| Publication | Date of Publication | Type |
|---|
Strong convergence in the infinite horizon of numerical methods for stochastic differential equations
Communications in Nonlinear Science and Numerical Simulation | 2026-01-23 | Paper |
The semi-implicit Euler-Maruyama method for nonlinear non-autonomous stochastic differential equations driven by a class of Lévy processes
European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis | 2025-10-30 | Paper |
Theoretical and numerical analyses of stabilization of non-linear stochastic differential equations driven by Lévy processes via intermittent feedback controls
IMA Journal of Mathematical Control and Information | 2025-10-10 | Paper |
Stabilization of hybrid systems by event-triggered control based on discrete-time state observations
SIAM Journal on Control and Optimization | 2025-10-10 | Paper |
| A Milstein-type method for highly non-linear non-autonomous time-changed stochastic differential equations | 2023-08-27 | Paper |
Finite time blowup in \(L^2\) sense of solutions to SPDEs with Bernstein functions of the Laplacian
Potential Analysis | 2023-08-15 | Paper |
| Strong convergence in the infinite horizon of numerical methods for stochastic differential equations | 2023-07-11 | Paper |
Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients
Advances in Applied Mathematics and Mechanics | 2023-04-26 | Paper |
Stability in the small moment sense of the backward Euler-Maruyama method for stochastic differential equations with super-linear coefficients
Applied Mathematics Letters | 2023-01-23 | Paper |
| The semi-implicit Euler-Maruyama method for nonlinear non-autonomous stochastic differential equations driven by a class of L\'evy processes | 2022-12-29 | Paper |
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients
Applied Numerical Mathematics | 2022-12-09 | Paper |
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients
(available as arXiv preprint) | 2022-06-20 | Paper |
Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations
Automatica | 2022-04-14 | Paper |
| Pathwise Blowup of space-time fractional SPDEs | 2022-02-23 | Paper |
Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations
International Journal of Computer Mathematics | 2022-02-10 | Paper |
Stabilization and destabilization of hybrid systems by periodic stochastic controls
Systems & Control Letters | 2021-11-10 | Paper |
Truncated Milstein method for non-autonomous stochastic differential equations and its modification
Journal of Computational and Applied Mathematics | 2021-10-28 | Paper |
Polynomial stability of highly non-linear time-changed stochastic differential equations
Applied Mathematics Letters | 2021-10-15 | Paper |
| Truncated Euler-Maruyama method for time-changed stochastic differential equations with super-linear state variables and H\"older's continuous time variables | 2021-10-06 | Paper |
Equivalence of \(p\)th moment stability between stochastic differential delay equations and their numerical methods
Statistics & Probability Letters | 2021-01-06 | Paper |
Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations
BIT | 2020-12-16 | Paper |
Stationary distribution of the stochastic theta method for nonlinear stochastic differential equations
Numerical Algorithms | 2020-04-22 | Paper |
Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
Applied Numerical Mathematics | 2020-04-07 | Paper |
Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control
SIAM Journal on Control and Optimization | 2020-03-11 | Paper |
| Finite Time Blowup of Solutions to SPDEs with Bernstein Functions of the Laplacian | 2020-01-01 | Paper |
Invariant measures of the Milstein method for stochastic differential equations with commutative noise
Applied Mathematics and Computation | 2019-12-12 | Paper |
Some non-existence results for a class of stochastic partial differential equations
Journal of Differential Equations | 2019-06-21 | Paper |
Some non-existence results for a class of stochastic partial differential equations
Journal of Differential Equations | 2019-06-21 | Paper |
The truncated EM method for stochastic differential equations with Poisson jumps
Journal of Computational and Applied Mathematics | 2019-06-20 | Paper |
The truncated EM method for stochastic differential equations with Poisson jumps
Journal of Computational and Applied Mathematics | 2019-06-20 | Paper |
Equivalence of the mean square stability between the partially truncated Euler-Maruyama method and stochastic differential equations with super-linear growing coefficients
Advances in Difference Equations | 2019-01-29 | Paper |
| Strong convergence rate of Euler-Maruyama method for stochastic differential equations with H\"older continuous drift coefficient driven by symmetric $\alpha$-stable process | 2019-01-25 | Paper |
| A note on convergence and stability of the truncated Milstein method for stochastic differential equations | 2018-09-16 | Paper |
A note on the partially truncated Euler-Maruyama method
Applied Numerical Mathematics | 2018-05-11 | Paper |
The truncated Milstein method for stochastic differential equations with commutative noise
Journal of Computational and Applied Mathematics | 2018-04-16 | Paper |
On some properties of a class of fractional stochastic heat equations
Journal of Theoretical Probability | 2018-01-26 | Paper |
Moment bounds for a class of fractional stochastic heat equations
The Annals of Probability | 2017-10-05 | Paper |
Moment bounds for a class of fractional stochastic heat equations
The Annals of Probability | 2017-10-05 | Paper |
| Stabilization of hybrid stochastic systems under discrete observation and sample delay | 2017-05-17 | Paper |
The partially truncated Euler-Maruyama method and its stability and boundedness
Applied Numerical Mathematics | 2017-02-24 | Paper |
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations
Numerical Algorithms | 2017-02-17 | Paper |
Robustness analysis of global exponential stability of nonlinear stochastic systems with respect to neutral terms and time-varying delays
Advances in Difference Equations | 2016-09-05 | Paper |
Asymptotic moment boundedness of the stochastic theta method and its application for stochastic differential equations
Advances in Difference Equations | 2016-09-01 | Paper |
Stabilization of stochastic differential equations with Markovian switching by feedback control based on discrete-time state observation with a time delay
Statistics & Probability Letters | 2016-05-20 | Paper |
Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations
Applied Mathematics and Computation | 2016-01-25 | Paper |
Stabilization of hybrid systems by feedback control based on discrete-time state observations
SIAM Journal on Control and Optimization | 2015-06-02 | Paper |
Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations
Systems & Control Letters | 2014-10-27 | Paper |
Numerical stationary distribution and its convergence for nonlinear stochastic differential equations
Journal of Computational and Applied Mathematics | 2014-10-07 | Paper |
Mean square polynomial stability of numerical solutions to a class of stochastic differential equations
Statistics & Probability Letters | 2014-07-15 | Paper |
Asymptotic moment boundedness of the numerical solutions of stochastic differential equations
Journal of Computational and Applied Mathematics | 2014-06-06 | Paper |
