| Publication | Date of Publication | Type |
|---|
| Multilevel Monte Carlo EM scheme for MV-SDEs with small noise | 2025-01-22 | Paper |
| Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions | 2025-01-17 | Paper |
| Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations | 2024-03-26 | Paper |
| Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations | 2024-01-30 | Paper |
| Existence and concentration of ground state solutions for a Schrödinger-Poisson-type system with steep potential well | 2024-01-17 | Paper |
| Stability of the numerical scheme for stochastic McKean-Vlasov equations | 2023-12-19 | Paper |
| The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise | 2023-11-20 | Paper |
| Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications | 2023-10-17 | Paper |
| Multilevel Monte Carlo EM scheme for MV-SDEs with small noise | 2023-10-02 | Paper |
| Stochastic equations with low regularity drifts | 2023-09-30 | Paper |
| Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions | 2023-09-15 | Paper |
| Schrödinger-Bopp-Podolsky system with steep potential Well | 2023-08-08 | Paper |
| Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions | 2023-05-31 | Paper |
| Some new fixed point results under constraint inequalities in comparable complete partially ordered Menger PM-spaces | 2023-02-24 | Paper |
| The threshold of stochastic tumor-immune model with regime switching | 2023-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5873844 | 2023-02-09 | Paper |
| Invariant probability measures for path-dependent random diffusions | 2023-02-03 | Paper |
| Explicit Numerical Approximations for SDDEs in Finite and Infinite Horizons using the Adaptive EM Method: Strong Convergence and Almost Sure Exponential Stability | 2022-11-07 | Paper |
| Distribution dependent SDEs driven by fractional Brownian motions | 2022-07-27 | Paper |
| McKean-Vlasov multivalued stochastic differential equations with oblique subgradients and related stochastic control problems | 2022-07-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5081836 | 2022-06-17 | Paper |
| Weak convergence of Euler scheme for SDEs with low regular drift | 2022-05-11 | Paper |
| Existence of invariant probability measures for functional McKean-Vlasov SDEs | 2022-05-10 | Paper |
| Convergence rates of truncated theta-EM scheme for SDDEs | 2022-03-21 | Paper |
| Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion | 2022-03-04 | Paper |
| A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions | 2022-02-18 | Paper |
| Transportation cost inequalities for SDEs with irregular drifts | 2022-01-17 | Paper |
| Fixed point results for (α,η,ψ,ξ)-contractive multi-valued mappings in Menger PM-spaces and their applications | 2022-01-10 | Paper |
| Almost sure asymptotic stability for regime-switching diffusions | 2021-12-17 | Paper |
| Multiple solutions and ground state solutions for a class of generalized Kadomtsev-Petviashvili equation | 2021-11-29 | Paper |
| Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching | 2021-11-29 | Paper |
| The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations | 2021-11-28 | Paper |
| Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs | 2021-11-24 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3380703 | 2021-09-29 | Paper |
| Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps | 2021-08-05 | Paper |
| Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations | 2021-08-02 | Paper |
| Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation | 2021-07-22 | Paper |
| A Zvonkin's transformation for stochastic differential equations with singular drift and applications | 2021-07-21 | Paper |
| Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients | 2021-06-30 | Paper |
| Averaging principle for a type of Caputo fractional stochastic differential equations | 2021-06-16 | Paper |
| Comparison theorem for distribution-dependent neutral SFDEs | 2021-04-27 | Paper |
| Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients | 2021-04-27 | Paper |
| Modelling fungal competition for space: towards prediction of community dynamics | 2020-11-11 | Paper |
| Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations | 2020-10-29 | Paper |
| Ergodicity for neutral type SDEs with infinite length of memory | 2020-10-16 | Paper |
| TCI for SDEs with irregular drifts | 2020-07-29 | Paper |
| Limit theorems for additive functionals of path-dependent SDEs | 2020-06-24 | Paper |
| Large deviations for neutral stochastic functional differential equations | 2020-04-29 | Paper |
| Delay Feedback Control for Switching Diffusion Systems Based on Discrete Time Observations | 2020-01-13 | Paper |
| Stability of regime-switching processes under perturbation of transition rate matrices | 2019-12-30 | Paper |
| Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching | 2019-12-05 | Paper |
| Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory | 2019-11-27 | Paper |
| Dynamical Behaviors of the Tumor-Immune System in a Stochastic Environment | 2019-11-18 | Paper |
| Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift | 2019-11-15 | Paper |
| CLT and MDP for McKean-Vlasov SDEs | 2019-10-10 | Paper |
| Strong convergence of neutral stochastic functional differential equations with two time-scales | 2019-10-10 | Paper |
| On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations | 2019-08-28 | Paper |
| On the Asymptotic Behavior for Neutral Stochastic Differential Delay Equations | 2019-07-18 | Paper |
| Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts | 2019-05-07 | Paper |
| Controllability of fractional impulsive neutral stochastic functional differential equations via Kuratowski measure of noncompactness | 2019-04-24 | Paper |
| Multilevel Monte Carlo theta EM scheme for SDDEs with small noise | 2019-04-16 | Paper |
| Numerical solutions of neutral stochastic functional differential equations with Markovian switching | 2019-03-04 | Paper |
| Stochastic differential equations driven by fractional Brownian motion with locally Lipschitiz drift and their Euler approximation | 2018-12-29 | Paper |
| Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions | 2018-11-13 | Paper |
| New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts | 2018-10-31 | Paper |
| The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching | 2018-06-05 | Paper |
| Ergodicity for Neutral Type SDEs with Infinite Length of Memory | 2018-05-09 | Paper |
| Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces | 2018-04-12 | Paper |
| Ergodicity and strong limit results for two-time-scale functional stochastic differential equations | 2018-01-25 | Paper |
| Convergence rates of truncated EM scheme for NSDDEs | 2018-01-18 | Paper |
| Tamed EM scheme of neutral stochastic differential delay equations | 2017-08-01 | Paper |
| Asymptotic Stability and Boundedness of Delay Switching Diffusions | 2017-07-27 | Paper |
| On the exponential stability of switching diffusion processes | 2017-07-12 | Paper |
| Invariant Measures for Path-Dependent Random Diffusions | 2017-06-18 | Paper |
| Stationary distributions for retarded stochastic differential equations without dissipativity | 2017-04-11 | Paper |
| Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients | 2017-04-11 | Paper |
| Approximation of SPDEs with Holder Continuous Drifts | 2017-03-29 | Paper |
| Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles | 2017-01-11 | Paper |
| Convergence rates of theta-method for neutral SDDEs under non-globally Lipschitz continuous coefficients | 2017-01-01 | Paper |
| Strong convergence of tamed $\theta$-EM scheme for neutral SDDEs with one-sided Lipschitz drift | 2016-12-08 | Paper |
| Stochastic delay differential equations with jump reflection: invariant measure | 2016-11-25 | Paper |
| Asymptotic Analysis for Functional Stochastic Differential Equations | 2016-09-28 | Paper |
| Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay | 2016-09-05 | Paper |
| Stability in distribution of Markov-modulated stochastic differential delay equations with reflection | 2016-08-08 | Paper |
| Blow-up for stochastic reaction-diffusion equations with jumps | 2016-06-27 | Paper |
| Approximation of invariant measures for regime-switching diffusions | 2016-05-13 | Paper |
| Lyapunov exponents of PDEs driven by fractional noise with Markovian switching | 2016-04-22 | Paper |
| Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations | 2016-03-23 | Paper |
| Hypercontractivity for functional stochastic partial differential equations | 2015-11-27 | Paper |
| Convergence of EM Scheme for Neutral Stochastic Differential Delay Equations | 2015-11-24 | Paper |
| A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations | 2015-08-28 | Paper |
| Hypercontractivity for functional stochastic differential equations | 2015-08-19 | Paper |
| Large deviations for neutral functional SDEs with jumps | 2015-07-29 | Paper |
| Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching | 2015-05-22 | Paper |
| Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes | 2015-01-30 | Paper |
| Hypercontractivity and Its Applications for Functional SDEs of Neutral Type | 2015-01-25 | Paper |
| Numerical analysis for neutral SPDEs driven by α-stable processes | 2015-01-07 | Paper |
| Exponential ergodicity for retarded stochastic differential equations | 2014-12-10 | Paper |
| Numerical approximation of stationary distributions for stochastic partial differential equations | 2014-10-15 | Paper |
| Long-term behavior of stochastic interest rate models with jumps and memory | 2014-04-15 | Paper |
| Ergodicity for functional stochastic differential equations and applications | 2014-03-11 | Paper |
| Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients | 2014-01-15 | Paper |
| Bismut formulae and applications for functional SPDEs | 2013-12-19 | Paper |
| Transportation cost inequalities for neutral functional stochastic equations | 2013-11-13 | Paper |
| Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes | 2013-09-19 | Paper |
| Convergence rate of EM scheme for SDDEs | 2013-08-30 | Paper |
| On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes | 2013-08-02 | Paper |
| On the exponential stability of switching-diffusion processes with jumps | 2013-05-29 | Paper |
| DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs | 2013-03-05 | Paper |
| Lyapunov exponents of hybrid stochastic heat equations | 2012-09-14 | Paper |
| Stability of singular jump-linear systems with a large state space: A two-time-scale approach | 2012-05-11 | Paper |
| Stochastic population dynamics driven by Lévy noise | 2012-05-04 | Paper |
| Stabilization of Partial Differential Equations by Lévy Noise | 2012-04-18 | Paper |
| Convergence rate of numerical solutions to SFDEs with jumps | 2011-11-10 | Paper |
| Comparison theorem for stochastic differential delay equations with jumps | 2011-11-08 | Paper |
| A note on stability in distribution of Markov-modulated stochastic differential equations with reflection | 2011-10-18 | Paper |
| Competitive Lotka-Volterra population dynamics with jumps | 2011-10-17 | Paper |
| Harnack inequalities for functional SDEs with multiplicative noise and applications | 2011-10-11 | Paper |
| Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps | 2011-07-22 | Paper |
| Stability of stochastic delay hybrid systems with jumps | 2011-03-09 | Paper |
| Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions | 2011-01-10 | Paper |
| Poincaré inequality on the path space of Poisson point processes | 2010-10-13 | Paper |
| A Note on the Paper $"$Poincar\'e Inequality on the Path Space of Poisson Point Processes" | 2010-09-08 | Paper |
| Stability in distribution of mild solutions to stochastic partial differential equations | 2010-06-08 | Paper |
| Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps | 2010-05-19 | Paper |
| Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach | 2010-05-19 | Paper |
| Stochastic differential delay equations with jumps, under nonlinear growth condition | 2010-03-18 | Paper |
| Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps | 2010-03-10 | Paper |
| Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations | 2010-02-16 | Paper |
| Numerical Solutions of Stochastic Differential Delay Equations with Jumps | 2009-08-13 | Paper |
| Stability in distribution of neutral stochastic differential delay equations with Markovian switching | 2009-07-29 | Paper |
| Stochastic hybrid delay population dynamics: Well-posed models and extinction | 2009-03-03 | Paper |
| Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching | 2008-08-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3514440 | 2008-07-21 | Paper |
| A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations | 2008-04-29 | Paper |
| Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations | 2008-04-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5443884 | 2008-02-22 | Paper |
| Comparison theorem of one-dimensional stochastic hybrid delay systems | 2008-01-08 | Paper |
| Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations | 2008-01-04 | Paper |
| Hybrid Systems: Computation and Control | 2007-09-25 | Paper |
| Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions | 2007-06-14 | Paper |
| Hybrid Systems: Computation and Control | 2007-05-02 | Paper |
| Stabilization and destabilization of hybrid systems of stochastic differential equations | 2007-02-26 | Paper |
| Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales | 2007-02-15 | Paper |
| Stochastic Differential Equations with Markovian Switching | 2006-10-23 | Paper |
| Stabilization of a class of stochastic differential equations with Markovian switching | 2006-09-25 | Paper |
| Stability in distribution of stochastic differential delay equations with Markovian switching | 2006-09-21 | Paper |
| Approximate solutions of stochastic differential delay equations with Markovian switching | 2006-07-12 | Paper |
| Asymptotic stability in distribution of stochastic differential equations with Markovian switching. | 2005-11-29 | Paper |
| Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching | 2005-11-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5463032 | 2005-08-01 | Paper |
| Stochastic differential delay equations of population dynamics | 2005-04-18 | Paper |
| Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence | 2005-03-21 | Paper |
| Numerical method for stationary distribution of stochastic differential equations with Markovian switching | 2005-02-23 | Paper |
| Stability in Distribution of Numerical Solutions for Stochastic Differential Equations | 2005-01-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4462602 | 2004-05-18 | Paper |
| Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. | 2004-03-14 | Paper |
| Robust stability and controllability of stochastic differential delay equations with Markovian switching. | 2004-03-14 | Paper |
| Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales | 2003-04-28 | Paper |
| Transient Distribution of the Length ofGI/G/NQueueing Systems | 2003-04-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4514416 | 2000-11-14 | Paper |
| Long Time Propagation of Chaos in Total Variation Distance for Mean Field Interacting Particle System | N/A | Paper |
