| Publication | Date of Publication | Type |
|---|
Cohesive multiple faults reconstruction based fault-tolerant tracking control design for cyber-physical fuzzy systems
International Journal of Robust and Nonlinear Control | 2026-03-26 | Paper |
Adaptive event-triggered observer based fault-tolerant and anti-disturbance tracking control for nonlinear networked control systems
International Journal of Robust and Nonlinear Control | 2026-03-12 | Paper |
Stability and stabilization of large-scale distribution-dependent SDEs
Stochastics and Dynamics | 2025-01-17 | Paper |
Non-fragile control design and state estimation for vehicle dynamics subject to input delay and actuator faults
IET Control Theory & Applications | 2024-09-05 | Paper |
Delay tolerance for stochastic complex networks
International Journal of Control | 2024-07-19 | Paper |
Energy efficient nonfragile control protocol for nonlinear large-scale systems with input quantization
International Journal of Adaptive Control and Signal Processing | 2024-04-29 | Paper |
Resilient dynamic output feedback control for bipartite consensus of multiagent systems with Markov switching topologies
International Journal of Robust and Nonlinear Control | 2023-11-03 | Paper |
Stability of switched stochastic reaction–diffusion systems
International Journal of Control | 2023-10-17 | Paper |
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 |
Stability and boundedness analysis of stochastic coupled systems with pantograph delay
International Journal of Control | 2023-06-27 | 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 |
A stochastic epidemic model with G-Brownian motion
International Journal of Control | 2022-12-08 | Paper |
Inverse optimal control of regime-switching jump diffusions
Mathematical Control and Related Fields | 2022-09-23 | Paper |
Stability for stochastic reaction-diffusion systems driven by \(G\)-Brownian motion
International Journal of Control | 2022-08-09 | Paper |
Asymptotic moment estimation for stochastic Lotka-Volterra model driven by \(G\)-Brownian motion
Stochastics | 2022-07-07 | Paper |
Reflected backward stochastic differential equations with jumps in time-dependent random convex domains
Stochastics | 2022-06-30 | Paper |
New criteria on periodicity and stabilization of discontinuous uncertain inertial Cohen-Grossberg neural networks with proportional delays
Chaos, Solitons and Fractals | 2022-06-17 | Paper |
Multi-valued backward stochastic differential equations with regime switching
Advances in Difference Equations | 2022-05-25 | Paper |
Stabilisation of SDEs and applications to synchronisation of stochastic neural network driven by \(G\)-Brownian motion with state-feedback control
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2022-02-07 | 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 |
Stabilisation of stochastic multi-group models driven by \(G\)-Brownian motion via delay feedback control
International Journal of Control | 2021-11-25 | Paper |
Robust finite-time PID control for discrete-time large-scale interconnected uncertain system with discrete-delay
Mathematics and Computers in Simulation | 2021-11-22 | Paper |
Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under \(G\)-expectation framework
International Journal of Control | 2021-11-16 | Paper |
Observer-based bipartite consensus for uncertain Markovian-jumping multi-agent systems with actuator saturation
European Journal of Control | 2021-10-21 | Paper |
| Probabilistic representation of parabolic stochastic variational inequality with Dirichlet-Neumann boundary and variational generalized backward doubly stochastic differential equations | 2021-10-02 | Paper |
| Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators | 2021-10-02 | Paper |
| $L^{p}$-solutions of backward stochastic differential equations with time-delayed generators | 2021-10-02 | Paper |
| Backward stochastic differential equations with time-delayed generators and integrable parameters | 2021-10-02 | Paper |
| Stochastic viscosity solutions of reflected stochastic partial differential equations with non-Lipschitz coefficients | 2021-10-02 | Paper |
Perturbed second-order stochastic evolution equations
Qualitative Theory of Dynamical Systems | 2021-06-14 | Paper |
Resilient \(H_\infty\) filtering for networked nonlinear Markovian jump systems with randomly occurring distributed delay and sensor saturation
Nonlinear Analysis: Modelling and Control | 2021-06-10 | Paper |
Improved results on stabilization of \(G\)-SDEs by feedback control based on discrete-time observations
SIAM Journal on Control and Optimization | 2021-06-04 | Paper |
Stochastic fluid model with jumps: the bounded model
International Journal of Applied and Computational Mathematics | 2021-05-21 | Paper |
A study on a new class of backward stochastic differential equation
Mathematical Problems in Engineering | 2021-05-14 | Paper |
Perturbed impulsive neutral stochastic functional differential equations
Qualitative Theory of Dynamical Systems | 2021-05-07 | Paper |
Asymptotic behaviors for delay Lotka-Volterra model disturbed by \(G\)-Brownian motion
Mathematical Problems in Engineering | 2021-05-07 | Paper |
| Averaging principles for stochastic differential equations driven by time-changed Lévy noise | 2021-01-14 | Paper |
Robust stability and boundedness of stochastic differential equations with delay driven by \(G\)-Brownian motion
International Journal of Control | 2021-01-05 | 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 |
Dynamics of a mean-reverting stochastic volatility equation with regime switching
Communications in Nonlinear Science and Numerical Simulation | 2020-10-23 | Paper |
Perturbed nonlocal stochastic functional differential equations
Qualitative Theory of Dynamical Systems | 2020-10-12 | Paper |
Stochastic differential equations with perturbations driven by \(G\)-Brownian motion
Qualitative Theory of Dynamical Systems | 2020-10-12 | Paper |
Dynamic output nonfragile reliable control for nonlinear fractional-order glucose-insulin system
Nonlinear Analysis: Modelling and Control | 2020-06-30 | Paper |
Dynkin game under \(g\)-expectation in continuous time
Arabian Journal of Mathematics | 2020-06-15 | Paper |
Stabilisation of stochastic differential equations driven by \(G\)-Brownian motion via aperiodically intermittent control
International Journal of Control | 2020-04-09 | Paper |
Controllability and stability of fractional stochastic functional systems driven by Rosenblatt process
Collectanea Mathematica | 2020-02-24 | Paper |
Stability analysis of stochastic pantograph multi-group models with dispersal driven by \(G\)-Brownian motion
Applied Mathematics and Computation | 2019-11-28 | Paper |
Stabilization for multi-group coupled models with dispersal by feedback control based on discrete-time observations in diffusion part
Journal of the Franklin Institute | 2019-10-16 | Paper |
Quasi sure exponential stabilization of nonlinear systems via intermittent \(G\)-Brownian motion
Discrete and Continuous Dynamical Systems. Series B | 2019-10-10 | Paper |
Pantograph stochastic differential equations driven by \(G\)-Brownian motion
Journal of Mathematical Analysis and Applications | 2019-10-04 | Paper |
Asymptotical boundedness for stochastic coupled systems on networks with time-varying delay driven by \(G\)-Brownian motion
International Journal of Control | 2019-10-02 | Paper |
Controllability of neutral fractional functional equations with impulses and infinite delay
Abstract and Applied Analysis | 2019-08-16 | Paper |
BIBO stabilization of discrete-time stochastic control systems with mixed delays and nonlinear perturbations
Abstract and Applied Analysis | 2019-08-16 | Paper |
Weighted exponential stability of stochastic coupled systems on networks with delay driven by \( G \)-Brownian motion
Discrete and Continuous Dynamical Systems. Series B | 2019-07-30 | Paper |
Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control
Journal of Mathematical Analysis and Applications | 2019-05-17 | Paper |
Stochastic Nicholson's blowflies delay differential equation with regime switching
Applied Mathematics Letters | 2019-04-26 | Paper |
Mixed \(H_\infty\) and passivity-based resilient controller for nonhomogeneous Markov jump systems
Nonlinear Analysis. Hybrid Systems | 2019-03-06 | Paper |
Mean-square stability of delayed stochastic neural networks with impulsive effects driven by \(G\)-Brownian motion
Statistics & Probability Letters | 2019-02-20 | Paper |
Non-smooth analysis method in optimal investment-BSDE approach
Advances in Difference Equations | 2019-02-04 | Paper |
Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion
Advances in Difference Equations | 2019-01-15 | Paper |
Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses
Mediterranean Journal of Mathematics | 2018-12-28 | Paper |
Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach
Discrete and Continuous Dynamical Systems. Series B | 2018-12-27 | Paper |
Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation
Automatica | 2018-11-21 | Paper |
Stability analysis of impulsive stochastic Cohen-Grossberg neural networks driven by \(G\)-Brownian motion
International Journal of Control | 2018-09-17 | Paper |
Mean-field backward stochastic differential equations in general probability spaces
Applied Mathematics and Computation | 2018-08-21 | Paper |
Delay-probability-distribution-dependent stability criteria for discrete-time stochastic neural networks with random delays
Advances in Difference Equations | 2018-07-17 | Paper |
Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion
Journal of Mathematical Analysis and Applications | 2018-06-28 | Paper |
A note on the second-order non-autonomous neutral stochastic evolution equations with infinite delay under Carathéodory conditions
Applied Mathematics and Computation | 2018-06-22 | Paper |
\(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion
Applied Mathematics and Computation | 2018-06-21 | Paper |
Existence of almost automorphic mild solutions to non-autonomous neutral stochastic differential equations
Applied Mathematics and Computation | 2018-06-21 | Paper |
Retarded stochastic differential equations with infinite delay driven by Rosenblatt process
Stochastic Analysis and Applications | 2018-05-03 | Paper |
Observer-based tracking control for switched stochastic systems based on a hybrid 2-D model
International Journal of Robust and Nonlinear Control | 2018-05-03 | Paper |
Fault estimation and tolerant control for discrete-time switched systems with sojourn probabilities
International Journal of Adaptive Control and Signal Processing | 2018-04-11 | Paper |
Anticipated BSDEs driven by a single jump process
Stochastic Analysis and Applications | 2018-03-14 | Paper |
On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information
Journal of Systems Science and Complexity | 2018-02-20 | Paper |
Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion
Applied Mathematics Letters | 2017-10-20 | Paper |
Fault-tolerant sampled-data control of singular networked cascade control systems
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2017-10-05 | 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 |
Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions
Stochastics and Dynamics | 2017-06-20 | Paper |
The \(p\)-th moment stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion
Applicable Analysis | 2017-06-15 | Paper |
Mean-field backward stochastic differential equations on Markov chains
Bulletin of the Korean Mathematical Society | 2017-04-03 | Paper |
Mean-field backward stochastic differential equations on Markov chains
Bulletin of the Korean Mathematical Society | 2017-04-03 | Paper |
Approximate controllability of fractional stochastic differential inclusions with nonlocal conditions
Applicable Analysis | 2016-11-11 | Paper |
Approximate controllability of nonlinear fractional dynamical systems
Communications in Nonlinear Science and Numerical Simulation | 2016-09-09 | Paper |
Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven by \(G\)-Brownian motion
Stochastic Analysis and Applications | 2016-06-23 | Paper |
Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm
Applied Mathematics and Computation | 2016-06-17 | Paper |
Large deviation for mean-field stochastic differential equations with subdifferential operator
Stochastic Analysis and Applications | 2016-04-29 | 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 |
Stochastic functional differential equations of Sobolev-type with infinite delay
Statistics & Probability Letters | 2015-12-30 | Paper |
Mean-field backward stochastic differential equations with subdifferential operator and its applications
Statistics & Probability Letters | 2015-12-22 | Paper |
Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay
Frontiers of Mathematics in China | 2015-11-19 | Paper |
Anticipated BSDEs driven by time-changed Lévy noises
Journal of the Korean Statistical Society | 2015-08-07 | Paper |
Complete \(q\)th moment convergence of weighted sums for arrays of rowwise negatively associated random variables
Stochastics | 2015-07-29 | Paper |
Continuous dependence property of BSDE with constraints
Applied Mathematics Letters | 2015-05-15 | Paper |
Asymptotic stability of second-order neutral stochastic differential equations
Journal of Mathematical Physics | 2015-05-06 | Paper |
Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space
Journal of the Korean Statistical Society | 2015-01-29 | Paper |
| Non-smooth analysis method in optimal investment- a BSDE approach | 2014-11-10 | Paper |
On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay
Mathematical Methods in the Applied Sciences | 2014-10-09 | Paper |
Existence and stability results for second-order stochastic equations driven by fractional Brownian motion
Transport Theory and Statistical Physics | 2014-10-07 | Paper |
The local time of the fractional Ornstein-Uhlenbeck process
Abstract and Applied Analysis | 2014-06-23 | Paper |
| Complete moment convergence of weighted sums for arrays of rowwise negatively associated random variables | 2014-02-28 | Paper |
Approximate controllability of stochastic differential systems driven by a Lévy process
International Journal of Control | 2014-01-09 | Paper |
Anticipated backward stochastic differential equations on Markov chains
Statistics & Probability Letters | 2013-12-06 | Paper |
Existence, uniqueness, and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps
Journal of Mathematical Physics | 2013-11-29 | Paper |
Stochastic functional differential equations with infinite delay driven by \(G\)-Brownian motion
Mathematical Methods in the Applied Sciences | 2013-09-04 | Paper |
BSDEs on finite and infinite time horizon with discontinuous coefficients
Bulletin of the Korean Mathematical Society | 2013-08-26 | Paper |
| Multivalued backward doubly stochastic differential equations with time delayed coefficients | 2013-08-13 | Paper |
Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process
African Diaspora Journal of Mathematics | 2013-07-05 | Paper |
Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process
African Diaspora Journal of Mathematics | 2013-07-05 | Paper |
| Existence results on integral solutions for a class of non-densely defined impulsive neutral stochastic functional differential equations with infinite delay | 2013-06-20 | Paper |
Exponential stability of second-order stochastic evolution equations with Poisson jumps
Communications in Nonlinear Science and Numerical Simulation | 2013-05-02 | Paper |
Existence of solutions for nonlinear fractional stochastic differential equations
Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods | 2013-03-04 | Paper |
Complete controllability of stochastic evolution equations with jumps
Reports on Mathematical Physics | 2012-08-09 | Paper |
Reflected backward stochastic differential equations with time delayed generators
Statistics & Probability Letters | 2012-07-05 | 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 |
Doubly reflected BSDEs driven by a Lévy process
Nonlinear Analysis. Real World Applications | 2012-06-10 | Paper |
A reflected backward stochastic differential equation driven by Lévy processes
Acta Mathematica Sinica. Chinese Series | 2012-06-01 | Paper |
On the approximate controllability of semilinear fractional differential systems
Computers & Mathematics with Applications | 2011-12-18 | Paper |
On solutions to backward stochastic partial differential equations for Lévy processes
Journal of Computational and Applied Mathematics | 2011-10-10 | Paper |
Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay
Journal of Optimization Theory and Applications | 2011-08-23 | Paper |
| A new type of reflected backward doubly stochastic differential equations | 2011-08-03 | Paper |
| A comparison theorem of backward doubly stochastic differential equations | 2011-07-19 | Paper |
Approximate controllability of the nonlinear third-order dispersion equation
Applied Mathematics and Computation | 2011-06-24 | 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 |
| A doubly reflected backward stochastic differential equation driven by a Lévy process | 2011-02-05 | Paper |
A note on the neutral stochastic functional differential equation with infinite delay and Poisson jumps in an abstract space
Journal of Mathematical Physics | 2011-01-24 | Paper |
Second-order neutral stochastic evolution equations with infinite delay under Carathéodory conditions
Journal of Optimization Theory and Applications | 2011-01-19 | Paper |
| Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition | 2010-11-14 | Paper |
| Multivalued stochastic Dirichlet-Neumann problems and generalized backward doubly stochastic differential equations | 2010-11-12 | Paper |
| An existence theorem of BSDE with two reflecting barriers and discontinuous coefficient | 2010-11-05 | Paper |
| scientific article; zbMATH DE number 5812589 (Why is no real title available?) | 2010-11-05 | Paper |
Approximate controllability of second-order stochastic differential equations with impulsive effects
Modern Physics Letters B | 2010-09-23 | Paper |
Existence results for fractional order semilinear integro-differential evolution equations with infinite delay
Integral Equations and Operator Theory | 2010-08-23 | Paper |
Second-order neutral impulsive stochastic evolution equations with delay
Journal of Mathematical Physics | 2010-08-17 | Paper |
Existence results for impulsive neutral stochastic functional integro-differential equations with infinite delays
Acta Applicandae Mathematicae | 2010-07-24 | Paper |
On neutral impulsive stochastic integro-differential equations with infinite delays via fractional operators
Mathematical and Computer Modelling | 2010-07-16 | Paper |
Reflected backward doubly stochastic differential equations driven by a Lévy process
Comptes Rendus. Mathématique. Académie des Sciences, Paris | 2010-04-15 | Paper |
On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces
Journal of Optimization Theory and Applications | 2010-04-13 | Paper |
A note on the doubly reflected backward stochastic differential equations driven by a Lévy process
Statistics & Probability Letters | 2010-04-01 | 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 |
Reflected backward stochastic differential equations driven by a Lévy process
The ANZIAM Journal | 2010-01-21 | Paper |
Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition
Journal of Computational and Applied Mathematics | 2010-01-15 | Paper |
A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay
Applied Mathematics and Computation | 2009-08-12 | 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 |
Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay
Applied Mathematics and Computation | 2009-04-30 | Paper |
Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes
Journal of Computational and Applied Mathematics | 2009-01-07 | Paper |
An existence theorem for stochastic functional differential equations with delays under weak assumptions
Statistics & Probability Letters | 2008-11-25 | Paper |
| The estimation of the boundary for the survival probability of the voter model in a binary random environment | 2008-11-24 | Paper |
Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay
Journal of Computational and Applied Mathematics | 2008-08-22 | 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 |
| Existence and uniqueness of solutions to stochastic forest evolution system under non-Lipschitz condition | 2008-06-03 | 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 |
Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition
Stochastic Analysis and Applications | 2007-02-15 | Paper |
| The central limit theorem for Markov chains in double infinite environments | 2006-10-12 | Paper |
| Stability of the mild solution of stochastic nonlinear evolution differential equations | 2006-10-04 | Paper |
| Adapted solution of a reflected nonlinear backward stochastic differential equation | 2006-10-04 | Paper |
| A note of the Taylor formula | 2006-01-27 | Paper |
| scientific article; zbMATH DE number 2245610 (Why is no real title available?) | 2006-01-10 | Paper |
