The following pages link to Chenggui Yuan (Q261247):
Displaying 50 items.
- Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations (Q261248) (← links)
- Lyapunov exponents of PDEs driven by fractional noise with Markovian switching (Q273691) (← links)
- Approximation of invariant measures for regime-switching diffusions (Q283436) (← links)
- Blow-up for stochastic reaction-diffusion equations with jumps (Q300291) (← links)
- Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes (Q370270) (← links)
- Transportation cost inequalities for neutral functional stochastic equations (Q380261) (← links)
- Bismut formulae and applications for functional SPDEs (Q388136) (← links)
- Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients (Q392685) (← links)
- Stochastic population dynamics driven by Lévy noise (Q412436) (← links)
- Lyapunov exponents of hybrid stochastic heat equations (Q450716) (← links)
- Hypercontractivity for functional stochastic differential equations (Q491930) (← links)
- Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles (Q502898) (← links)
- Stability of stochastic delay hybrid systems with jumps (Q629646) (← links)
- Competitive Lotka-Volterra population dynamics with jumps (Q640191) (← links)
- A note on stability in distribution of Markov-modulated stochastic differential equations with reflection (Q640496) (← links)
- Comparison theorem for stochastic differential delay equations with jumps (Q645022) (← links)
- Convergence rate of numerical solutions to SFDEs with jumps (Q645694) (← links)
- Numerical solutions of neutral stochastic functional differential equations with Markovian switching (Q667989) (← links)
- Harnack inequalities for functional SDEs with multiplicative noise and applications (Q719781) (← links)
- Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay (Q738735) (← links)
- Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
- Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions (Q885945) (← links)
- Hypercontractivity for functional stochastic partial differential equations (Q894151) (← links)
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach (Q972465) (← links)
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching. (Q1427725) (← links)
- Robust stability and controllability of stochastic differential delay equations with Markovian switching. (Q1428118) (← links)
- New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts (Q1615706) (← links)
- Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions (Q1620690) (← links)
- Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
- Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces (Q1742917) (← links)
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching (Q1765451) (← links)
- Stochastic differential delay equations of population dynamics (Q1772302) (← links)
- Poincaré inequality on the path space of Poisson point processes (Q1960233) (← links)
- Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory (Q2010491) (← links)
- Tamed EM scheme of neutral stochastic differential delay equations (Q2012612) (← links)
- Comparison theorem for distribution-dependent neutral SFDEs (Q2021718) (← links)
- A Zvonkin's transformation for stochastic differential equations with singular drift and applications (Q2042679) (← links)
- Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps (Q2048168) (← links)
- Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs (Q2051411) (← links)
- Multiple solutions and ground state solutions for a class of generalized Kadomtsev-Petviashvili equation (Q2053606) (← links)
- Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching (Q2053648) (← links)
- Transportation cost inequalities for SDEs with irregular drifts (Q2066969) (← links)
- Existence of invariant probability measures for functional McKean-Vlasov SDEs (Q2136088) (← links)
- Weak convergence of Euler scheme for SDEs with low regular drift (Q2138404) (← links)
- Distribution dependent SDEs driven by fractional Brownian motions (Q2157319) (← links)
- Large deviations for neutral stochastic functional differential equations (Q2175718) (← links)
- Limit theorems for additive functionals of path-dependent SDEs (Q2191144) (← links)
- Modelling fungal competition for space: towards prediction of community dynamics (Q2211531) (← links)
- Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps (Q2268065) (← links)
