| Publication | Date of Publication | Type |
|---|
Optimal control of probability on a target set for continuous-time Markov chains
IEEE Transactions on Automatic Control | 2024-07-21 | Paper |
Stochastic differential games with controlled regime-switching
Computational and Applied Mathematics | 2024-06-27 | Paper |
| Entrance measures for semigroups of time-inhomogeneous SDEs: possibly degenerate and expanding | 2023-07-15 | Paper |
Periodic measures and Wasserstein distance for analysing periodicity of time series datasets
Communications in Nonlinear Science and Numerical Simulation | 2023-04-20 | Paper |
Existence of geometric ergodic periodic measures of stochastic differential equations
Journal of Differential Equations | 2023-04-19 | Paper |
Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations
Journal of Differential Equations | 2022-06-13 | Paper |
Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance
Physica D | 2022-03-21 | Paper |
Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance
Physica D | 2022-03-21 | Paper |
Ergodicity of sublinear Markovian semigroups
SIAM Journal on Mathematical Analysis | 2021-10-07 | Paper |
Backward stochastic differential equations with Markov chains and associated PDEs
Journal of Differential Equations | 2021-10-04 | Paper |
Ergodic numerical approximation to periodic measures of stochastic differential equations
Journal of Computational and Applied Mathematics | 2021-07-29 | Paper |
| On the existence of value for a general stochastic differential game with ergodic payoff | 2021-06-30 | Paper |
Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations
Journal of Differential Equations | 2021-04-23 | Paper |
A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations
Nonlinearity | 2020-10-30 | Paper |
Random periodic processes, periodic measures and ergodicity
Journal of Differential Equations | 2020-06-16 | Paper |
Ergodicity of invariant capacities
Stochastic Processes and their Applications | 2020-06-09 | Paper |
Ergodicity of invariant capacities
Stochastic Processes and their Applications | 2020-06-09 | Paper |
Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs
Journal of Mathematical Analysis and Applications | 2020-02-26 | Paper |
Existence of Geometric Ergodic Periodic Measures of Stochastic Differential Equations
(available as arXiv preprint) | 2019-04-17 | Paper |
| Random periodic solutions and ergodicity for stochastic differential equations | 2018-11-13 | Paper |
| Anticipating Random Periodic Solutions--II. SPDEs with Multiplicative Linear Noise | 2018-03-01 | Paper |
Numerical approximation of random periodic solutions of stochastic differential equations
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 2018-01-19 | Paper |
Numerical approximation of random periodic solutions of stochastic differential equations
ZAMP. Zeitschrift für angewandte Mathematik und Physik | 2018-01-19 | Paper |
Quasi-linear PDEs and forward-backward stochastic differential equations: weak solutions
Journal of Differential Equations | 2017-11-16 | Paper |
Rough path properties for local time of symmetric \(\alpha\) stable process
Stochastic Processes and their Applications | 2017-10-10 | Paper |
Rough path properties for local time of symmetric \(\alpha\) stable process
Stochastic Processes and their Applications | 2017-10-10 | Paper |
Anticipating random periodic solutions. I: SDEs with multiplicative linear noise.
Journal of Functional Analysis | 2016-05-19 | Paper |
Backward doubly stochastic differential equations with polynomial growth coefficients
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
Sobolev weak solutions of the Hamilton-Jacobi-Bellman equations
SIAM Journal on Control and Optimization | 2014-09-26 | Paper |
SPDEs with polynomial growth coefficients and the Malliavin calculus method
Stochastic Processes and their Applications | 2014-04-10 | Paper |
Pathwise properties of random quadratic mapping
Interdisciplinary Mathematical Sciences | 2013-02-21 | Paper |
Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients
Journal of Theoretical Probability | 2012-06-26 | Paper |
Random periodic solutions of SPDEs via integral equations and Wiener-Sobolev compact embedding
Journal of Functional Analysis | 2012-06-08 | Paper |
Numerical approximations to the stationary solutions of stochastic differential equations
SIAM Journal on Numerical Analysis | 2011-11-10 | Paper |
Local time rough path for Lévy processes
Electronic Journal of Probability | 2011-09-09 | Paper |
Local time rough path for Lévy processes
Electronic Journal of Probability | 2011-09-09 | Paper |
Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
Journal of Differential Equations | 2010-03-17 | Paper |
Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
Journal of Differential Equations | 2010-03-17 | Paper |
REPRESENTATION OF PATHWISE STATIONARY SOLUTIONS OF STOCHASTIC BURGERS' EQUATIONS
Stochastics and Dynamics | 2010-02-10 | Paper |
A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals
Electronic Journal of Probability | 2009-11-20 | Paper |
A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals
Electronic Journal of Probability | 2009-11-20 | Paper |
A generalized Itô's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals
Electronic Journal of Probability | 2009-11-20 | Paper |
Random periodic solutions of random dynamical systems
Journal of Differential Equations | 2009-03-20 | Paper |
Random periodic solutions of random dynamical systems
Journal of Differential Equations | 2009-03-20 | Paper |
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
Memoirs of the American Mathematical Society | 2009-01-27 | Paper |
The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
Memoirs of the American Mathematical Society | 2009-01-27 | Paper |
| On the solvability of forward-backward stochastic differential equations with absorption coefficients | 2008-11-24 | Paper |
Rough path integral of local time
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2008-05-08 | Paper |
Stationary solutions of SPDEs and infinite horizon BDSDEs
Journal of Functional Analysis | 2007-11-27 | Paper |
Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times
Lecture Notes in Mathematics | 2007-10-31 | Paper |
On the solvability of infinite horizon forward-backward stochastic differential equations with absorption coefficients
Statistics & Probability Letters | 2007-02-14 | Paper |
Two-parameter \(p,q\)-variation paths and integrations of local times
Potential Analysis | 2006-09-14 | Paper |
| Pathwise stationary solutions of stochastic Burgers equations with $L^2[0,1$-noise and stochastic Burgers integral equations on infinite horizon] | 2006-09-13 | Paper |
| Stochastic heat and Burgers equations and their singularities | 2006-04-28 | Paper |
Stochastic heat and Burgers equations and their singularities. II. Analytical properties and limiting distributions
Journal of Mathematical Physics | 2005-06-30 | Paper |
| The Stable Manifold Theorem for Semilinear Stochastic Evolution Equations and Stochastic Partial Differential Equations II: Existence of stable and unstable manifolds | 2005-03-16 | Paper |
| scientific article; zbMATH DE number 2127965 (Why is no real title available?) | 2005-01-14 | Paper |
Stochastic heat and Burgers equations and their singularities. I. Geometrical properties
Journal of Mathematical Physics | 2004-12-14 | Paper |
Periodic solutions to the Riccati equation with periodic coefficients
Chinese Quarterly Journal of Mathematics | 2001-03-19 | Paper |
| scientific article; zbMATH DE number 972630 (Why is no real title available?) | 1997-08-18 | Paper |
Stochastic generalised KPP equations
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1997-02-24 | Paper |
| scientific article; zbMATH DE number 810729 (Why is no real title available?) | 1995-10-29 | Paper |
Approximate travelling waves for generalized KPP equations and classical mechanics
Proceedings of the Royal Society of London. Series A: Mathematical and Physical Sciences | 1995-05-22 | Paper |
The travelling wave fronts of nonlinear reaction–diffusion systems via Friedlin's stochastic approaches
Proceedings of the Royal Society of Edinburgh: Section A Mathematics | 1995-01-08 | Paper |
The propagation of travelling waves for stochastic generalized KPP equations. Appendix by J. G. Gaines
Mathematical and Computer Modelling | 1994-12-08 | Paper |
On the structure of integral surfaces near a higher order focus and saddle
Acta Mathematicae Applicatae Sinica. English Series | 1994-10-11 | Paper |
Complex Hopf bifurcation of integral surfaces
Acta Mathematicae Applicatae Sinica. English Series | 1994-09-04 | Paper |
The stability of nonautonomous retarded difference-differential equations
Acta Mathematica Sinica, English Series | 1993-08-17 | Paper |
Theory of singular points of ordinary differential equations in complex domain
Acta Mathematicae Applicatae Sinica. English Series | 1993-05-24 | Paper |
| scientific article; zbMATH DE number 31051 (Why is no real title available?) | 1992-06-28 | Paper |
Necessary and sufficient conditions for delay-independent stability of multidelay linear systems
Applied Mathematics and Computation | 1992-06-27 | Paper |
The periodic solutions of Riccati equation with periodic coefficients
Chinese Science Bulletin | 1990-01-01 | Paper |
| scientific article; zbMATH DE number 4088106 (Why is no real title available?) | 1988-01-01 | Paper |
