Fuke Wu

From MaRDI portal
Person:256842

Available identifiers

zbMath Open wu.fukeMaRDI QIDQ256842

List of research outcomes





PublicationDate of PublicationType
Weak convergence of McKean-Vlasov stochastic differential equations with two-time-scale Markov switching2025-01-22Paper
Large deviations for regime-switching diffusions with infinite delay2024-10-08Paper
Weak convergence and stability of functional diffusion systems with singularly perturbed regime switching2024-07-30Paper
Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain2024-04-05Paper
Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKean–Vlasov Equation2024-03-13Paper
Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations2024-03-04Paper
Limit theorems of additive functionals for regime-switching diffusions with infinite delay2024-01-09Paper
An averaging principle for fast-slow-coupled neutral stochastic differential equations with time-varying delay2023-11-01Paper
On the existence and asymptotic stability of hybrid stochastic systems with neutral term and non-differentiable time delay2023-09-04Paper
On a class of McKean-Vlasov stochastic functional differential equations with applications2023-08-02Paper
The tamed Euler-Maruyama approximation of Mckean-Vlasov stochastic differential equations and asymptotic error analysis2023-07-03Paper
Stabilisation with general decay rate by delay feedback control for nonlinear neutral stochastic functional differential equations with infinite delay2023-06-20Paper
Approximate properties of stochastic functional differential equations with singular perturbations2023-06-09Paper
Strong convergence of Euler–Maruyama schemes for McKean–Vlasov stochastic differential equations under local Lipschitz conditions of state variables2023-04-12Paper
Stationary distribution of stochastic population dynamics with infinite delay2022-10-21Paper
Tamed Euler-Maruyama approximation of McKean-Vlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients2022-10-18Paper
Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems2022-10-12Paper
Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization2022-09-09Paper
Stabilisation of hybrid system with different structures by feedback control based on discrete-time state observations2022-07-26Paper
Solving a Class of Mean-Field LQG Problems2022-07-21Paper
Asymptotic Bismut formulae for stochastic functional differential equations with infinite delay2022-07-08Paper
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality2022-05-16Paper
Fast-slow-coupled stochastic functional differential equations2022-04-11Paper
Limit theorems for additive functionals of stochastic functional differential equations with infinite delay2021-11-30Paper
On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching2021-04-23Paper
Approximation of a class of functional differential equations with wideband noise perturbations2021-03-01Paper
An averaging principle for two-time-scale stochastic functional differential equations2020-04-08Paper
Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations2020-01-09Paper
Advances in the LaSalle-type theorems for stochastic functional differential equations with infinite delay2019-12-05Paper
The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients2019-11-05Paper
Stability in distribution of stochastic functional differential equations2019-10-14Paper
Solving A Class of Mean-Field LQG Problems2019-10-11Paper
Existence and approximation of strong solutions of SDEs with fractional diffusion coefficients2019-08-28Paper
Asymptotic behavior of gene expression with complete memory and two-time scales based on the chemical Langevin equations2019-08-28Paper
Some new results on the Lotka-Volterra system with variable delay2019-02-14Paper
Discrete Razumikhin-type stability theorems for stochastic discrete-time delay systems2018-11-19Paper
Weak solution of stochastic differential equations with fractional diffusion coefficient2018-10-09Paper
Pathwise upper semi-continuity of random pullback attractors along the time axis2018-08-01Paper
https://portal.mardi4nfdi.de/entity/Q46407382018-05-25Paper
Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations2018-02-14Paper
Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients2017-06-09Paper
Multi-Agent Consensus With Relative-State-Dependent Measurement Noises2017-05-16Paper
The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations2017-01-16Paper
Stochastic functional differential equations with infinite delay: existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity2016-12-22Paper
Kolmogorov-type systems with regime-switching jump diffusion perturbations2016-09-30Paper
Properties of stochastic integro-differential equations with infinite delay: regularity, ergodicity, weak sense Fokker-Planck equations2016-09-13Paper
The improved results on the stochastic Kolmogorov system with time-varying delay2016-03-10Paper
Exponential extinction of a stochastic Lotka–Volterra model with expectations in coefficients: Table 1.2016-02-03Paper
Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems2015-11-02Paper
Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching2015-07-30Paper
Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations2015-05-22Paper
Robustness of hybrid neutral differential systems perturbed by noise2015-04-27Paper
Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach2015-02-27Paper
Almost sure exponential stability of the backward Euler-Maruyama scheme for stochastic delay differential equations with monotone-type condition2015-02-18Paper
Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients2014-11-27Paper
Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems2014-11-21Paper
Choice of \({\theta}\) and mean-square exponential stability in the stochastic theta method of stochastic differential equations2014-07-23Paper
Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations2014-07-18Paper
Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods2014-06-23Paper
The boundedness and exponential stability criterions for nonlinear hybrid neutral stochastic functional differential equations2014-06-20Paper
A class of stochastic differential equations with the time average2014-06-03Paper
The asymptotic properties of the suppressed system by Brownian noise2014-01-30Paper
Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems2013-12-27Paper
Razumikhin-type theorems on general decay stability and robustness for stochastic functional differential equations2013-11-26Paper
Mean-square random attractors of stochastic delay differential equations with random delay2013-11-12Paper
Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations2013-06-06Paper
Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations2013-04-19Paper
Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate2013-03-12Paper
A class of stochastic differential equations with expectations in the coefficients2013-03-04Paper
On the Pathwise Growth Rates of Large Fluctuations of Stochastic Population Systems with Infinite Delay2013-02-11Paper
Regularization and Stabilization of Randomly Switching Dynamic Systems2013-02-04Paper
Choice of θ and its effects on stability in the stochastic θ-method of stochastic delay differential equations2013-01-22Paper
Moment exponential stability of random delay systems with two-time-scale Markovian switching2012-12-28Paper
Environmental noise impact on regularity and extinction of population systems with infinite delay2012-10-19Paper
Almost sure exponential stability of the \(\theta\)-method for stochastic differential equations2012-09-18Paper
Stability of a pure random delay system with two-time-scale Markovian switching2012-07-04Paper
A note on order of convergence of numerical method for neutral stochastic functional differential equations2012-06-21Paper
A Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay2012-06-01Paper
JUMP SYSTEMS WITH THE MEAN-REVERTING γ-PROCESS AND CONVERGENCE OF THE NUMERICAL APPROXIMATION2012-04-24Paper
The LaSalle-type theorem for neutral stochastic functional differential equations with infinite delay2012-03-19Paper
General decay pathwise stability of neutral stochastic differential equations with unbounded delay2011-11-04Paper
Khasminskii-type theorems for stochastic functional differential equations with infinite delay2011-10-28Paper
Attraction, stability and robustness for stochastic functional differential equations with infinite delay2011-10-27Paper
On a Class of Nonlocal Stochastic Functional Differential Equations with Infinite Delay2011-08-10Paper
A class of stochastic functional differential equations with Markovian switching2011-06-30Paper
Convergence of Numerical Approximation for Jump Models Involving Delay and Mean-Reverting Square Root Process2011-04-19Paper
Stochastic suppression and stabilization of delay differential systems2011-03-31Paper
https://portal.mardi4nfdi.de/entity/Q30720252011-02-05Paper
Unbounded delay stochastic functional Kolmogorov-type system2011-01-17Paper
Stochastic Lotka-Volterra models with multiple delays2011-01-12Paper
Stochastic suppression and stabilization of functional differential equations2011-01-12Paper
https://portal.mardi4nfdi.de/entity/Q30525422010-11-05Paper
Stochastic Lotka-Volterra system with unbounded distributed delay2010-08-11Paper
Existence and uniqueness of global positive solutions to the stochastic functional Kolmogorov-type system2010-07-30Paper
Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay2010-07-20Paper
Stochastic Lotka–Volterra Population Dynamics with Infinite Delay2010-07-07Paper
Almost sure exponential stability of numerical solutions for stochastic delay differential equations2010-07-02Paper
Stochastic Kolmogorov-type population dynamics with infinite distributed delays2010-05-19Paper
A STUDY OF A CLASS OF NONLINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS2010-03-09Paper
Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay2010-01-08Paper
Suppression and stabilisation of noise2009-11-12Paper
Stochastic Lotka-Volterra system with infinite delay2009-09-29Paper
Generalized Stochastic Delay Lotka–Volterra Systems2009-09-18Paper
Numerical Solutions of Neutral Stochastic Functional Differential Equations2009-08-20Paper
The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler-Maruyama approximate solutions2009-08-07Paper
Pathwise estimation of the stochastic functional Kolmogorov-type system2009-07-27Paper
GLOBAL SOLUTIONS AND BOUNDEDNESS OF STOCHASTIC FUNCTIONAL KOLMOGOROV SYSTEM WITH INFINITE DELAY2009-07-22Paper
https://portal.mardi4nfdi.de/entity/Q53205322009-07-22Paper
EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING2009-07-22Paper
Asymptotic properties of stochastic functional Kolmogorov-type system2009-06-30Paper
Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching2009-06-11Paper
Ultimate boundedness of stochastic functional Kolmogorov-type systems2009-05-19Paper
Stochastic Kolmogorov-Type Population Dynamics with Variable Delay2009-04-08Paper
Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump2009-01-14Paper
A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations2008-10-06Paper
Stochastic functional Kolmogorov-type population dynamics2008-09-16Paper
https://portal.mardi4nfdi.de/entity/Q56993762005-10-26Paper
https://portal.mardi4nfdi.de/entity/Q48216692004-10-21Paper
https://portal.mardi4nfdi.de/entity/Q44669432004-06-08Paper
https://portal.mardi4nfdi.de/entity/Q45440282002-08-11Paper

Research outcomes over time

This page was built for person: Fuke Wu