The following pages link to Lanying Hu (Q258298):
Displaying 31 items.
- Exponential stability of solutions to impulsive stochastic differential equations driven by \(G\)-Brownian motion (Q258299) (← links)
- A note on the reflected backward stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q426974) (← links)
- Controllability of impulsive neutral stochastic functional differential inclusions with infinite delay (Q629531) (← links)
- A note on the stochastic differential equations driven by \(G\)-Brownian motion (Q633052) (← links)
- Perturbed impulsive neutral stochastic functional differential equations (Q830157) (← links)
- Mean-field backward stochastic differential equations with subdifferential operator and its applications (Q900533) (← links)
- Existence results for impulsive neutral stochastic functional integro-differential inclusions with nonlocal initial conditions (Q980312) (← links)
- Existence results for impulsive neutral stochastic functional integro-differential equations with infinite delays (Q983687) (← links)
- Stochastic PDIEs with nonlinear Neumann boundary conditions and generalized backward doubly stochastic differential equations driven by Lévy processes (Q1023327) (← links)
- \(p\)-moment stability of solutions to stochastic differential equations driven by \(G\)-Brownian motion (Q1644058) (← links)
- Mean-field backward stochastic differential equations in general probability spaces (Q1663545) (← links)
- Stochastic fluid model with jumps: the bounded model (Q2026893) (← links)
- Pantograph stochastic differential equations driven by \(G\)-Brownian motion (Q2325915) (← links)
- Stochastic PDIEs and backward doubly stochastic differential equations driven by Lévy processes (Q2378265) (← links)
- Doubly perturbed neutral stochastic functional equations (Q2389566) (← links)
- Reflected backward doubly stochastic differential equations driven by a Lévy process with stochastic Lipschitz condition (Q2449229) (← links)
- Reflected backward stochastic differential equations driven by Lévy processes (Q2462078) (← links)
- Existence and uniqueness of mild solutions for semilinear integro-differential equations of fractional order with nonlocal initial conditions and delays (Q2655456) (← links)
- (Q3368180) (← links)
- Stability of square-mean almost automorphic mild solutions to impulsive stochastic differential equations driven by <i>G</i>-Brownian motion (Q3386603) (← links)
- (Q3512817) (← links)
- (Q3513400) (← links)
- Anticipated BSDEs driven by a single jump process (Q4607793) (← links)
- Sobolev-type stochastic differential equations driven by <i>G</i>-Brownian motion (Q5020804) (← links)
- Robust stochastic stability for multi-group coupled models with Markovian switching (Q5027376) (← links)
- Multi-valued stochastic differential equations driven by<i>G</i>-Brownian motion and related stochastic control problems (Q5280315) (← links)
- Multi-valued backward stochastic differential equations driven by<i>G</i>-Brownian motion and its applications (Q5348413) (← links)
- (Q5431250) (← links)
- (Q5432744) (← links)
- (Q5490425) (← links)
- Periodically intermittent discrete observations control for stabilization of highly nonlinear hybrid stochastic differential equations (Q6052172) (← links)
