboration and friendship with George Yin
Numerical Algebra, Control and Optimization | 2025-01-22 | Paper |
Razumikhin technique for stabilisation of highly nonlinear hybrid systems by bounded discrete-time state feedback control working intermittently
Numerical Algebra, Control and Optimization | 2025-01-22 | Paper |
Stabilization of hybrid stochastic differential equations by delay feedback control based on discrete-time observations
Numerical Algebra, Control and Optimization | 2025-01-22 | Paper |
Stationary distribution and extinction of an HCV transmission model with protection awareness and environmental fluctuations
Applied Mathematics Letters | 2025-01-03 | Paper |
A new criterion on stability in distribution for a hybrid stochastic delay differential equation
Journal of the Franklin Institute | 2024-09-26 | Paper |
Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control
IET Control Theory & Applications | 2024-09-05 | Paper |
Exponential stabilisation of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations
IET Control Theory & Applications | 2024-09-05 | Paper |
Adaptive control and synchronization of complex dynamical systems with various types of delays and stochastic disturbances
SIAM Journal on Applied Mathematics | 2024-09-05 | Paper |
Generalized invariance principles for stochastic dynamical systems and their applications
IEEE Transactions on Automatic Control | 2024-07-21 | Paper |
Exponential stability of highly nonlinear neutral pantograph stochastic differential equations
Asian Journal of Control | 2024-06-27 | Paper |
Explicit approximation of invariant measure for stochastic delay differential equations with the nonlinear diffusion term
Journal of Theoretical Probability | 2024-06-17 | Paper |
The logarithmic truncated EM method with weaker conditions
Applied Numerical Mathematics | 2024-05-30 | Paper |
Structured stabilisation of superlinear delay systems by bounded discrete-time state feedback control
Automatica | 2024-05-14 | Paper |
Stationary distribution of periodic stochastic differential equations with Markov switching
Journal of Mathematical Analysis and Applications | 2024-05-10 | Paper |
Strong convergence of an explicit numerical approximation for n-dimensional superlinear SDEs with positive solutions
Mathematics and Computers in Simulation | 2024-04-16 | Paper |
The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients
Journal of Computational and Applied Mathematics | 2024-04-09 | Paper |
On the analysis of Ait-Sahalia-type model for rough volatility modelling
Journal of Theoretical Probability | 2024-04-02 | 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 |
Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching
Information Sciences | 2024-02-28 | Paper |
The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients
Journal of Computational Mathematics | 2024-02-12 | Paper |
An explicit approximation for super-linear stochastic functional differential equations
Stochastic Processes and their Applications | 2024-02-06 | Paper |
Advances in Discrete-State-Feedback Stabilization of Highly Nonlinear Hybrid Systems by Razumikhin Technique
IEEE Transactions on Automatic Control | 2024-01-25 | Paper |
Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model
BIT | 2024-01-02 | Paper |
Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations
International Journal of Robust and Nonlinear Control | 2023-12-19 | Paper |
\textit{Wolbachia} invasion to wild mosquito population in stochastic environment
Journal of Differential Equations | 2023-11-15 | Paper |
A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control
Journal of the Franklin Institute | 2023-10-30 | Paper |
An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients
Journal of Computational and Applied Mathematics | 2023-10-17 | Paper |
Hybrid stochastic functional differential equations with infinite delay: approximations and numerics
Journal of Differential Equations | 2023-10-11 | Paper |
Stabilization in Distribution of Hybrid Systems by Intermittent Noise
IEEE Transactions on Automatic Control | 2023-10-06 | Paper |
Improved delay-dependent stability of superlinear hybrid stochastic systems with general time-varying delays
Nonlinear Analysis. Hybrid Systems | 2023-09-21 | Paper |
| Invariance principles for G-brownian-motion-driven stochastic differential equations and their applications to G-stochastic control | 2023-09-15 | 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 |
Stabilization in distribution of hybrid stochastic systems by intermittent feedback controls
Nonlinear Analysis. Hybrid Systems | 2023-07-18 | Paper |
Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique
Systems & Control Letters | 2023-07-13 | Paper |
Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2023-07-04 | Paper |
Stabilization and destabilization of hybrid systems by periodic stochastic controls based on Lévy noise
IMA Journal of Mathematical Control and Information | 2023-06-27 | Paper |
Discrete-time feedback control for highly nonlinear hybrid stochastic systems with non-differentiable delays
Systems & Control Letters | 2023-06-27 | 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 |
Positivity preserving truncated scheme for the stochastic Lotka-Volterra model with small moment convergence
Calcolo | 2023-05-16 | 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 |
Stochastic stabilization of hybrid neural networks by periodically intermittent control based on discrete-time state observations
Nonlinear Analysis. Hybrid Systems | 2023-04-05 | Paper |
Stabilization of Highly Nonlinear Hybrid Stochastic Differential Delay Equations with Lévy Noise by Delay Feedback Control
SIAM Journal on Control and Optimization | 2023-03-29 | Paper |
Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
Qualitative Theory of Dynamical Systems | 2023-03-06 | Paper |
Advances in nonlinear hybrid stochastic differential delay equations: existence, boundedness and stability
Automatica | 2022-12-09 | Paper |
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients
Applied Numerical Mathematics | 2022-12-09 | Paper |
A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion
Applied Mathematics Letters | 2022-12-08 | Paper |
Stationary distribution and density function of a stochastic SVIR epidemic model
Journal of the Franklin Institute | 2022-11-09 | Paper |
| Dynamics of an HIV/AIDS transmission model with protection awareness and fluctuations | 2022-10-31 | Paper |
Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term
Applied Numerical Mathematics | 2022-10-18 | Paper |
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
Physica A | 2022-08-10 | Paper |
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
Physica A | 2022-08-10 | 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 |
Analysis of a stochastic predator-prey system with foraging arena scheme
Stochastics | 2022-07-05 | Paper |
Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by G-Brownian motion
Journal of the Franklin Institute | 2022-06-24 | Paper |
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients
(available as arXiv preprint) | 2022-06-20 | Paper |
| On the Analysis of a Generalised Rough Ait-Sahalia Interest Rate Model | 2022-05-02 | Paper |
Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
Automatica | 2022-04-14 | Paper |
Stabilization of nonlinear hybrid stochastic delay systems by feedback control based on discrete-time state and mode observations
Applicable Analysis | 2022-03-23 | Paper |
Stabilization in Distribution by Delay Feedback Control for Hybrid Stochastic Differential Equations
IEEE Transactions on Automatic Control | 2022-02-24 | Paper |
Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition
Journal of Industrial and Management Optimization | 2022-02-16 | Paper |
Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations
International Journal of Computer Mathematics | 2022-02-10 | Paper |
Stabilization by intermittent control for hybrid stochastic differential delay equations
Discrete and Continuous Dynamical Systems. Series B | 2022-01-06 | Paper |
Advances in stabilization of highly nonlinear hybrid delay systems
Automatica | 2022-01-03 | Paper |
On exponential stability of hybrid neutral stochastic differential delay equations with different structures
Nonlinear Analysis. Hybrid Systems | 2021-12-13 | Paper |
Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay
Nonlinear Analysis. Hybrid Systems | 2021-12-13 | Paper |
Stabilization and destabilization of hybrid systems by periodic stochastic controls
Systems & Control Letters | 2021-11-10 | Paper |
Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations
Mathematics of Computation | 2021-09-02 | Paper |
| The truncated EM method for stochastic differential delay equations with variable delay | 2021-08-09 | Paper |
A stochastic differential equation SIS epidemic model with regime switching
Discrete and Continuous Dynamical Systems. Series B | 2021-06-18 | Paper |
Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model
Journal of Computational and Applied Mathematics | 2021-06-03 | Paper |
Asymptotic stabilization of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations
Mathematical Control and Related Fields | 2021-05-05 | Paper |
Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations
Journal of Applied Analysis & Computation | 2021-04-16 | Paper |
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in pth moment and stability
IMA Journal of Numerical Analysis | 2021-03-16 | Paper |
Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients
Journal of Computational and Applied Mathematics | 2021-02-03 | Paper |
Delay feedback control for switching diffusion systems based on discrete-time observations
SIAM Journal on Control and Optimization | 2020-10-29 | Paper |
Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay
Journal of Computational and Applied Mathematics | 2020-09-14 | Paper |
Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay
Discrete and Continuous Dynamical Systems. Series B | 2020-06-04 | Paper |
Advances in the truncated Euler-Maruyama method for stochastic differential delay equations
Communications on Pure and Applied Analysis | 2020-04-29 | Paper |
Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations
Systems & Control Letters | 2020-04-22 | Paper |
Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
Applied Numerical Mathematics | 2020-04-07 | Paper |
Stochastic prey-predator system with foraging arena scheme
Applied Mathematical Modelling | 2020-03-27 | Paper |
Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control
SIAM Journal on Control and Optimization | 2020-03-11 | Paper |
A stochastic differential equation SIS epidemic model with two correlated Brownian motions
Nonlinear Dynamics | 2020-02-18 | Paper |
Stochastic delay foraging arena predator-prey system with Markov switching
Stochastic Analysis and Applications | 2020-02-17 | Paper |
The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise
Journal of the Franklin Institute | 2020-01-30 | Paper |
Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control
Automatica | 2020-01-20 | Paper |
Delay Feedback Control for Switching Diffusion Systems Based on Discrete Time Observations
(available as arXiv preprint) | 2020-01-13 | 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 |
Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching
Electronic Journal of Qualitative Theory of Differential Equations | 2019-10-18 | Paper |
Stability in distribution of stochastic functional differential equations
Systems & Control Letters | 2019-10-14 | Paper |
Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method
Applied Mathematics Letters | 2019-10-01 | Paper |
Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients
Discrete and Continuous Dynamical Systems. Series B | 2019-08-28 | Paper |
Robust quantised control of hybrid stochastic systems based on discrete-time state and mode observations
International Journal of Control | 2019-08-26 | Paper |
Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function
Journal of Mathematical Analysis and Applications | 2019-08-21 | Paper |
Approximate solutions of hybrid stochastic pantograph equations with Levy jumps
Abstract and Applied Analysis | 2019-08-16 | Paper |
The truncated EM method for stochastic differential equations with Poisson jumps
Journal of Computational and Applied Mathematics | 2019-06-20 | Paper |
The truncated EM method for stochastic differential equations with Poisson jumps
Journal of Computational and Applied Mathematics | 2019-06-20 | Paper |
A stochastic differential equation SIS epidemic model with two independent Brownian motions
Journal of Mathematical Analysis and Applications | 2019-05-10 | Paper |
Convergence of the split-step \(\theta\)-method for stochastic age-dependent population equations with Markovian switching and variable delay
Applied Numerical Mathematics | 2019-05-09 | Paper |
Generalized criteria on delay-dependent stability of highly nonlinear hybrid stochastic systems
International Journal of Robust and Nonlinear Control | 2019-03-27 | Paper |
Mean percentage of returns for stock market linked savings accounts
Applied Mathematics and Computation | 2019-03-19 | Paper |
The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps
Applied Mathematics and Computation | 2019-03-18 | Paper |
Stability of highly nonlinear hybrid stochastic integro-differential delay equations
Nonlinear Analysis. Hybrid Systems | 2019-03-06 | Paper |
Approximate solutions for a class of doubly perturbed stochastic differential equations
Advances in Difference Equations | 2019-01-17 | Paper |
Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation
Discrete and Continuous Dynamical Systems. Series B | 2019-01-11 | Paper |
Neutral stochastic functional differential equations with Lévy jumps under the local Lipschitz condition
Advances in Difference Equations | 2018-12-04 | Paper |
An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
Advances in Difference Equations | 2018-10-17 | Paper |
Stability Analysis for Continuous-Time Switched Systems With Stochastic Switching Signals
IEEE Transactions on Automatic Control | 2018-09-18 | Paper |
Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps
Electronic Journal of Qualitative Theory of Differential Equations | 2018-09-03 | Paper |
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
(available as arXiv preprint) | 2018-08-31 | Paper |
Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients
Applied Mathematics and Computation | 2018-08-21 | Paper |
Structured robust stability and boundedness of nonlinear hybrid delay systems
SIAM Journal on Control and Optimization | 2018-07-18 | Paper |
Stability of highly nonlinear neutral stochastic differential delay equations
Systems & Control Letters | 2018-06-27 | Paper |
The truncated Euler-Maruyama method for stochastic differential delay equations
Numerical Algorithms | 2018-06-25 | Paper |
On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions
Applied Mathematics and Computation | 2018-06-21 | Paper |
Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique
Statistics & Probability Letters | 2018-06-20 | Paper |
Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps
Applied Mathematics and Computation | 2018-06-19 | Paper |
| scientific article; zbMATH DE number 6874597 (Why is no real title available?) | 2018-05-25 | Paper |
A note on the partially truncated Euler-Maruyama method
Applied Numerical Mathematics | 2018-05-11 | Paper |
Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations
Journal of Computational and Applied Mathematics | 2018-05-04 | Paper |
The truncated Milstein method for stochastic differential equations with commutative noise
Journal of Computational and Applied Mathematics | 2018-04-16 | Paper |
Hopf bifurcation control for a class of delay differential systems with discrete-time delayed feedback controller
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2018-01-15 | Paper |
Stabilization of Hybrid Systems by Feedback Control Based on Discrete‐Time State and Mode Observations
Asian Journal of Control | 2018-01-05 | Paper |
Almost sure exponential stability of hybrid stochastic functional differential equations
Journal of Mathematical Analysis and Applications | 2017-11-28 | Paper |
Delay-Dependent <formula formulatype="inline"><tex>$H_{\infty }$</tex> </formula> Control and Filtering for Uncertain Markovian Jump Systems With Time-Varying Delays
IEEE Transactions on Circuits and Systems I: Regular Papers | 2017-11-20 | Paper |
Robust stabilization of hybrid uncertain stochastic systems by discrete-time feedback control
Optimal Control Applications & Methods | 2017-11-02 | Paper |
On pth moment stabilization of hybrid systems by discrete-time feedback control
Stochastic Analysis and Applications | 2017-11-02 | Paper |
Delay dependent stability of highly nonlinear hybrid stochastic systems
Automatica | 2017-10-11 | Paper |
On Exponential Almost Sure Stability of Random Jump Systems
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
Robust Stability and Boundedness of Nonlinear Hybrid Stochastic Differential Delay Equations
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
On Almost Sure Stability of Hybrid Stochastic Systems With Mode-Dependent Interval Delays
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
Stability of Singular Stochastic Systems With Markovian Switching
IEEE Transactions on Automatic Control | 2017-08-25 | Paper |
On Input-to-State Stability of Stochastic Retarded Systems With Markovian Switching
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Correction to: "Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems" [Jan 09 147-152]
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Stabilization and Destabilization of Nonlinear Differential Equations by Noise
IEEE Transactions on Automatic Control | 2017-08-08 | Paper |
Numerical approximation of invariant measures for hybrid diffusion systems
IEEE Transactions on Automatic Control | 2017-07-12 | Paper |
Exponential stability of stochastic delay interval systems with Markovian switching
IEEE Transactions on Automatic Control | 2017-06-20 | Paper |
Stability Analysis of Continuous-Time Switched Systems With a Random Switching Signal
IEEE Transactions on Automatic Control | 2017-05-16 | Paper |
Almost Sure Exponential Stabilization by Discrete-Time Stochastic Feedback Control
IEEE Transactions on Automatic Control | 2017-05-03 | Paper |
The partially truncated Euler-Maruyama method and its stability and boundedness
Applied Numerical Mathematics | 2017-02-24 | Paper |
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations
Numerical Algorithms | 2017-02-17 | Paper |
Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching
Journal of the Franklin Institute | 2016-11-24 | Paper |
A stochastic differential equation model for the spread of HIV amongst people who inject drugs
Computational & Mathematical Methods in Medicine | 2016-11-09 | Paper |
Stationary distribution of stochastic SIRS epidemic model with standard incidence
Discrete and Continuous Dynamical Systems. Series B | 2016-09-30 | Paper |
On the averaging principle for stochastic delay differential equations with jumps
Advances in Difference Equations | 2016-09-02 | Paper |
| Stochastic modelling in finance and Monte Carlo simulations with R. D: Stochastic differential equation model | 2016-08-10 | Paper |
Almost sure exponential stability of stochastic differential delay equations
SIAM Journal on Control and Optimization | 2016-07-29 | Paper |
Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay
Statistics & Probability Letters | 2016-05-20 | Paper |
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps
Journal of Computational and Applied Mathematics | 2016-03-03 | Paper |
Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
Applied Mathematics and Computation | 2016-01-25 | Paper |
| Stochastic modeling in finance and Monte Carlo simulations with R. II: Cox-Ross-Rubinstein model | 2016-01-15 | Paper |
| scientific article; zbMATH DE number 6531373 (Why is no real title available?) | 2016-01-15 | Paper |
| Stochastic modeling in finance and Monte Carlo simulations with R. III: Stochastic log-linear model | 2016-01-15 | Paper |
Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations
Journal of Computational and Applied Mathematics | 2015-12-21 | Paper |
Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations
Statistics & Probability Letters | 2015-11-05 | Paper |
Demographic stochasticity in the SDE SIS epidemic model
Discrete and Continuous Dynamical Systems. Series B | 2015-10-01 | Paper |
Almost sure exponential stability in the numerical simulation of stochastic differential equations
SIAM Journal on Numerical Analysis | 2015-09-16 | Paper |
The truncated Euler-Maruyama method for stochastic differential equations
Journal of Computational and Applied Mathematics | 2015-08-19 | Paper |
Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control
Automatica | 2015-06-25 | Paper |
Stabilization of hybrid systems by feedback control based on discrete-time state observations
SIAM Journal on Control and Optimization | 2015-06-02 | Paper |
The threshold of a stochastic SIRS epidemic model in a population with varying size
Discrete and Continuous Dynamical Systems. Series B | 2015-03-10 | Paper |
Stochastic dynamics of SIRS epidemic models with random perturbation
Mathematical Biosciences and Engineering | 2015-02-03 | Paper |
Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations
Systems & Control Letters | 2014-10-27 | Paper |
Numerical stationary distribution and its convergence for nonlinear stochastic differential equations
Journal of Computational and Applied Mathematics | 2014-10-07 | Paper |
Mean square polynomial stability of numerical solutions to a class of stochastic differential equations
Statistics & Probability Letters | 2014-07-15 | Paper |
Asymptotic moment boundedness of the numerical solutions of stochastic differential equations
Journal of Computational and Applied Mathematics | 2014-06-06 | Paper |
Parameter estimation for the stochastic SIS epidemic model
Statistical Inference for Stochastic Processes | 2014-05-23 | Paper |
Delay geometric Brownian motion in financial option valuation
Stochastics | 2014-04-25 | Paper |
Strong convergence rates for backward Euler-Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients
Stochastics | 2014-04-25 | Paper |
Almost sure exponential stabilisation of stochastic systems by state-feedback control
Automatica | 2014-03-19 | Paper |
A note on exponential almost sure stability of stochastic differential equation
Bulletin of the Korean Mathematical Society | 2014-02-28 | Paper |
Mean exit times and the multilevel Monte Carlo method
SIAM/ASA Journal on Uncertainty Quantification | 2014-02-25 | Paper |
| The Hitting Times of A Stochastic Epidemic Model | 2014-02-16 | Paper |
Khasminskii-type theorems for stochastic functional differential equations
Discrete and Continuous Dynamical Systems. Series B | 2013-11-12 | Paper |
Convergence, nonnegativity and stability of a new Milstein scheme with applications to finance
Discrete and Continuous Dynamical Systems. Series B | 2013-11-12 | Paper |
| On the Existence and Uniqueness of Solutions of Stochastic Equations of Neutral Type | 2013-10-09 | Paper |
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes
Abstract and Applied Analysis | 2013-09-19 | Paper |
A systematic derivation of stochastic Taylor methods for stochastic delay differential equations
Bulletin of the Malaysian Mathematical Sciences Society. Second Series | 2013-08-28 | Paper |
The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model
Computers & Mathematics with Applications | 2013-07-25 | 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 |
Extinction and recurrence of multi-group SEIR epidemic models with stochastic perturbations
Nonlinear Analysis. Real World Applications | 2013-03-06 | Paper |
Stochastic stabilization of hybrid differential equations
Automatica | 2013-03-01 | Paper |
A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching
Automatica | 2013-03-01 | Paper |
Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients
Journal of Computational and Applied Mathematics | 2012-11-09 | Paper |
Lyapunov exponents of hybrid stochastic heat equations
Systems & Control Letters | 2012-09-14 | Paper |
The improved LaSalle-type theorems for stochastic differential delay equations
Stochastic Analysis and Applications | 2012-08-27 | Paper |
The SIS epidemic model with Markovian switching
Journal of Mathematical Analysis and Applications | 2012-08-01 | 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 |
Stability of singular jump-linear systems with a large state space: A two-time-scale approach
The ANZIAM Journal | 2012-05-11 | Paper |
Convergence rate of numerical solutions to SFDEs with jumps
Journal of Computational and Applied Mathematics | 2011-11-10 | Paper |
Competitive Lotka-Volterra population dynamics with jumps
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2011-10-17 | Paper |
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model
BIT | 2011-08-02 | Paper |
Stationary distribution of stochastic population systems
Systems & Control Letters | 2011-06-27 | Paper |
Hybrid simulation of autoregulation within transcription and translation
BIT | 2011-05-04 | Paper |
On the almost sure running maxima of solutions of affine stochastic functional differential equations
SIAM Journal on Mathematical Analysis | 2011-03-25 | Paper |
On the almost sure running maxima of solutions of affine stochastic functional differential equations
SIAM Journal on Mathematical Analysis | 2011-03-25 | Paper |
Stability of stochastic delay hybrid systems with jumps
European Journal of Control | 2011-03-09 | Paper |
Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions
Applied Mathematics and Computation | 2011-03-08 | Paper |
Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching
Journal of Mathematical Analysis and Applications | 2011-02-09 | Paper |
Stochastic suppression and stabilization of functional differential equations
Systems & Control Letters | 2011-01-12 | 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 |
SMC design for robust \(H^{\infty}\) control of uncertain stochastic delay systems
Automatica | 2010-07-13 | Paper |
Delay-dependent robust stability of stochastic delay systems with Markovian switching
Journal of Control Theory and Applications | 2010-07-08 | Paper |
Almost sure exponential stability of numerical solutions for stochastic delay differential equations
Numerische Mathematik | 2010-07-02 | Paper |
| On the local dynamics of polynomial difference equations with fading stochastic perturbations | 2010-05-06 | Paper |
Analyzing multi-level Monte Carlo for options with non-globally Lipschitz payoff
Finance and Stochastics | 2010-04-22 | Paper |
Noise expresses exponential growth under regime switching
Systems & Control Letters | 2010-04-13 | Paper |
Switching and diffusion models for gene regulation networks
Multiscale Modeling & Simulation | 2010-03-30 | Paper |
| Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations | 2010-02-16 | Paper |
| The size of the largest fluctuations in a market model with Markovian switching | 2009-09-29 | Paper |
Population dynamical behavior of Lotka-Volterra system under regime switching
Journal of Computational and Applied Mathematics | 2009-09-29 | Paper |
Generalized Stochastic Delay Lotka–Volterra Systems
Stochastic Models | 2009-09-18 | Paper |
Mathematical modelling of internal HIV dynamics
Discrete and Continuous Dynamical Systems. Series B | 2009-09-16 | 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 |
| Persistence of stochastic power law logistic model | 2009-06-10 | Paper |
Stochastic population dynamics under regime switching. II
Journal of Mathematical Analysis and Applications | 2009-06-10 | Paper |
Noise suppresses exponential growth under regime switching
Journal of Mathematical Analysis and Applications | 2009-06-10 | Paper |
Robust delayed-state-feedback stabilization of uncertain stochastic systems
Automatica | 2009-06-10 | Paper |
Population dynamical behavior of non-autonomous Lotka-Volterra competitive system with random perturbation
Discrete and Continuous Dynamical Systems | 2009-05-29 | Paper |
Stochastic hybrid delay population dynamics: Well-posed models and extinction
Journal of Biological Dynamics | 2009-03-03 | Paper |
Positivity and stabilisation for nonlinear stochastic delay differential equations
Stochastics | 2009-03-03 | Paper |
| scientific article; zbMATH DE number 5504023 (Why is no real title available?) | 2009-02-09 | Paper |
Geometric Brownian motion with delay: mean square characterisation
Proceedings of the American Mathematical Society | 2009-02-05 | Paper |
Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump
Applied Mathematics and Computation | 2009-01-14 | Paper |
Stabilisation of hybrid stochastic differential equations by delay feedback control
Systems & Control Letters | 2008-12-02 | Paper |
A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations
Journal of Mathematical Analysis and Applications | 2008-10-06 | Paper |
The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications
Journal of Mathematical Analysis and Applications | 2008-08-19 | Paper |
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
Journal of Applied Mathematics and Stochastic Analysis | 2008-08-15 | 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 |
Theory and application of stability for stochastic reaction diffusion systems
Science in China. Series F | 2008-04-15 | Paper |
A stochastic model for internal HIV dynamics
Journal of Mathematical Analysis and Applications | 2008-03-31 | Paper |
| Almost sure asymptotic estimations for solutions of stochastic differential delay equations | 2008-03-06 | Paper |
| scientific article; zbMATH DE number 5238323 (Why is no real title available?) | 2008-02-22 | Paper |
Noise suppresses or expresses exponential growth
Systems & Control Letters | 2008-02-21 | Paper |
Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations
Journal of Computational and Applied Mathematics | 2008-02-06 | Paper |
| \({\mathcal H}_\infty\) filtering for uncertain bilinear stochastic systems | 2008-02-05 | 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 |
| Stochastic differential equations and applications. | 2007-12-04 | Paper |
Stochastic population dynamics under regime switching
Journal of Mathematical Analysis and Applications | 2007-07-09 | 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 |
On stochastic stabilization of difference equations
Discrete and Continuous Dynamical Systems | 2007-04-05 | Paper |
Stabilization and destabilization of hybrid systems of stochastic differential equations
Automatica | 2007-02-26 | Paper |
Algebraic conditions of stability for Hopfield neural network
Science in China. Series F | 2007-02-20 | 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 |
Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations
Journal of Computational and Applied Mathematics | 2007-01-22 | Paper |
A stochastic model of AIDS and condom use
Journal of Mathematical Analysis and Applications | 2006-12-07 | Paper |
Nonnormality and stochastic differential equations
BIT | 2006-10-31 | Paper |
| Stochastic Differential Equations with Markovian Switching | 2006-10-23 | Paper |
Stochastic stabilisation of functional differential equations
Systems & Control Letters | 2006-09-25 | Paper |
Mean square stability of stochastic Volterra integro-differential equations
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 |
Razumikhin method and exponential stability of hybrid stochastic delay interval systems
Journal of Mathematical Analysis and Applications | 2005-12-22 | Paper |
Asymptotic stability in distribution of stochastic differential equations with Markovian switching.
Stochastic Processes and their Applications | 2005-11-29 | Paper |
On pathwise super-exponential decay rates of solutions of scalar nonlinear stochastic differential equations
Stochastics | 2005-11-15 | Paper |
Khasminskii-Type Theorems for Stochastic Differential Delay Equations
Stochastic Analysis and Applications | 2005-10-18 | Paper |
On a Boundary Value Problem in the Filtering Theory for Discrete Volterra Equations
Stochastic Analysis and Applications | 2005-10-18 | Paper |
DELAY POPULATION DYNAMICS AND ENVIRONMENTAL NOISE
Stochastics and Dynamics | 2005-09-30 | Paper |
| scientific article; zbMATH DE number 2169898 (Why is no real title available?) | 2005-05-20 | 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 |
Environmental Brownian noise suppresses explosions in population dynamics.
Stochastic Processes and their Applications | 2005-02-25 | 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 |
Numerical Solutions of Stochastic Functional Differential Equations
LMS Journal of Computation and Mathematics | 2004-11-18 | Paper |
Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations
LMS Journal of Computation and Mathematics | 2004-11-18 | Paper |
Mean-Square Filtering Problem for Discrete Volterra Equations
Stochastic Analysis and Applications | 2004-11-11 | Paper |
Attraction, stability and boundedness for stochastic differential delay equations.
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2004-08-26 | Paper |
Stochastic delay Lotka--Volterra model
Journal of Mathematical Analysis and Applications | 2004-08-06 | Paper |
Stochastic Hopfield neural networks
Journal of Physics A: Mathematical and General | 2004-06-09 | Paper |
| scientific article; zbMATH DE number 2070775 (Why is no real title available?) | 2004-06-08 | Paper |
| scientific article; zbMATH DE number 2066899 (Why is no real title available?) | 2004-05-27 | Paper |
| scientific article; zbMATH DE number 2068650 (Why is no real title available?) | 2004-05-27 | 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 |
| scientific article; zbMATH DE number 2052593 (Why is no real title available?) | 2004-03-08 | Paper |
Asymptotic behaviour of the stochastic Lotka-Volterra model.
Journal of Mathematical Analysis and Applications | 2003-11-19 | Paper |
| scientific article; zbMATH DE number 2003637 (Why is no real title available?) | 2003-11-16 | Paper |
| scientific article; zbMATH DE number 2003640 (Why is no real title available?) | 2003-11-16 | Paper |
Neutral Stochastic Differential Delay Equations with Markovian Switching
Stochastic Analysis and Applications | 2003-07-14 | Paper |
On boundedness and stability of solutions of nonlinear difference equation with nonmartingale type noise
Journal of Difference Equations and Applications | 2003-04-28 | Paper |
Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales
Stochastic Analysis and Applications | 2003-04-28 | Paper |
Numerical solutions of stochastic differential delay equations under local Lipschitz condition
Journal of Computational and Applied Mathematics | 2003-03-16 | Paper |
Simplified estimation algorithms for systems with after-effect and a small parameter
Moscow University Mechanics Bulletin | 2003-01-08 | Paper |
Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations
SIAM Journal on Numerical Analysis | 2003-01-05 | Paper |
LARGE TIME DECAY BEHAVIOR OF DYNAMICAL EQUATIONS WITH RANDOM PERTURBATION FEATURES
Stochastic Analysis and Applications | 2002-11-04 | Paper |
The LaSalle-type theorems for stochastic functional differential equations
Nonlinear Studies | 2002-09-15 | Paper |
Stability of stochastic delay neural networks
Journal of the Franklin Institute | 2002-09-01 | Paper |
A note on the LaSalle-type theorems for stochastic differential delay equations
Journal of Mathematical Analysis and Applications | 2002-07-04 | Paper |
Convergence of the Euler scheme for a class of stochastic differential equations
International Mathematical Journal | 2002-06-10 | Paper |
Some contributions to stochastic asymptotic stability and boundedness via multiple Lyapunov functions
Journal of Mathematical Analysis and Applications | 2002-04-02 | Paper |
ALMOST SURE EXPONENTIAL STABILITY OF DELAY EQUATIONS WITH DAMPED STOCHASTIC PERTURBATION
Stochastic Analysis and Applications | 2002-02-24 | Paper |
On stabilization of partial differential equations by noise
Nagoya Mathematical Journal | 2002-02-14 | Paper |
On asymptotic behaviour of solutions of stochastic difference equations with volterra type main term
Stochastic Analysis and Applications | 2002-02-03 | Paper |
RAZUMIKHIN-TYPE THEOREMS ON STABILITY OF STOCHASTIC NEURAL NETWORKS WITH DELAYS
Stochastic Analysis and Applications | 2002-01-13 | Paper |
| scientific article; zbMATH DE number 1569226 (Why is no real title available?) | 2001-12-18 | Paper |
Stability of stochastic interval systems with time delays
Systems & Control Letters | 2001-08-20 | Paper |
Asymptotic properties of neutral stochastic differential delay equations
Stochastics and Stochastic Reports | 2001-07-02 | Paper |
LaSalle-type theorems for stochastic differential delay equations
Journal of Mathematical Analysis and Applications | 2001-03-28 | Paper |
| scientific article; zbMATH DE number 1418109 (Why is no real title available?) | 2001-03-07 | Paper |
Stochastic differential delay equations with Markovian switching
Bernoulli | 2001-03-02 | Paper |
Stability of stochastic integro differiential equations
Stochastic Analysis and Applications | 2001-01-31 | Paper |
Constrained Markovian decision processes: The dynamic programming approach
Operations Research Letters | 2001-01-25 | Paper |
Stability of stochastic differential equations with Markovian switching
Stochastic Processes and their Applications | 2001-01-17 | Paper |
Strategic measures in optimal control problems for stochastic sequences
Stochastic Analysis and Applications | 2000-11-20 | Paper |
Exponential stability of stochastic delay interval systems
Systems & Control Letters | 2000-08-21 | Paper |
| scientific article; zbMATH DE number 1424952 (Why is no real title available?) | 2000-03-26 | Paper |
| scientific article; zbMATH DE number 1424966 (Why is no real title available?) | 2000-03-26 | Paper |
| scientific article; zbMATH DE number 1330927 (Why is no real title available?) | 1999-11-22 | Paper |
Exponential stability of non-linear stochastic evolution equations
Stochastic Processes and their Applications | 1999-11-18 | Paper |
| scientific article; zbMATH DE number 1153848 (Why is no real title available?) | 1999-11-08 | Paper |
Stochastic versions of the LaSalle theorem
Journal of Differential Equations | 1999-09-23 | Paper |
| scientific article; zbMATH DE number 1179815 (Why is no real title available?) | 1999-02-07 | Paper |
Robust stability of uncertain stochastic differential delay equations
Systems & Control Letters | 1999-01-12 | Paper |
Exponential stability of stochastic differential equations driven by discontinuous semimartingales
Stochastics and Stochastic Reports | 1998-05-04 | Paper |
Stochastic self-stabilization
Stochastics and Stochastic Reports | 1998-04-19 | Paper |
Almost sure exponential stability of neutral stochastic differential difference equations
Journal of Mathematical Analysis and Applications | 1998-04-01 | Paper |
Razumikhin-type theorems on exponential stability of stochastic functional differential equations
Stochastic Processes and their Applications | 1998-03-29 | Paper |
| scientific article; zbMATH DE number 1099342 (Why is no real title available?) | 1998-01-05 | Paper |
Stability of neutral stochastic differential equations
Chinese Science Bulletin | 1997-12-17 | Paper |
| scientific article; zbMATH DE number 1093972 (Why is no real title available?) | 1997-12-03 | Paper |
Razumikhin-Type Theorems on Exponential Stability of Neutral Stochastic Differential Equations
SIAM Journal on Mathematical Analysis | 1997-11-10 | Paper |
| scientific article; zbMATH DE number 1016795 (Why is no real title available?) | 1997-11-02 | Paper |
Exponential stability of stochastic differential delay equations
Stochastics and Stochastic Reports | 1997-10-01 | Paper |
Comments on "An improved Razumikhin-type theorem and its applications" [with reply]
IEEE Transactions on Automatic Control | 1997-04-27 | Paper |
Exponential stability in mean square of neutral stochastic differential functional equations
Systems & Control Letters | 1997-02-28 | Paper |
Exponential stability of nonlinear differential delay equations
Systems & Control Letters | 1997-02-27 | Paper |
| scientific article; zbMATH DE number 858192 (Why is no real title available?) | 1997-01-27 | Paper |
Robustness of exponential stability of stochastic differential delay equations
IEEE Transactions on Automatic Control | 1996-11-26 | Paper |
Almost sure exponential stability of neutral differential difference equations with damped stochastic perturbations
Electronic Journal of Probability | 1996-11-13 | Paper |
Almost sure exponential stability of neutral differential difference equations with damped stochastic perturbations
Electronic Journal of Probability | 1996-11-13 | Paper |
Exponential stability and instability of stochastic neural networks<sup>1</sup>
Stochastic Analysis and Applications | 1996-10-21 | Paper |
| scientific article; zbMATH DE number 780713 (Why is no real title available?) | 1996-01-28 | Paper |
Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
Stochastic Processes and their Applications | 1995-11-14 | Paper |
Apporoximate solutions for stochastic differential equations with pathwise uniqueness
Stochastic Analysis and Applications | 1995-04-05 | Paper |
Stochastic stabilization and destabilization
Systems & Control Letters | 1994-11-08 | Paper |
Approximate solutions for a class of stochastic evolution equations with variable delays. II
Numerical Functional Analysis and Optimization | 1994-09-20 | Paper |
| scientific article; zbMATH DE number 625166 (Why is no real title available?) | 1994-08-28 | Paper |
| scientific article; zbMATH DE number 515782 (Why is no real title available?) | 1994-03-11 | Paper |
Wave equation with stochastic boundary values
Journal of Mathematical Analysis and Applications | 1994-01-13 | Paper |
Almost sure exponential stability for a class of stochastic differential equations with applications to stochastic flows
Stochastic Analysis and Applications | 1993-05-16 | Paper |
ALMOST SURE POLYNOMIAL STABILITY FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS
The Quarterly Journal of Mathematics | 1993-02-18 | Paper |
Almost sure asymptotic bounds for a class of stochastic differential equations
Stochastics and Stochastic Reports | 1993-01-17 | Paper |
Polynomial stability for perturbed stochastic differential equations with respect to semimartingales
Stochastic Processes and their Applications | 1993-01-16 | Paper |
Exponential stability of large-scale stochastic differential equations
Systems & Control Letters | 1993-01-16 | Paper |
Robustness of stability of nonlinear systems with stochastic delay perturbations
Systems & Control Letters | 1993-01-04 | Paper |
Solutions of stochastic differential-functional equations via bounded stochastic integral contractors
Journal of Theoretical Probability | 1992-09-27 | Paper |
| scientific article; zbMATH DE number 50111 (Why is no real title available?) | 1992-09-17 | Paper |
A note on comparison theorems for stochastic differential equations with respect to semimartingales
Stochastics and Stochastic Reports | 1992-06-27 | Paper |
Energy bounds for nonlinear dissipative stochastic differential equations with respect to semimartingales
Stochastics and Stochastic Reports | 1992-06-27 | Paper |
| scientific article; zbMATH DE number 19544 (Why is no real title available?) | 1992-06-26 | Paper |
Approximate solutions for a class of stochastic evolution equations with variable delays
Numerical Functional Analysis and Optimization | 1992-06-25 | Paper |
Lyapunov Functions and Almost Sure Exponential Stability of Stochastic Differential Equations Based on Semimartingales with Spatial Parameters
SIAM Journal on Control and Optimization | 1992-06-25 | Paper |
Almost sure exponential stability for delay stochastic differential equations with respect to semimartingales
Stochastic Analysis and Applications | 1992-06-25 | Paper |
| scientific article; zbMATH DE number 4197073 (Why is no real title available?) | 1992-01-01 | Paper |
Approximate solutions for a class of delay stochastic differential equations
Stochastics and Stochastic Reports | 1991-01-01 | Paper |
EXPONENTIAL STABILITY FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS IN HILBERT SPACES
The Quarterly Journal of Mathematics | 1991-01-01 | Paper |
A note on global solution to stochastic differential equation based on a semimartingale with spatial parameters
Journal of Theoretical Probability | 1991-01-01 | Paper |
Eventual uniform asymptotic stability for stochastic differential equation based on semimartingale with spatial parameter
Journal of Theoretical Probability | 1991-01-01 | Paper |
Exponential stability for stochastic differential equations with respect to semimartingales
Stochastic Processes and their Applications | 1990-01-01 | Paper |
EVENTUAL ASYMPTOTIC STABILITY FOR STOCHASTIC DIFFERNTIAL EQUATIONS WITH RESPECT TO SEMIMARTINGALES
The Quarterly Journal of Mathematics | 1990-01-01 | Paper |
Exponential stability in mean square for stochastic differential equations
Stochastic Analysis and Applications | 1990-01-01 | Paper |
Lebesgue-Stieltjes integral inequalities in several variables with retardation
Proceedings of the Indian Academy of Sciences. Mathematical Sciences | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4107136 (Why is no real title available?) | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4142364 (Why is no real title available?) | 1989-01-01 | Paper |
Exponential stability for nonlinear stochastic differential equations with respect to semimartingales
Stochastics and Stochastic Reports | 1989-01-01 | Paper |
LEBESGUE-STIELTJES INTEGRAL INEQUALITIES AND STOCHASTIC STABILITIES
The Quarterly Journal of Mathematics | 1989-01-01 | Paper |
Existence and uniqueness of the solutions of delay stochastic integral equations
Stochastic Analysis and Applications | 1989-01-01 | Paper |
Common random fixed point theorems in probabilistic analysis
Stochastic Analysis and Applications | 1989-01-01 | Paper |
A note on random fixed point theorem in probabilistic analysis
Stochastic Analysis and Applications | 1988-01-01 | Paper |
Existence and uniqueness of the solutions of stochastic differential equations
Stochastics | 1983-01-01 | Paper |
