Chenggui Yuan

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Person:261247

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zbMath Open yuan.chengguiMaRDI QIDQ261247

List of research outcomes

PublicationDate of PublicationType
Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations2024-03-26Paper
Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations2024-01-30Paper
Existence and concentration of ground state solutions for a Schrödinger-Poisson-type system with steep potential well2024-01-17Paper
Stability of the numerical scheme for stochastic McKean-Vlasov equations2023-12-19Paper
The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise2023-11-20Paper
Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications2023-10-17Paper
Multilevel Monte Carlo EM scheme for MV-SDEs with small noise2023-10-02Paper
Stochastic equations with low regularity drifts2023-09-30Paper
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions2023-09-15Paper
Schrödinger-Bopp-Podolsky system with steep potential Well2023-08-08Paper
Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions2023-05-31Paper
Some new fixed point results under constraint inequalities in comparable complete partially ordered Menger PM-spaces2023-02-24Paper
The threshold of stochastic tumor-immune model with regime switching2023-02-20Paper
https://portal.mardi4nfdi.de/entity/Q58738442023-02-09Paper
Invariant probability measures for path-dependent random diffusions2023-02-03Paper
Explicit Numerical Approximations for SDDEs in Finite and Infinite Horizons using the Adaptive EM Method: Strong Convergence and Almost Sure Exponential Stability2022-11-07Paper
Distribution dependent SDEs driven by fractional Brownian motions2022-07-27Paper
McKean-Vlasov multivalued stochastic differential equations with oblique subgradients and related stochastic control problems2022-07-23Paper
https://portal.mardi4nfdi.de/entity/Q50818362022-06-17Paper
Weak convergence of Euler scheme for SDEs with low regular drift2022-05-11Paper
Existence of invariant probability measures for functional McKean-Vlasov SDEs2022-05-10Paper
Convergence rates of truncated theta-EM scheme for SDDEs2022-03-21Paper
Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion2022-03-04Paper
A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions2022-02-18Paper
Transportation cost inequalities for SDEs with irregular drifts2022-01-17Paper
Fixed point results for (α,η,ψ,ξ)-contractive multi-valued mappings in Menger PM-spaces and their applications2022-01-10Paper
Almost sure asymptotic stability for regime-switching diffusions2021-12-17Paper
Multiple solutions and ground state solutions for a class of generalized Kadomtsev-Petviashvili equation2021-11-29Paper
Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching2021-11-29Paper
The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations2021-11-28Paper
Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs2021-11-24Paper
https://portal.mardi4nfdi.de/entity/Q33807032021-09-29Paper
Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps2021-08-05Paper
Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations2021-08-02Paper
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation2021-07-22Paper
A Zvonkin's transformation for stochastic differential equations with singular drift and applications2021-07-21Paper
Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients2021-06-30Paper
Averaging principle for a type of Caputo fractional stochastic differential equations2021-06-16Paper
Comparison theorem for distribution-dependent neutral SFDEs2021-04-27Paper
Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients2021-04-27Paper
Modelling fungal competition for space: towards prediction of community dynamics2020-11-11Paper
Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations2020-10-29Paper
Ergodicity for neutral type SDEs with infinite length of memory2020-10-16Paper
TCI for SDEs with irregular drifts2020-07-29Paper
Limit theorems for additive functionals of path-dependent SDEs2020-06-24Paper
Large deviations for neutral stochastic functional differential equations2020-04-29Paper
Delay Feedback Control for Switching Diffusion Systems Based on Discrete Time Observations2020-01-13Paper
Stability of regime-switching processes under perturbation of transition rate matrices2019-12-30Paper
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching2019-12-05Paper
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory2019-11-27Paper
Dynamical Behaviors of the Tumor-Immune System in a Stochastic Environment2019-11-18Paper
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift2019-11-15Paper
Strong convergence of neutral stochastic functional differential equations with two time-scales2019-10-10Paper
CLT and MDP for McKean-Vlasov SDEs2019-10-10Paper
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations2019-08-28Paper
On the Asymptotic Behavior for Neutral Stochastic Differential Delay Equations2019-07-18Paper
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts2019-05-07Paper
Controllability of fractional impulsive neutral stochastic functional differential equations via Kuratowski measure of noncompactness2019-04-24Paper
Multilevel Monte Carlo theta EM scheme for SDDEs with small noise2019-04-16Paper
Numerical solutions of neutral stochastic functional differential equations with Markovian switching2019-03-04Paper
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitiz drift and their Euler approximation2018-12-29Paper
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions2018-11-13Paper
New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts2018-10-31Paper
The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching2018-06-05Paper
Ergodicity for Neutral Type SDEs with Infinite Length of Memory2018-05-09Paper
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces2018-04-12Paper
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations2018-01-25Paper
Convergence rates of truncated EM scheme for NSDDEs2018-01-18Paper
Tamed EM scheme of neutral stochastic differential delay equations2017-08-01Paper
Asymptotic Stability and Boundedness of Delay Switching Diffusions2017-07-27Paper
On the exponential stability of switching diffusion processes2017-07-12Paper
Invariant Measures for Path-Dependent Random Diffusions2017-06-18Paper
Neutral Stochastic Differential Delay Equations with Locally Monotone Coefficients2017-04-11Paper
Stationary distributions for retarded stochastic differential equations without dissipativity2017-04-11Paper
Approximation of SPDEs with Holder Continuous Drifts2017-03-29Paper
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles2017-01-11Paper
Convergence rates of theta-method for neutral SDDEs under non-globally Lipschitz continuous coefficients2017-01-01Paper
Strong convergence of tamed $\theta$-EM scheme for neutral SDDEs with one-sided Lipschitz drift2016-12-08Paper
Stochastic delay differential equations with jump reflection: invariant measure2016-11-25Paper
Asymptotic Analysis for Functional Stochastic Differential Equations2016-09-28Paper
Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay2016-09-05Paper
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection2016-08-08Paper
Blow-up for stochastic reaction-diffusion equations with jumps2016-06-27Paper
Approximation of invariant measures for regime-switching diffusions2016-05-13Paper
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching2016-04-22Paper
Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations2016-03-23Paper
Hypercontractivity for functional stochastic partial differential equations2015-11-27Paper
Convergence of EM Scheme for Neutral Stochastic Differential Delay Equations2015-11-24Paper
A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations2015-08-28Paper
Hypercontractivity for functional stochastic differential equations2015-08-19Paper
Large deviations for neutral functional SDEs with jumps2015-07-29Paper
Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching2015-05-22Paper
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes2015-01-30Paper
Hypercontractivity and Its Applications for Functional SDEs of Neutral Type2015-01-25Paper
Numerical analysis for neutral SPDEs driven by α-stable processes2015-01-07Paper
Exponential ergodicity for retarded stochastic differential equations2014-12-10Paper
Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations2014-10-15Paper
Long-term behavior of stochastic interest rate models with jumps and memory2014-04-15Paper
Ergodicity for functional stochastic differential equations and applications2014-03-11Paper
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients2014-01-15Paper
Bismut formulae and applications for functional SPDEs2013-12-19Paper
Transportation cost inequalities for neutral functional stochastic equations2013-11-13Paper
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes2013-09-19Paper
Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠2013-08-30Paper
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 processes2013-08-02Paper
On the exponential stability of switching-diffusion processes with jumps2013-05-29Paper
DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs2013-03-05Paper
Lyapunov exponents of hybrid stochastic heat equations2012-09-14Paper
STABILITY OF SINGULAR JUMP-LINEAR SYSTEMS WITH A LARGE STATE SPACE: A TWO-TIME-SCALE APPROACH2012-05-11Paper
Stochastic population dynamics driven by Lévy noise2012-05-04Paper
Stabilization of Partial Differential Equations by Lévy Noise2012-04-18Paper
Convergence rate of numerical solutions to SFDEs with jumps2011-11-10Paper
Comparison theorem for stochastic differential delay equations with jumps2011-11-08Paper
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection2011-10-18Paper
Competitive Lotka-Volterra population dynamics with jumps2011-10-17Paper
Harnack inequalities for functional SDEs with multiplicative noise and applications2011-10-11Paper
Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps2011-07-22Paper
Stability of stochastic delay hybrid systems with jumps2011-03-09Paper
Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions2011-01-10Paper
Poincaré inequality on the path space of Poisson point processes2010-10-13Paper
A Note on the Paper $"$Poincar\'e Inequality on the Path Space of Poisson Point Processes"2010-09-08Paper
Stability in distribution of mild solutions to stochastic partial differential equations2010-06-08Paper
Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach2010-05-19Paper
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps2010-05-19Paper
Stochastic differential delay equations with jumps, under nonlinear growth condition2010-03-18Paper
Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps2010-03-10Paper
Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations2010-02-16Paper
Numerical Solutions of Stochastic Differential Delay Equations with Jumps2009-08-13Paper
Stability in distribution of neutral stochastic differential delay equations with Markovian switching2009-07-29Paper
Stochastic hybrid delay population dynamics: Well-posed models and extinction2009-03-03Paper
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching2008-08-15Paper
https://portal.mardi4nfdi.de/entity/Q35144402008-07-21Paper
A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations2008-04-29Paper
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations2008-04-22Paper
https://portal.mardi4nfdi.de/entity/Q54438842008-02-22Paper
Comparison theorem of one-dimensional stochastic hybrid delay systems2008-01-08Paper
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations2008-01-04Paper
Hybrid Systems: Computation and Control2007-09-25Paper
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions2007-06-14Paper
Hybrid Systems: Computation and Control2007-05-02Paper
Stabilization and destabilization of hybrid systems of stochastic differential equations2007-02-26Paper
Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales2007-02-15Paper
Stochastic Differential Equations with Markovian Switching2006-10-23Paper
Stabilization of a class of stochastic differential equations with Markovian switching2006-09-25Paper
Stability in distribution of stochastic differential delay equations with Markovian switching2006-09-21Paper
Approximate solutions of stochastic differential delay equations with Markovian switching2006-07-12Paper
Asymptotic stability in distribution of stochastic differential equations with Markovian switching.2005-11-29Paper
Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching2005-11-25Paper
https://portal.mardi4nfdi.de/entity/Q54630322005-08-01Paper
Stochastic differential delay equations of population dynamics2005-04-18Paper
Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence2005-03-21Paper
Numerical method for stationary distribution of stochastic differential equations with Markovian switching2005-02-23Paper
Stability in Distribution of Numerical Solutions for Stochastic Differential Equations2005-01-20Paper
https://portal.mardi4nfdi.de/entity/Q44626022004-05-18Paper
Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.2004-03-14Paper
Robust stability and controllability of stochastic differential delay equations with Markovian switching.2004-03-14Paper
Transient Distribution of the Length ofGI/G/NQueueing Systems2003-04-28Paper
Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales2003-04-28Paper
https://portal.mardi4nfdi.de/entity/Q45144162000-11-14Paper

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