## Yuan, Chenggui

Compute Distance To:
 Author ID: yuan.chenggui Published as: Yuan, Chenggui; Yuan, C.
 Documents Indexed: 128 Publications since 1992, including 2 Books Reviewing Activity: 1 Review Co-Authors: 60 Co-Authors with 122 Joint Publications 1,927 Co-Co-Authors
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### Co-Authors

 4 single-authored 37 Bao, Jianhai 30 Mao, Xuerong 11 Wang, Feng-Yu 7 Hu, Junhao 6 Lygeros, John 6 Yin, Gang George 6 Yin, George Gang 5 Suo, Yongqiang 5 Tan, Li 5 Zhang, Shaoqin 5 Zhu, Chuanxi 4 Hou, Zhenting 4 Jacob, Niels 4 Shao, Jinghai 4 Zhang, Xiaozhi 3 Bo, Lijun 3 Chen, Huabin 3 Huang, Xing 3 Li, Xiaoyue 3 Truman, Aubrey 3 Wang, Yongtian 3 Wu, Zhaoqi 3 Zou, Jiezhong 2 Higham, Desmond J. 2 Hu, Ke 2 Ji, Yanting 2 Luo, Jiaowan 2 Song, Qingshuo 1 Böttcher, Björn 1 Cao, Dingzhou 1 Caraballo Garrido, Tomás 1 Chen, Chunfang 1 Chen, Jianhua 1 Chen, Xuerong 1 Fan, Xiliang 1 Fowler, Mike S. 1 Fox, Rodney O. 1 Gao, Shuaibin 1 Ghoussoub, Nassif A. 1 Glover, William 1 Guo, Zhongkai 1 Hu, Yuru 1 Kiziridis, Diogenis A. 1 Lan, Guangqiang 1 Liu, Guoxin 1 Liu, Zaiming 1 Ma, Qianlin 1 Mukama, Denis S. 1 Nguyen, Dung Tien 1 Scheutzow, Michael K. R. 1 Shi, Peng 1 Song, Guoting 1 Wang, Leyi 1 Xia, Yang 1 Yang, Fenfen 1 Yang, Hongfu 1 Yang, Jiashun 1 Yang, Zhe 1 Yin, Geroge 1 Zhang, Tian 1 Zhu, Yuting 1 Zhu, Zhangsheng
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### Serials

 10 Stochastic Analysis and Applications 6 Journal of Computational and Applied Mathematics 6 Stochastic Processes and their Applications 5 Journal of Mathematical Analysis and Applications 5 Systems & Control Letters 4 Stochastics 3 IEEE Transactions on Automatic Control 3 Statistics & Probability Letters 3 Journal of Theoretical Probability 3 Electronic Journal of Probability 3 Discrete and Continuous Dynamical Systems. Series B 3 Advances in Difference Equations 3 Open Mathematics 2 Automatica 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Proceedings of the American Mathematical Society 2 SIAM Journal on Control and Optimization 2 SIAM Journal on Numerical Analysis 2 Acta Applicandae Mathematicae 2 Chinese Journal of Applied Probability and Statistics 2 Fractional Calculus & Applied Analysis 2 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis 2 Communications on Pure and Applied Analysis 2 Scientia Sinica. Mathematica 1 Applicable Analysis 1 Computers & Mathematics with Applications 1 Journal of Computational Physics 1 Applied Mathematics and Computation 1 Journal of Applied Probability 1 Journal of Differential Equations 1 Mathematics and Computers in Simulation 1 Mathematische Nachrichten 1 Numerische Mathematik 1 Quarterly of Applied Mathematics 1 Transactions of the American Mathematical Society 1 Zeitschrift für Analysis und ihre Anwendungen 1 Insurance Mathematics & Economics 1 Annals of Differential Equations 1 Journal of Applied Mathematics and Stochastic Analysis 1 Numerical Algorithms 1 International Journal of Computer Mathematics 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 SIAM Journal on Applied Mathematics 1 SIAM Journal on Mathematical Analysis 1 Potential Analysis 1 Filomat 1 Bulletin des Sciences Mathématiques 1 Journal of Difference Equations and Applications 1 Bernoulli 1 Discrete and Continuous Dynamical Systems 1 European Journal of Control 1 Functional Differential Equations 1 Abstract and Applied Analysis 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Chaos 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 The ANZIAM Journal 1 Journal of Evolution Equations 1 Stochastic Models 1 Stochastics and Dynamics 1 Journal of Biological Dynamics 1 Frontiers of Mathematics in China 1 Acta Mathematica Sinica. Chinese Series 1 Applied Mathematical Sciences (Ruse) 1 Nonlinear Analysis. Hybrid Systems 1 Journal of Nonlinear Science and Applications 1 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM 1 Bulletin of Mathematical Sciences 1 SpringerBriefs in Mathematics
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### Fields

 107 Probability theory and stochastic processes (60-XX) 52 Ordinary differential equations (34-XX) 31 Numerical analysis (65-XX) 28 Systems theory; control (93-XX) 12 Partial differential equations (35-XX) 9 Operator theory (47-XX) 6 Biology and other natural sciences (92-XX) 2 Special functions (33-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Integral transforms, operational calculus (44-XX) 2 General topology (54-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX)

### Citations contained in zbMATH Open

101 Publications have been cited 2,645 times in 1,521 Documents Cited by Year
Stochastic differential equations with Markovian switching. Zbl 1126.60002
Mao, Xuerong; Yuan, Chenggui
2006
Multiple solutions for quasi-linear PDEs involving the critical Sobolev and Hardy exponents. Zbl 0956.35056
Ghoussoub, N.; Yuan, C.
2000
Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112
Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui
2011
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069
Yuan, Chenggui; Mao, Xuerong
2004
Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063
Bao, Jianhai; Yuan, Chenggui
2012
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. Zbl 1144.65005
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
2007
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
2007
Stochastic differential delay equations of population dynamics. Zbl 1062.92055
Mao, Xuerong; Yuan, Chenggui; Zou, Jiezhong
2005
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541
Yuan, Chenggui; Mao, Xuerong
2003
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
2008
Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517
Yuan, Chenggui; Lygeros, John
2005
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007
Yuan, Chenggui; Mao, Xuerong
2004
Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Zbl 1175.34103
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
2009
Two-time-scale stochastic partial differential equations driven by $$\alpha$$-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330
Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong
2003
Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080
Wang, Feng-Yu; Yuan, Chenggui
2011
Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016
Mao, Xuerong; Yuan, Chenggui; Yin, G.
2005
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
2009
Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007
Yuan, C.; Fox, R. O.
2011
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
2014
Convergence rate of EM scheme for SDDEs. Zbl 1277.65006
Bao, Jianhai; Yuan, Chenggui
2013
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011
Mao, Xuerong; Yuan, Chenggui; Yin, G.
2007
Stability of stochastic delay hybrid systems with jumps. Zbl 1216.93095
Yuan, Chenggui; Mao, Xuerong
2010
Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. Zbl 1185.60069
Hou, Zhenting; Bao, Jianhai; Yuan, Chenggui
2010
Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124
Bao, Jianhai; Yuan, Chenggui
2015
Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005
Yuan, Chenggui; Glover, William
2006
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
2009
Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068
Bao, Jianhai; Yuan, Chenggui
2011
Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui
2011
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
2007
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui
2006
Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2013
Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
2010
Exponential stability of the exact solutions and $$\theta$$-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128
Lan, Guangqiang; Yuan, Chenggui
2015
Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
2016
Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
2009
Bismut formulae and applications for functional SPDEs. Zbl 1281.60058
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2013
Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
2011
Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062
Yuan, Chenggui; Mao, Xuerong
2004
Approximation methods for hybrid diffusion systems with state-dependent switching processes: numerical algorithms and existence and uniqueness of solutions. Zbl 1208.65019
Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou
2010
A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040
Yuan, Chenggui; Mao, Xuerong
2008
Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012
Yuan, C.; Mao, X.
2005
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
2014
On the exponential stability of switching diffusion processes. Zbl 1365.93432
Yuan, Chenggui; Lygeros, John
2005
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074
Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui
2012
Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065
Yang, Zhe; Mao, Xuerong; Yuan, Chenggui
2008
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2019
Numerical analysis for neutral SPDEs driven by {$$\alpha$$}-stable processes. Zbl 1322.65013
Bao, Jianhai; Yuan, Chenggui
2014
Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2013
Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach. Zbl 1200.93136
Yuan, Chenggui; Yin, G.
2010
Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061
Bao, Jianhai; Yuan, Chenggui
2016
Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Zbl 1343.93019
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
2015
Hypercontractivity for functional stochastic differential equations. Zbl 1327.60093
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2015
Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558
Bao, Jianhai; Yuan, Chenggui
2013
Lyapunov exponents of hybrid stochastic heat equations. Zbl 1250.93122
Bao, Jianhai; Mao, Xuerong; Yuan, Chenggui
2012
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
2016
Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2015
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1366.93453
Yuan, Chenggui; Lygeros, John
2006
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089
Zhang, Xiaozhi; Yuan, Chenggui
2019
The numerical invariant measure of stochastic differential equations with Markovian switching. Zbl 1388.60098
Li, Xiaoyue; Ma, Qianlin; Yang, Hongfu; Yuan, Chenggui
2018
On the exponential stability of switching-diffusion processes with jumps. Zbl 1274.60209
Yuan, Chenggui; Bao, Jianhai
2013
Poincaré inequality on the path space of Poisson point processes. Zbl 1280.60029
Wang, Feng-Yu; Yuan, Chenggui
2010
Numerical approximation of stationary distributions for stochastic partial differential equations. Zbl 1314.60124
Bao, Jianhai; Yuan, Chenggui
2014
Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044
Yuan, Chenggui; Mao, Xuerong; Lygeros, John
2009
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010
Tan, Li; Yuan, Chenggui
2018
Stabilization of partial differential equations by Lévy noise. Zbl 1251.60050
Bao, Jianhai; Yuan, Chenggui
2012
Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales. Zbl 1121.60065
Yuan, Chenggui; Mao, Xuerong
2006
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
2019
Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002
Ji, Yanting; Yuan, Chenggui
2017
Stability in terms of two measures for stochastic differential equations. Zbl 1047.34064
Yuan, Chenggui
2003
On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 1482.34170
Chen, Huabin; Yuan, Chenggui
2019
Strong convergence of neutral stochastic functional differential equations with two time-scales. Zbl 07115870
Hu, Junhao; Yuan, Chenggui
2019
Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. Zbl 1381.35260
Hu, Ke; Jacob, Niels; Yuan, Chenggui
2016
Transient distribution of the length of $$GI/G/N$$ queueing systems. Zbl 1054.60095
Hou, Zhenting; Yuan, Chenggui; Zou, Jiezhong; Liu, Zaiming; Luo, Jiaowan; Liu, Guoxin; Shi, Peng
2003
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119
Fan, Xiliang; Yuan, Chenggui
2016
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096
Shao, Jinghai; Yuan, Chenggui
2015
Limit theorems for additive functionals of path-dependent SDEs. Zbl 1457.60042
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2020
Ergodicity for neutral type SDEs with infinite length of memory. Zbl 07261811
Bao, Jianhai; Wang, Feng-yu; Yuan, Chenggui
2020
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076
Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui
2017
Comparison theorem for distribution-dependent neutral SFDEs. Zbl 1468.65008
Huang, Xing; Yuan, Chenggui
2021
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
2015
On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes. Zbl 1308.35321
Hu, Ke; Jacob, Niels; Yuan, Chenggui
2012
Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065
Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui
2019
Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056
Yuan, Chenggui
2005
Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138
Ji, Yanting; Song, Qingshuo; Yuan, Chenggui
2017
Delay feedback control for switching diffusion systems based on discrete-time observations. Zbl 07268419
Li, Xiaoyue; Mao, Xuerong; Mukama, Denis S.; Yuan, Chenggui
2020
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077
Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Caraballo, Tomás
2019
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
2018
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Zbl 1279.60069
Hu, Junhao; Mao, Xuerong; Yuan, Chenggui
2013
Stochastic hybrid delay population dynamics. Zbl 1178.92045
Lygeros, John; Mao, Xuerong; Yuan, Chenggui
2006
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1135.93366
Yuan, Chenggui; Lygeros, John
2004
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040
Bo, Lijun; Yuan, Chenggui
2011
Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales. Zbl 1056.93069
Yuan, Chenggui; Mao, Xuerong
2003
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088
Bo, Lijun; Yuan, Chenggui
2016
Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients. Zbl 07365323
Tan, Li; Yuan, Chenggui
2019
A Zvonkin’s transformation for stochastic differential equations with singular drift and applications. Zbl 07373377
Zhang, Shao-Qin; Yuan, Chenggui
2021
Stability of hybrid pantograph stochastic functional differential equations. Zbl 07482624
Wu, Hao; Hu, Junhao; Yuan, Chenggui
2022
Large deviations for neutral stochastic functional differential equations. Zbl 1434.60079
Suo, Yongqiang; Yuan, Chenggui
2020
Numerical solutions of neutral stochastic functional differential equations with Markovian switching. Zbl 1458.65009
Hu, Yuru; Chen, Huabin; Yuan, Chenggui
2019
Stability of hybrid pantograph stochastic functional differential equations. Zbl 07482624
Wu, Hao; Hu, Junhao; Yuan, Chenggui
2022
Comparison theorem for distribution-dependent neutral SFDEs. Zbl 1468.65008
Huang, Xing; Yuan, Chenggui
2021
A Zvonkin’s transformation for stochastic differential equations with singular drift and applications. Zbl 07373377
Zhang, Shao-Qin; Yuan, Chenggui
2021
Limit theorems for additive functionals of path-dependent SDEs. Zbl 1457.60042
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2020
Ergodicity for neutral type SDEs with infinite length of memory. Zbl 07261811
Bao, Jianhai; Wang, Feng-yu; Yuan, Chenggui
2020
Delay feedback control for switching diffusion systems based on discrete-time observations. Zbl 07268419
Li, Xiaoyue; Mao, Xuerong; Mukama, Denis S.; Yuan, Chenggui
2020
Large deviations for neutral stochastic functional differential equations. Zbl 1434.60079
Suo, Yongqiang; Yuan, Chenggui
2020
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2019
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089
Zhang, Xiaozhi; Yuan, Chenggui
2019
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
2019
On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 1482.34170
Chen, Huabin; Yuan, Chenggui
2019
Strong convergence of neutral stochastic functional differential equations with two time-scales. Zbl 07115870
Hu, Junhao; Yuan, Chenggui
2019
Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065
Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui
2019
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077
Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Caraballo, Tomás
2019
Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients. Zbl 07365323
Tan, Li; Yuan, Chenggui
2019
Numerical solutions of neutral stochastic functional differential equations with Markovian switching. Zbl 1458.65009
Hu, Yuru; Chen, Huabin; Yuan, Chenggui
2019
New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts. Zbl 1401.60120
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
2019
The numerical invariant measure of stochastic differential equations with Markovian switching. Zbl 1388.60098
Li, Xiaoyue; Ma, Qianlin; Yang, Hongfu; Yuan, Chenggui
2018
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010
Tan, Li; Yuan, Chenggui
2018
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
2018
Two-time-scale stochastic partial differential equations driven by $$\alpha$$-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002
Ji, Yanting; Yuan, Chenggui
2017
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076
Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui
2017
Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138
Ji, Yanting; Song, Qingshuo; Yuan, Chenggui
2017
Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
2016
Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061
Bao, Jianhai; Yuan, Chenggui
2016
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
2016
Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. Zbl 1381.35260
Hu, Ke; Jacob, Niels; Yuan, Chenggui
2016
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119
Fan, Xiliang; Yuan, Chenggui
2016
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088
Bo, Lijun; Yuan, Chenggui
2016
Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124
Bao, Jianhai; Yuan, Chenggui
2015
Exponential stability of the exact solutions and $$\theta$$-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128
Lan, Guangqiang; Yuan, Chenggui
2015
Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Zbl 1343.93019
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
2015
Hypercontractivity for functional stochastic differential equations. Zbl 1327.60093
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2015
Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2015
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096
Shao, Jinghai; Yuan, Chenggui
2015
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
2015
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
2014
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
2014
Numerical analysis for neutral SPDEs driven by {$$\alpha$$}-stable processes. Zbl 1322.65013
Bao, Jianhai; Yuan, Chenggui
2014
Numerical approximation of stationary distributions for stochastic partial differential equations. Zbl 1314.60124
Bao, Jianhai; Yuan, Chenggui
2014
Convergence rate of EM scheme for SDDEs. Zbl 1277.65006
Bao, Jianhai; Yuan, Chenggui
2013
Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2013
Bismut formulae and applications for functional SPDEs. Zbl 1281.60058
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2013
Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2013
Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558
Bao, Jianhai; Yuan, Chenggui
2013
On the exponential stability of switching-diffusion processes with jumps. Zbl 1274.60209
Yuan, Chenggui; Bao, Jianhai
2013
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Zbl 1279.60069
Hu, Junhao; Mao, Xuerong; Yuan, Chenggui
2013
Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063
Bao, Jianhai; Yuan, Chenggui
2012
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074
Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui
2012
Lyapunov exponents of hybrid stochastic heat equations. Zbl 1250.93122
Bao, Jianhai; Mao, Xuerong; Yuan, Chenggui
2012
Stabilization of partial differential equations by Lévy noise. Zbl 1251.60050
Bao, Jianhai; Yuan, Chenggui
2012
On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes. Zbl 1308.35321
Hu, Ke; Jacob, Niels; Yuan, Chenggui
2012
Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112
Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui
2011
Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080
Wang, Feng-Yu; Yuan, Chenggui
2011
Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007
Yuan, C.; Fox, R. O.
2011
Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068
Bao, Jianhai; Yuan, Chenggui
2011
Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui
2011
Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
2011
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040
Bo, Lijun; Yuan, Chenggui
2011
Stability of stochastic delay hybrid systems with jumps. Zbl 1216.93095
Yuan, Chenggui; Mao, Xuerong
2010
Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. Zbl 1185.60069
Hou, Zhenting; Bao, Jianhai; Yuan, Chenggui
2010
Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
2010
Approximation methods for hybrid diffusion systems with state-dependent switching processes: numerical algorithms and existence and uniqueness of solutions. Zbl 1208.65019
Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou
2010
Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach. Zbl 1200.93136
Yuan, Chenggui; Yin, G.
2010
Poincaré inequality on the path space of Poisson point processes. Zbl 1280.60029
Wang, Feng-Yu; Yuan, Chenggui
2010
Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Zbl 1175.34103
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
2009
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
2009
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
2009
Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
2009
Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044
Yuan, Chenggui; Mao, Xuerong; Lygeros, John
2009
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
2008
A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040
Yuan, Chenggui; Mao, Xuerong
2008
Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065
Yang, Zhe; Mao, Xuerong; Yuan, Chenggui
2008
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. Zbl 1144.65005
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
2007
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
2007
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011
Mao, Xuerong; Yuan, Chenggui; Yin, G.
2007
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
2007
Stochastic differential equations with Markovian switching. Zbl 1126.60002
Mao, Xuerong; Yuan, Chenggui
2006
Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005
Yuan, Chenggui; Glover, William
2006
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui
2006
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1366.93453
Yuan, Chenggui; Lygeros, John
2006
Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales. Zbl 1121.60065
Yuan, Chenggui; Mao, Xuerong
2006
Stochastic hybrid delay population dynamics. Zbl 1178.92045
Lygeros, John; Mao, Xuerong; Yuan, Chenggui
2006
Stochastic differential delay equations of population dynamics. Zbl 1062.92055
Mao, Xuerong; Yuan, Chenggui; Zou, Jiezhong
2005
Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517
Yuan, Chenggui; Lygeros, John
2005
Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016
Mao, Xuerong; Yuan, Chenggui; Yin, G.
2005
Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012
Yuan, C.; Mao, X.
2005
On the exponential stability of switching diffusion processes. Zbl 1365.93432
Yuan, Chenggui; Lygeros, John
2005
Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056
Yuan, Chenggui
2005
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069
Yuan, Chenggui; Mao, Xuerong
2004
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007
Yuan, Chenggui; Mao, Xuerong
2004
Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062
Yuan, Chenggui; Mao, Xuerong
2004
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1135.93366
Yuan, Chenggui; Lygeros, John
2004
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541
Yuan, Chenggui; Mao, Xuerong
2003
Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330
Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong
2003
Stability in terms of two measures for stochastic differential equations. Zbl 1047.34064
Yuan, Chenggui
2003
Transient distribution of the length of $$GI/G/N$$ queueing systems. Zbl 1054.60095
Hou, Zhenting; Yuan, Chenggui; Zou, Jiezhong; Liu, Zaiming; Luo, Jiaowan; Liu, Guoxin; Shi, Peng
2003
Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales. Zbl 1056.93069
Yuan, Chenggui; Mao, Xuerong
2003
...and 1 more Documents
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### Cited by 1,672 Authors

 101 Mao, Xuerong 60 Yuan, Chenggui 48 Wu, Fuke 45 Liu, Meng 45 Yin, George Gang 43 Wang, Ke 34 Jiang, Daqing 28 Zhu, Quanxin 26 Bao, Jianhai 24 Xi, Fubao 23 Deng, Feiqi 23 Li, Xiaoyue 21 Wang, Feng-Yu 20 Hu, Liangjian 20 Su, Huan 20 Zhang, Weihai 19 Liu, Qun 19 Yin, Gang George 18 Shao, Jinghai 17 Hu, Junhao 17 Huang, Xing 17 Li, Wenxue 17 Liu, Wei 17 Zhou, Wuneng 17 Zhu, Chao 16 Kao, Yonggui 15 Cao, Jinde 15 Hayat, Tasawar 14 Song, Minghui 13 Huang, Chengming 13 Liu, Lei 13 Mao, Wei 13 Nguyen, Dang Hai 13 Tong, Jinying 13 Zhang, Zhenzhong 12 Jiang, Feng 12 Wang, Pengfei 12 Yuan, Sanling 11 Fei, Weiyin 11 Meng, Xinzhu 11 Shen, Yi 11 Yang, Hua 11 Zhang, Xinhong 11 Zou, Xiaoling 10 Chen, Huabin 10 Ding, Xiaohua 10 Feng, Lichao 10 Li, Zhi 10 Lu, Chun 10 Milošević, Marija 10 Nguyen Huu Du 10 Nguyen, Son Luu 10 Wang, Zidong 10 Yan, Litan 10 Zong, Xiaofeng 9 Bai, Chuanzhi 9 Deng, Meiling 9 Fang, Jian’an 9 Hu, Shigeng 9 Pei, Bin 9 Zhang, Qimin 9 Zhou, Shaobo 8 Al-saedi, Ahmed Eid Salem 8 Hu, Guixin 8 Lan, Guangqiang 8 Li, Guangjie 8 Li, Junping 8 Li, Ronghua 8 Lin, Zhongwei 8 Liu, Mingzhu 8 Liu, Xinzhi 8 O’Regan, Donal 8 Ren, Yong 8 Tran, Ky Quan 8 Wang, Changhong 8 Xu, Shengyuan 8 Zhang, Qingling 8 Zhuang, Guangming 7 Feng, Jiqiang 7 Li, Shihu 7 Liu, Chao 7 Liu, Linna 7 Liu, Wei 7 Luo, Qi 7 Shen, Guangjun 7 Tan, Li 7 Wang, Linshan 7 Wang, Sheng 7 Wei, Tengda 7 Xie, Jing 7 Xu, Liping 7 Xu, Yong 7 Yang, Hongfu 7 You, Surong 7 Zhang, Shaoqin 7 Zhu, Min 6 Dai, Anding 6 Deng, Changsong 6 Fei, Chen 6 Gao, Ming ...and 1,572 more Authors
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### Cited in 205 Serials

 101 Applied Mathematics and Computation 75 Advances in Difference Equations 58 Journal of Computational and Applied Mathematics 55 Journal of the Franklin Institute 52 Nonlinear Analysis. Hybrid Systems 50 Journal of Mathematical Analysis and Applications 43 Abstract and Applied Analysis 42 Automatica 42 Stochastic Analysis and Applications 41 Systems & Control Letters 38 Discrete and Continuous Dynamical Systems. Series B 36 Mathematical Problems in Engineering 33 Statistics & Probability Letters 28 Communications in Nonlinear Science and Numerical Simulation 25 International Journal of Control 22 Stochastic Processes and their Applications 21 Journal of Differential Equations 21 International Journal of Systems Science. Principles and Applications of Systems and Integration 20 SIAM Journal on Control and Optimization 20 Nonlinear Dynamics 19 Applied Mathematics Letters 19 International Journal of Biomathematics 18 Chaos, Solitons and Fractals 17 Discrete Dynamics in Nature and Society 17 Stochastics and Dynamics 16 International Journal of Robust and Nonlinear Control 14 Physica A 14 Journal of Inequalities and Applications 14 Frontiers of Mathematics in China 14 Asian Journal of Control 13 Complexity 12 Journal of Applied Mathematics and Computing 11 Journal of Nonlinear Science and Applications 11 Journal of Applied Analysis and Computation 10 Applied Numerical Mathematics 10 Applied Mathematical Modelling 10 Journal of Nonlinear Science 10 Journal of Applied Mathematics 9 International Journal of Systems Science 9 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 9 Potential Analysis 9 Journal of Systems Science and Complexity 8 Applicable Analysis 8 Mathematics and Computers in Simulation 8 Journal of Difference Equations and Applications 8 Discrete and Continuous Dynamical Systems 8 Methodology and Computing in Applied Probability 8 Communications on Pure and Applied Analysis 8 Stochastics 7 Numerical Algorithms 7 Filomat 7 Science China. Mathematics 6 Computers & Mathematics with Applications 6 Applied Mathematics and Optimization 6 Acta Applicandae Mathematicae 6 International Journal of Computer Mathematics 6 Bernoulli 6 Fractional Calculus & Applied Analysis 6 Journal of Biological Dynamics 5 Journal of Mathematical Biology 5 Journal of Statistical Physics 5 Mathematical Methods in the Applied Sciences 5 BIT 5 SIAM Journal on Numerical Analysis 5 Qualitative Theory of Dynamical Systems 5 Mathematical Biosciences and Engineering 4 ZAMP. Zeitschrift für angewandte Mathematik und Physik 4 Information Sciences 4 Journal of Applied Probability 4 Acta Mathematicae Applicatae Sinica. English Series 4 Journal of Theoretical Probability 4 Neural Networks 4 Acta Mathematica Sinica. English Series 4 Nonlinear Analysis. Real World Applications 4 Quantitative Finance 4 Stochastic Models 4 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 4 Mathematical Control and Related Fields 3 Calcolo 3 Fuzzy Sets and Systems 3 Journal of Optimization Theory and Applications 3 Optimal Control Applications & Methods 3 Mathematical and Computer Modelling 3 International Journal of Adaptive Control and Signal Processing 3 Automation and Remote Control 3 SIAM Journal on Applied Mathematics 3 SIAM Journal on Mathematical Analysis 3 Journal of Dynamics and Differential Equations 3 Random Operators and Stochastic Equations 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 Chaos 3 Journal of Biological Systems 3 The ANZIAM Journal 3 Nonlinear Analysis. Modelling and Control 3 Journal of Evolution Equations 3 SIAM Journal on Applied Dynamical Systems 3 International Journal of Stochastic Analysis 3 Journal of Theoretical Biology 3 Journal of Mathematics 3 Journal of Function Spaces ...and 105 more Serials
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### Cited in 33 Fields

 1,108 Probability theory and stochastic processes (60-XX) 546 Systems theory; control (93-XX) 481 Ordinary differential equations (34-XX) 386 Biology and other natural sciences (92-XX) 240 Numerical analysis (65-XX) 91 Dynamical systems and ergodic theory (37-XX) 72 Partial differential equations (35-XX) 52 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 27 Operations research, mathematical programming (90-XX) 26 Operator theory (47-XX) 19 Difference and functional equations (39-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 17 Statistics (62-XX) 14 Computer science (68-XX) 14 Mechanics of particles and systems (70-XX) 12 Combinatorics (05-XX) 11 Statistical mechanics, structure of matter (82-XX) 9 Integral equations (45-XX) 8 Linear and multilinear algebra; matrix theory (15-XX) 7 Information and communication theory, circuits (94-XX) 5 Real functions (26-XX) 4 Global analysis, analysis on manifolds (58-XX) 4 Fluid mechanics (76-XX) 3 Approximations and expansions (41-XX) 3 Geophysics (86-XX) 2 Special functions (33-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Functional analysis (46-XX) 1 Measure and integration (28-XX) 1 Integral transforms, operational calculus (44-XX) 1 General topology (54-XX) 1 Mechanics of deformable solids (74-XX) 1 Classical thermodynamics, heat transfer (80-XX)