Chen Fei

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching	2024-02-28	Paper
The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients	2024-02-12	Paper
Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model	2024-01-02	Paper
Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations	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	2023-10-30	Paper
Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique	2023-07-13	Paper
Analysis of investment and decision-making based on ESG token platform under jump-diffusion	2023-07-04	Paper
Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion	2023-03-06	Paper
Exponential stabilisation of highly nonlinear neutral stochastic systems by variable-delay feedback control	2023-02-07	Paper
A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion	2022-12-08	Paper
Age-structured population model under uncertain environment	2022-11-22	Paper
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation	2022-08-10	Paper
Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion	2022-06-24	Paper
Agent's optimal compensation under inflation risk by using dynamic contract model	2022-04-01	Paper
Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion	2021-12-17	Paper
Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay	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	2021-04-16	Paper
Optimal contract for the principal-agent under Knightian uncertainty	2021-03-17	Paper
Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients	2021-02-03	Paper
Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations	2020-10-07	Paper
Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty	2020-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q3308219	2020-08-12	Paper
Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations	2020-04-22	Paper
https://portal.mardi4nfdi.de/entity/Q5210033	2020-01-22	Paper
Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method	2019-10-01	Paper
Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion	2019-07-19	Paper
Stability of highly nonlinear hybrid stochastic integro-differential delay equations	2019-03-06	Paper
Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients	2019-02-14	Paper
Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation	2018-08-31	Paper
https://portal.mardi4nfdi.de/entity/Q4640744	2018-05-25	Paper
https://portal.mardi4nfdi.de/entity/Q2992304	2016-08-10	Paper
Optimal control of Markovian switching systems with applications to portfolio decisions under inflation	2016-01-15	Paper
On exponential stability for stochastic differential equations disturbed by G-Brownian motion	2013-11-28	Paper

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