| Publication | Date of Publication | Type |
|---|
Aperiodically delay intermittent control for Lévy noise driven highly nonlinear stochastic hybrid systems based on discrete-time observations
IEEE Transactions on Automatic Control | 2026-03-17 | Paper |
Event-triggered distributed average tracking in the presence of external disturbances
Control Theory and Technology | 2026-02-13 | Paper |
Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control
IET Control Theory & Applications | 2024-09-05 | Paper |
Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching
Information Sciences | 2024-02-28 | Paper |
The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients
Journal of Computational Mathematics | 2024-02-12 | Paper |
Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model
BIT | 2024-01-02 | Paper |
Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations
International Journal of Robust and Nonlinear Control | 2023-12-19 | Paper |
A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control
Journal of the Franklin Institute | 2023-10-30 | Paper |
Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique
Systems & Control Letters | 2023-07-13 | Paper |
Analysis of investment and decision-making based on ESG token platform under jump-diffusion
International Journal of Systems Science. Principles and Applications of Systems and Integration | 2023-07-04 | Paper |
Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion
Qualitative Theory of Dynamical Systems | 2023-03-06 | Paper |
Exponential stabilisation of highly nonlinear neutral stochastic systems by variable-delay feedback control
Advances in Continuous and Discrete Models | 2023-02-07 | Paper |
A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion
Applied Mathematics Letters | 2022-12-08 | Paper |
Age-structured population model under uncertain environment
Soft Computing | 2022-11-22 | Paper |
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
Physica A | 2022-08-10 | Paper |
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
Physica A | 2022-08-10 | Paper |
Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
Journal of the Franklin Institute | 2022-06-24 | Paper |
Agent's optimal compensation under inflation risk by using dynamic contract model
Journal of Systems Science and Complexity | 2022-04-01 | Paper |
Optimal stochastic control and optimal consumption-portfolio with \(G\)-Brownian motion
(available as arXiv preprint) | 2021-12-17 | Paper |
Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay
Nonlinear Analysis. Hybrid Systems | 2021-12-13 | Paper |
| The truncated EM method for stochastic differential delay equations with variable delay | 2021-08-09 | Paper |
Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations
Journal of Applied Analysis & Computation | 2021-04-16 | Paper |
Optimal contract for the principal-agent under Knightian uncertainty
Journal of the Operations Research Society of China | 2021-03-17 | Paper |
Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients
Journal of Computational and Applied Mathematics | 2021-02-03 | Paper |
Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
IEEE Transactions on Automatic Control | 2020-10-07 | Paper |
Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty
(available as arXiv preprint) | 2020-08-12 | Paper |
| scientific article; zbMATH DE number 7235216 (Why is no real title available?) | 2020-08-12 | Paper |
Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations
Systems & Control Letters | 2020-04-22 | Paper |
| scientific article; zbMATH DE number 7156447 (Why is no real title available?) | 2020-01-22 | Paper |
Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method
Applied Mathematics Letters | 2019-10-01 | Paper |
Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion
Applied Mathematics. Series B (English Edition) | 2019-07-19 | Paper |
Stability of highly nonlinear hybrid stochastic integro-differential delay equations
Nonlinear Analysis. Hybrid Systems | 2019-03-06 | Paper |
Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients
Abstract and Applied Analysis | 2019-02-14 | Paper |
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation
(available as arXiv preprint) | 2018-08-31 | Paper |
| Research advances on the valuation issue of private equity investment | 2018-05-25 | Paper |
| Optimal portfolio of hedge funds with high water marks under Knightian uncertainty | 2016-08-10 | Paper |
Optimal control of Markovian switching systems with applications to portfolio decisions under inflation
Acta Mathematica Scientia. Series B. (English Edition) | 2016-01-15 | Paper |
| On exponential stability for stochastic differential equations disturbed by G-Brownian motion | 2013-11-28 | Paper |
