Yong Ren

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Person:258296

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zbMath Open ren.yongMaRDI QIDQ258296

List of research outcomes

PublicationDate of PublicationType
Resilient dynamic output feedback control for bipartite consensus of multiagent systems with Markov switching topologies2023-11-03Paper
Stability of switched stochastic reaction–diffusion systems2023-10-17Paper
Finite-time stability analysis of switched stochastic reaction-diffusion systems2023-10-17Paper
Periodically intermittent discrete observations control for stabilization of highly nonlinear hybrid stochastic differential equations2023-09-21Paper
Stability and boundedness analysis of stochastic coupled systems with pantograph delay2023-06-27Paper
Practical stability in relation to a part of variables for stochastic reaction–diffusion systems driven by G-Brownian motion2023-06-27Paper
A stochastic epidemic model with G-Brownian motion2022-12-08Paper
Inverse optimal control of regime-switching jump diffusions2022-09-23Paper
Stability for stochastic reaction–diffusion systems driven by G-Brownian motion2022-08-09Paper
Asymptotic moment estimation for stochastic Lotka–Volterra model driven by G-Brownian motion2022-07-07Paper
Reflected backward stochastic differential equations with jumps in time-dependent random convex domains2022-06-30Paper
New criteria on periodicity and stabilization of discontinuous uncertain inertial Cohen-Grossberg neural networks with proportional delays2022-06-17Paper
Multi-valued backward stochastic differential equations with regime switching2022-05-25Paper
Stabilisation of SDEs and applications to synchronisation of stochastic neural network driven by G-Brownian motion with state-feedback control2022-02-07Paper
Robust stochastic stability for multi-group coupled models with Markovian switching2022-02-04Paper
Sobolev-type stochastic differential equations driven by G-Brownian motion2022-01-07Paper
Stabilisation of stochastic multi-group models driven by G-Brownian motion via delay feedback control2021-11-25Paper
Robust finite-time PID control for discrete-time large-scale interconnected uncertain system with discrete-delay2021-11-22Paper
Quasi-sure exponential stability and stabilisation of stochastic delay differential equations under G-expectation framework2021-11-16Paper
Observer-based bipartite consensus for uncertain Markovian-jumping multi-agent systems with actuator saturation2021-10-21Paper
Probabilistic representation of parabolic stochastic variational inequality with Dirichlet-Neumann boundary and variational generalized backward doubly stochastic differential equations2021-10-02Paper
Explicit solution for backward stochastic Volterra integral equations with linear time delayed generators2021-10-02Paper
$L^{p}$-solutions of backward stochastic differential equations with time-delayed generators2021-10-02Paper
Backward stochastic differential equations with time-delayed generators and integrable parameters2021-10-02Paper
Stochastic viscosity solutions of reflected stochastic partial differential equations with non-Lipschitz coefficients2021-10-02Paper
Perturbed second-order stochastic evolution equations2021-06-14Paper
Resilient H-infinity filtering for networked nonlinear Markovian jump systems with randomly occurring distributed delay and sensor saturation2021-06-10Paper
Improved Results on Stabilization of $G$-SDEs by Feedback Control Based on Discrete-Time Observations2021-06-04Paper
Stochastic fluid model with jumps: the bounded model2021-05-21Paper
Perturbed impulsive neutral stochastic functional differential equations2021-05-07Paper
https://portal.mardi4nfdi.de/entity/Q51427432021-01-14Paper
Robust stability and boundedness of stochastic differential equations with delay driven by G-Brownian motion2021-01-05Paper
Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by G-Brownian motion2021-01-05Paper
Dynamics of a mean-reverting stochastic volatility equation with regime switching2020-10-23Paper
Stochastic differential equations with perturbations driven by \(G\)-Brownian motion2020-10-12Paper
Perturbed nonlocal stochastic functional differential equations2020-10-12Paper
Dynamic output nonfragile reliable control for nonlinear fractional-order glucose–insulin system2020-06-30Paper
Dynkin game under \(g\)-expectation in continuous time2020-06-15Paper
Stabilisation of stochastic differential equations driven by G-Brownian motion via aperiodically intermittent control2020-04-09Paper
Controllability and stability of fractional stochastic functional systems driven by Rosenblatt process2020-02-24Paper
Stability analysis of stochastic pantograph multi-group models with dispersal driven by \(G\)-Brownian motion2019-11-28Paper
Stabilization for multi-group coupled models with dispersal by feedback control based on discrete-time observations in diffusion part2019-10-16Paper
Quasi sure exponential stabilization of nonlinear systems via intermittent \(G\)-Brownian motion2019-10-10Paper
Pantograph stochastic differential equations driven by \(G\)-Brownian motion2019-10-04Paper
Asymptotical boundedness for stochastic coupled systems on networks with time-varying delay driven by G-Brownian motion2019-10-02Paper
Controllability of neutral fractional functional equations with impulses and infinite delay2019-08-16Paper
BIBO stabilization of discrete-time stochastic control systems with mixed delays and nonlinear perturbations2019-08-16Paper
Weighted exponential stability of stochastic coupled systems on networks with delay driven by \( G \)-Brownian motion2019-07-30Paper
Quasi-sure exponential stabilization of stochastic systems induced by \(G\)-Brownian motion with discrete time feedback control2019-05-17Paper
Stochastic Nicholson's blowflies delay differential equation with regime switching2019-04-26Paper
Mixed \(H_\infty\) and passivity-based resilient controller for nonhomogeneous Markov jump systems2019-03-06Paper
Mean-square stability of delayed stochastic neural networks with impulsive effects driven by \(G\)-Brownian motion2019-02-20Paper
Non-smooth analysis method in optimal investment-BSDE approach2019-02-04Paper
Attracting and quasi-invariant sets of neutral stochastic integro-differential equations with impulses driven by fractional Brownian motion2019-01-15Paper
Solvability and stability for neutral stochastic integro-differential equations driven by fractional Brownian motion with impulses2018-12-28Paper
Exponential stability of SDEs driven by \(G\)-Brownian motion with delayed impulsive effects: average impulsive interval approach2018-12-27Paper
Stabilization of stochastic differential equations driven by \(G\)-Brownian motion with feedback control based on discrete-time state observation2018-11-21Paper
Stability analysis of impulsive stochastic Cohen–Grossberg neural networks driven by G-Brownian motion2018-09-17Paper
Mean-field backward stochastic differential equations in general probability spaces2018-08-21Paper
Delay-probability-distribution-dependent stability criteria for discrete-time stochastic neural networks with random delays2018-07-17Paper
Asymptotical boundedness for stochastic coupled systems on networks driven by \(G\)-Brownian motion2018-06-28Paper
A note on the second-order non-autonomous neutral stochastic evolution equations with infinite delay under Carathéodory conditions2018-06-22Paper
\(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion2018-06-21Paper
Existence of almost automorphic mild solutions to non-autonomous neutral stochastic differential equations2018-06-21Paper
Observer‐based tracking control for switched stochastic systems based on a hybrid 2‐D model2018-05-03Paper
Retarded stochastic differential equations with infinite delay driven by Rosenblatt process2018-05-03Paper
Fault estimation and tolerant control for discrete‐time switched systems with sojourn probabilities2018-04-11Paper
Anticipated BSDEs driven by a single jump process2018-03-14Paper
On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information2018-02-20Paper
Asymptotical boundedness and stability for stochastic differential equations with delay driven by \(G\)-Brownian motion2017-10-20Paper
Fault-tolerant sampled-data control of singular networked cascade control systems2017-10-05Paper
Multi-valued backward stochastic differential equations driven byG-Brownian motion and its applications2017-08-15Paper
Multi-valued stochastic differential equations driven byG-Brownian motion and related stochastic control problems2017-07-20Paper
Bismut formulas and applications for stochastic (functional) differential equations driven by fractional Brownian motions2017-06-20Paper
The p-th moment stability of solutions to impulsive stochastic differential equations driven by G-Brownian motion2017-06-15Paper
MEAN-FIELD BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS ON MARKOV CHAINS2017-04-03Paper
Approximate controllability of fractional stochastic differential inclusions with nonlocal conditions2016-11-11Paper
Approximate controllability of nonlinear fractional dynamical systems2016-09-09Paper
Square-mean pseudo almost automorphic mild solutions for stochastic evolution equations driven byG-Brownian motion2016-06-23Paper
Impulsive neutral stochastic functional integro-differential equations with infinite delay driven by fBm2016-06-17Paper
Large deviation for mean-field stochastic differential equations with subdifferential operator2016-04-29Paper
Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion2016-03-10Paper
Stochastic functional differential equations of Sobolev-type with infinite delay2015-12-30Paper
Mean-field backward stochastic differential equations with subdifferential operator and its applications2015-12-22Paper
Non-densely defined impulsive neutral stochastic functional differential equations driven by fBm in Hilbert space with infinite delay2015-11-19Paper
Anticipated BSDEs driven by time-changed Lévy noises2015-08-07Paper
Complete qth moment convergence of weighted sums for arrays of rowwise negatively associated random variables2015-07-29Paper
Continuous dependence property of BSDE with constraints2015-05-15Paper
Asymptotic stability of second-order neutral stochastic differential equations2015-05-06Paper
Neutral stochastic partial differential equations with delay driven by Rosenblatt process in a Hilbert space2015-01-29Paper
Non-smooth analysis method in optimal investment- a BSDE approach2014-11-10Paper
On time-dependent stochastic evolution equations driven by fractional Brownian motion in a Hilbert space with finite delay2014-10-09Paper
The local time of the fractional Ornstein-Uhlenbeck process2014-06-23Paper
https://portal.mardi4nfdi.de/entity/Q53987342014-02-28Paper
Approximate controllability of stochastic differential systems driven by a Lévy process2014-01-09Paper
Anticipated backward stochastic differential equations on Markov chains2013-12-06Paper
Existence, uniqueness, and stability of mild solutions for second-order neutral stochastic evolution equations with infinite delay and Poisson jumps2013-11-29Paper
Stochastic functional differential equations with infinite delay driven by G -Brownian motion2013-09-04Paper
BSDES ON FINITE AND INFINITE TIME HORIZON WITH DISCONTINUOUS COEFFICIENTS2013-08-26Paper
Multivalued backward doubly stochastic differential equations with time delayed coefficients2013-08-13Paper
Multivalued stochastic partial differential-integral equations via backward doubly stochastic differential equations driven by a Lévy process2013-07-05Paper
https://portal.mardi4nfdi.de/entity/Q49276002013-06-20Paper
Exponential stability of second-order stochastic evolution equations with Poisson jumps2013-05-02Paper
Existence of solutions for nonlinear fractional stochastic differential equations2013-03-04Paper
Complete controllability of stochastic evolution equations with jumps2012-08-09Paper
Reflected backward stochastic differential equations with time delayed generators2012-07-05Paper
A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition2012-06-13Paper
Doubly reflected BSDEs driven by a Lévy process2012-06-10Paper
https://portal.mardi4nfdi.de/entity/Q28866122012-06-01Paper
On the approximate controllability of semilinear fractional differential systems2011-12-18Paper
On solutions to backward stochastic partial differential equations for Lévy processes2011-10-10Paper
Existence, uniqueness and stability of mild solutions for time-dependent stochastic evolution equations with Poisson jumps and infinite delay2011-08-23Paper
A new type of reflected backward doubly stochastic differential equations2011-08-03Paper
https://portal.mardi4nfdi.de/entity/Q30146722011-07-19Paper
Approximate controllability of the nonlinear third-order dispersion equation2011-06-24Paper
A note on the stochastic differential equations driven by \(G\)-Brownian motion2011-03-31Paper
Controllability of impulsive neutral stochastic functional differential inclusions with infinite delay2011-03-09Paper
https://portal.mardi4nfdi.de/entity/Q30720802011-02-05Paper
A note on the neutral stochastic functional differential equation with infinite delay and Poisson jumps in an abstract space2011-01-24Paper
Second-order neutral stochastic evolution equations with infinite delay under Carathéodory conditions2011-01-19Paper
Stochastic viscosity solution for stochastic PDIEs with nonlinear Neumann boundary condition2010-11-14Paper
Multivalued stochastic Dirichlet-Neumann problems and generalized backward doubly stochastic differential equations2010-11-12Paper
https://portal.mardi4nfdi.de/entity/Q30517422010-11-05Paper
https://portal.mardi4nfdi.de/entity/Q30546712010-11-05Paper
APPROXIMATE CONTROLLABILITY OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS WITH IMPULSIVE EFFECTS2010-09-23Paper
Existence results for fractional order semilinear integro-differential evolution equations with infinite delay2010-08-23Paper
Second-order neutral impulsive stochastic evolution equations with delay2010-08-17Paper
Existence results for impulsive neutral stochastic functional integro-differential equations with infinite delays2010-07-24Paper
On neutral impulsive stochastic integro-differential equations with infinite delays via fractional operators2010-07-16Paper
Reflected backward doubly stochastic differential equations driven by a Lévy process2010-04-15Paper
On solutions of backward stochastic Volterra integral equations with jumps in Hilbert spaces2010-04-13Paper
A note on the doubly reflected backward stochastic differential equations driven by a Lévy process2010-04-01Paper
Existence and uniqueness of mild solutions for semilinear integro-differential equations of fractional order with nonlocal initial conditions and delays2010-01-25Paper
REFLECTED BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY A LÉVY PROCESS2010-01-21Paper
Generalized reflected BSDEs driven by a Lévy process and an obstacle problem for PDIEs with a nonlinear Neumann boundary condition2010-01-15Paper
A note on the existence and uniqueness of the solution to neutral stochastic functional differential equations with infinite delay2009-08-12Paper
Doubly perturbed neutral stochastic functional equations2009-07-17Paper
Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes2009-06-11Paper
Existence, uniqueness and stability of the solutions to neutral stochastic functional differential equations with infinite delay2009-04-30Paper
Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes2009-01-07Paper
An existence theorem for stochastic functional differential equations with delays under weak assumptions2008-11-25Paper
https://portal.mardi4nfdi.de/entity/Q35404942008-11-24Paper
Remarks on the existence and uniqueness of the solutions to stochastic functional differential equations with infinite delay2008-08-22Paper
https://portal.mardi4nfdi.de/entity/Q35134002008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q35128172008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q35006162008-06-03Paper
https://portal.mardi4nfdi.de/entity/Q54327442007-12-18Paper
https://portal.mardi4nfdi.de/entity/Q54312502007-12-07Paper
Reflected backward stochastic differential equations driven by Lévy processes2007-11-23Paper
Generalized Reflected BSDE and an Obstacle Problem for PDEs with a Nonlinear Neumann Boundary Condition2007-02-15Paper
https://portal.mardi4nfdi.de/entity/Q54920352006-10-12Paper
https://portal.mardi4nfdi.de/entity/Q54904252006-10-04Paper
https://portal.mardi4nfdi.de/entity/Q54904392006-10-04Paper
https://portal.mardi4nfdi.de/entity/Q33681802006-01-27Paper
https://portal.mardi4nfdi.de/entity/Q57166742006-01-10Paper

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