The following pages link to Chen Fei (Q902338):
Displaying 32 items.
- Optimal control of Markovian switching systems with applications to portfolio decisions under inflation (Q902339) (← links)
- Properties of solutions to stochastic set differential equations under non-Lipschitzian coefficients (Q1723981) (← links)
- Stability of highly nonlinear hybrid stochastic integro-differential delay equations (Q1730372) (← links)
- Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay (Q2061286) (← links)
- Age-structured population model under uncertain environment (Q2100438) (← links)
- A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with \(G\)-Brownian motion (Q2106077) (← links)
- Agent's optimal compensation under inflation risk by using dynamic contract model (Q2121174) (← links)
- Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2148456) (← links)
- Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation (Q2163140) (← links)
- Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations (Q2173080) (← links)
- Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients (Q2223847) (← links)
- Stability equivalence between the stochastic differential delay equations driven by \(G\)-Brownian motion and the Euler-Maruyama method (Q2274830) (← links)
- Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by \(G\)-Brownian motion (Q2314139) (← links)
- Optimal contract for the principal-agent under Knightian uncertainty (Q2656889) (← links)
- Exponential stabilisation of highly nonlinear neutral stochastic systems by variable-delay feedback control (Q2681771) (← links)
- Asymptotic stability in distribution of highly nonlinear stochastic differential equations with \(G\)-Brownian motion (Q2689078) (← links)
- (Q2992304) (← links)
- Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty (Q3306180) (← links)
- (Q3308219) (← links)
- Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion (Q3385097) (← links)
- (Q4640744) (← links)
- Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations (Q5125713) (← links)
- (Q5210033) (← links)
- STABILITY ANALYSIS OF HIGHLY NONLINEAR HYBRID MULTIPLE-DELAY STOCHASTIC DIFFERENTIAL EQUATIONS (Q5859386) (← links)
- A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control (Q6061122) (← links)
- Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique (Q6174048) (← links)
- Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations (Q6180516) (← links)
- Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model (Q6181513) (← links)
- The Truncated Em Method for Jump-Diffusion Sddes with Super-Linearly Growing Diffusion and Jump Coefficients (Q6191883) (← links)
- Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching (Q6199505) (← links)
- Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control (Q6598717) (← links)
- Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients (Q6747787) (← links)
