| Publication | Date of Publication | Type |
|---|
Delay-dependent stability of non-linear hybrid stochastic functional differential equations
IET Control Theory & Applications | 2024-09-05 | Paper |
Boundedness and stability of nonlinear hybrid neutral stochastic delay differential equation with Lévy jumps under different structures
Journal of the Franklin Institute | 2024-05-22 | Paper |
Delay‐dependent stability of nonlinear hybrid neutral stochastic differential equations with multiple delays
International Journal of Robust and Nonlinear Control | 2023-10-31 | Paper |
Exponential stability of highly nonlinear hybrid NSDEs with multiple time-dependent delays and different structures and the Euler-Maruyama method
Journal of the Franklin Institute | 2022-04-14 | Paper |
Stabilization by variable-delay feedback control for highly nonlinear hybrid stochastic differential delay equations
Systems & Control Letters | 2021-12-14 | Paper |
| Periodic Cauchy problem for a class of double damped nonlinear wave equations | 2021-09-29 | Paper |
| scientific article; zbMATH DE number 7234396 (Why is no real title available?) | 2020-08-12 | Paper |
| Local existence and global nonexistence theorems for a viscous damped quasi-linear wave equations | 2020-08-12 | Paper |
Stability of a class of hybrid neutral stochastic differential equations with unbounded delay
Discrete Dynamics in Nature and Society | 2019-07-30 | Paper |
| Option pricing and hedging under a Markov switching Lévy process model | 2019-02-22 | Paper |
Stability of linear stochastic delay differential equations with infinite Markovian switchings
International Journal of Robust and Nonlinear Control | 2018-05-31 | Paper |
Revuz measures, energy functionals and capacities under Girsanov transform induced by \(\alpha\)-excessive function
Chinese Annals of Mathematics. Series B | 2017-04-04 | Paper |
| A representation formula for transition probability densities of Hunt processes under Girsanov transform | 2015-10-28 | Paper |
| scientific article; zbMATH DE number 6501485 (Why is no real title available?) | 2015-10-28 | Paper |
| Cauchy problem for a class of damped nonlinear wave equations of fourth order | 2015-02-11 | Paper |
| The MEMMs for Markov-modulated GBMs | 2014-02-28 | Paper |
Revuz measures under Girsanov transform
Chinese Journal of Applied Probability and Statistics | 2012-10-05 | Paper |
| The existence and uniqueness of the local solution to the initial boundary value problem for a nonlinear hyperbolic equations | 2011-12-01 | Paper |
| The MEMMs for Markov switching Lévy processes | 2011-07-19 | Paper |
Backward stochastic differential equation on hedging American contingent claims
Mathematical & Computational Applications | 2011-03-09 | Paper |
The application of backward stochastic differential equation with stopping time in hedging American contingent claims
Chaos, Solitons and Fractals | 2010-11-08 | Paper |
Local existence and global nonexistence theorems for a damped nonlinear hyperbolic equation
Journal of Mathematical Analysis and Applications | 2010-05-19 | Paper |
Ergodic property of recurrent right processes
Chaos, Solitons and Fractals | 2008-02-22 | Paper |
A formula for transition density function under Girsanov transform
Statistics & Probability Letters | 2007-08-27 | Paper |
