The following pages link to Jianhai Bao (Q283434):
Displayed 50 items.
- Approximation of invariant measures for regime-switching diffusions (Q283436) (← links)
- Blow-up for stochastic reaction-diffusion equations with jumps (Q300291) (← links)
- Transportation cost inequalities for neutral functional stochastic equations (Q380261) (← links)
- Bismut formulae and applications for functional SPDEs (Q388136) (← 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)
- Competitive Lotka-Volterra population dynamics with jumps (Q640191) (← links)
- Comparison theorem for stochastic differential delay equations with jumps (Q645022) (← links)
- Convergence rate of numerical solutions to SFDEs with jumps (Q645694) (← links)
- Hypercontractivity for functional stochastic partial differential equations (Q894151) (← links)
- An analytic approximation of solutions of stochastic differential delay equations with Markovian switching (Q970044) (← links)
- Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients (Q980334) (← links)
- Exponential stability in mean square of impulsive stochastic difference equations with continuous time (Q1021816) (← links)
- New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts (Q1615706) (← links)
- The stationary distribution of competitive Lotka-Volterra population systems with jumps (Q1725066) (← links)
- Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts (Q1741886) (← links)
- The stationary distribution of the facultative population model with a degenerate noise (Q1950681) (← links)
- Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory (Q2010491) (← links)
- Optimal Markovian coupling and exponential convergence rate for the TCP process (Q2025263) (← links)
- Asymptotic behavior of SIRS models in state-dependent random environments (Q2061173) (← links)
- Approximations of McKean-Vlasov stochastic differential equations with irregular coefficients (Q2135203) (← links)
- Existence of invariant probability measures for functional McKean-Vlasov SDEs (Q2136088) (← links)
- Limit theorems for additive functionals of path-dependent SDEs (Q2191144) (← links)
- Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps (Q2268065) (← links)
- Stability in distribution of neutral stochastic differential delay equations with Markovian switching (Q2270865) (← links)
- Ergodicity for functional stochastic differential equations and applications (Q2438291) (← links)
- Long-term behavior of stochastic interest rate models with jumps and memory (Q2446007) (← links)
- Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises (Q2668494) (← links)
- Invariant probability measures for path-dependent random diffusions (Q2683027) (← links)
- Wellposedness of conditional McKean-Vlasov equations with singular drifts and regime-switching (Q2697230) (← links)
- Asymptotic Analysis for Functional Stochastic Differential Equations (Q2819186) (← links)
- Convergence rate of EM scheme for \normalfont𝑆𝐷𝐷𝐸𝑠 (Q2845471) (← links)
- Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations (Q2923440) (← links)
- Exponential ergodicity for retarded stochastic differential equations (Q2933120) (← links)
- Numerical analysis for neutral SPDEs driven by α-stable processes (Q2937046) (← links)
- Stationary distributions for retarded stochastic differential equations without dissipativity (Q2974880) (← links)
- Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps (Q3021273) (← links)
- Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps (Q3561950) (← links)
- Stability in distribution of mild solutions to stochastic partial differential equations (Q3566682) (← links)
- Ergodicity and strong limit results for two-time-scale functional stochastic differential equations (Q4602036) (← links)
- DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs (Q4908347) (← links)
- On the exponential stability of switching-diffusion processes with jumps (Q4922286) (← links)
- Almost sure asymptotic stability for regime-switching diffusions (Q5018036) (← links)
- Convergence rate of the EM algorithm for SDEs with low regular drifts (Q5087000) (← links)
- Ergodicity for neutral type SDEs with infinite length of memory (Q5126257) (← links)
- Large deviations for neutral functional SDEs with jumps (Q5265774) (← links)
- Stabilization of Partial Differential Equations by Lévy Noise (Q5388163) (← links)
- Permanence and Extinction of Regime-Switching Predator-Prey Models (Q5744675) (← links)