Edit Profile Yuan, Chenggui Compute Distance To: Compute Author ID: yuan.chenggui Published as: Yuan, C.; Yuan, Chenggui Documents Indexed: 108 Publications since 1992, including 2 Books Reviewing Activity: 1 Review all top 5 Co-Authors 4 single-authored 35 Bao, Jianhai 30 Mao, Xuerong 11 Wang, Feng-Yu 6 Lygeros, John 6 Yin, Gang George 6 Yin, George Gang 4 Hou, Zhenting 4 Jacob, Niels 4 Shao, Jinghai 3 Bo, Lijun 3 Chen, Huabin 3 Hu, Junhao 3 Li, Xiaoyue 3 Truman, Aubrey 3 Wang, Yongtian 3 Zhang, Xiaozhi 3 Zhu, Chuanxi 3 Zou, Jiezhong 2 Higham, Desmond J. 2 Hu, Ke 2 Huang, Xing 2 Ji, Yanting 2 Luo, Jiaowan 2 Song, Qingshuo 1 Böttcher, Björn 1 Cao, Dingzhou 1 Chen, Xuerong 1 Fan, Xiliang 1 Fowler, Mike S. 1 Glover, William 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 Shen, Yi 1 Shi, Peng 1 Song, Guoting 1 Suo, Yongqiang 1 Tan, Li 1 Tomás Caraballo, author.givenNames 1 Wang, Leyi 1 Wu, Zhaoqi 1 Xia, Yang 1 Yang, Hongfu 1 Yang, Jiashun 1 Yang, Zhe 1 Yin, Geroge 1 Zhang, Tian all top 5 Serials 9 Stochastic Analysis and Applications 6 Journal of Computational and Applied Mathematics 5 Journal of Mathematical Analysis and Applications 5 Stochastic Processes and their Applications 4 Systems & Control Letters 4 Stochastics 3 IEEE Transactions on Automatic Control 3 Journal of Theoretical Probability 3 Discrete and Continuous Dynamical Systems. Series B 3 Advances in Difference Equations 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 Statistics & Probability Letters 2 Chinese Journal of Applied Probability and Statistics 2 Electronic Journal of Probability 2 Fractional Calculus & Applied Analysis 2 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis 2 Communications on Pure and Applied Analysis 1 Applicable Analysis 1 Computers & Mathematics with Applications 1 Applied Mathematics and Computation 1 Journal of Applied Probability 1 Mathematics and Computers in Simulation 1 Mathematische Nachrichten 1 Numerische Mathematik 1 Quarterly of Applied Mathematics 1 Zeitschrift für Analysis und ihre Anwendungen 1 Insurance Mathematics & Economics 1 Acta Applicandae Mathematicae 1 Annals of Differential Equations 1 Journal of Applied Mathematics and Stochastic Analysis 1 SIAM Journal on Applied Mathematics 1 SIAM Journal on Mathematical Analysis 1 Potential Analysis 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 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 The ANZIAM Journal 1 Stochastic Models 1 Stochastics and Dynamics 1 Journal of Biological Dynamics 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 Open Mathematics 1 SpringerBriefs in Mathematics all top 5 Fields 93 Probability theory and stochastic processes (60-XX) 45 Ordinary differential equations (34-XX) 26 Systems theory; control (93-XX) 24 Numerical analysis (65-XX) 9 Partial differential equations (35-XX) 7 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 Difference and functional equations (39-XX) 2 Integral transforms, operational calculus (44-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 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 91 Publications have been cited 2,203 times in 1,536 Documents Cited by ▼ Year ▼ Stochastic differential equations with Markovian switching. Zbl 1126.60002Mao, Xuerong; Yuan, Chenggui 573 2006 Multiple solutions for quasi-linear PDEs involving the critical Sobolev and Hardy exponents. Zbl 0956.35056Ghoussoub, N.; Yuan, C. 277 2000 Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069Yuan, Chenggui; Mao, Xuerong 100 2004 Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui 99 2011 Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063Bao, Jianhai; Yuan, Chenggui 81 2012 Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. Zbl 1144.65005Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui 79 2007 Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541Yuan, Chenggui; Mao, Xuerong 70 2003 Stochastic differential delay equations of population dynamics. Zbl 1062.92055Mao, Xuerong; Yuan, Chenggui; Zou, Jiezhong 69 2005 Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082Mao, Xuerong; Yin, G. George; Yuan, Chenggui 65 2007 Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041Mao, Xuerong; Shen, Yi; Yuan, Chenggui 63 2008 Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517Yuan, Chenggui; Lygeros, John 50 2005 Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007Yuan, Chenggui; Mao, Xuerong 35 2004 Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Zbl 1175.34103Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui 30 2009 Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080Wang, Feng-Yu; Yuan, Chenggui 24 2011 Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong 24 2003 Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016Mao, Xuerong; Yuan, Chenggui; Yin, G. 22 2005 Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui 21 2009 Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. Zbl 1360.60118Bao, Jianhai; Yin, George; Yuan, Chenggui 19 2017 Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011Mao, Xuerong; Yuan, Chenggui; Yin, G. 17 2007 Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124Bao, Jianhai; Yuan, Chenggui 16 2015 Convergence rate of EM scheme for SDDEs. Zbl 1277.65006Bao, Jianhai; Yuan, Chenggui 16 2013 Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui 16 2006 Stability of stochastic delay hybrid systems with jumps. Zbl 1216.93095Yuan, Chenggui; Mao, Xuerong 15 2010 Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. Zbl 1185.60069Hou, Zhenting; Bao, Jianhai; Yuan, Chenggui 15 2010 Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081Jacob, Niels; Wang, Yongtian; Yuan, Chenggui 15 2009 Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui 15 2007 Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005Yuan, Chenggui; Glover, William 15 2006 Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui 14 2010 Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356Jacob, Niels; Wang, Yongtian; Yuan, Chenggui 14 2009 Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007Yuan, C.; Fox, R. O. 13 2011 Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui 13 2011 Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068Bao, Jianhai; Yuan, Chenggui 13 2011 Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128Lan, Guangqiang; Yuan, Chenggui 11 2015 Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058Bao, Jianhai; Yin, George; Yuan, Chenggui 11 2014 Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 11 2013 Approximation methods for hybrid diffusion systems with state-dependent switching processes: numerical algorithms and existence and uniqueness of solutions. Zbl 1208.65019Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou 11 2010 On the exponential stability of switching diffusion processes. Zbl 1365.93432Yuan, Chenggui; Lygeros, John 11 2005 Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012Yuan, C.; Mao, X. 11 2005 Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062Yuan, Chenggui; Mao, Xuerong 11 2004 Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui 10 2016 Bismut formulae and applications for functional SPDEs. Zbl 1281.60058Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 10 2013 Numerical analysis for neutral SPDEs driven by \(\alpha\)-stable processes. Zbl 1322.65013Bao, Jianhai; Yuan, Chenggui 9 2014 Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi 9 2014 Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui 9 2011 A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040Yuan, Chenggui; Mao, Xuerong 9 2008 Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Zbl 1343.93019Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui 8 2015 Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui 8 2012 Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061Bao, Jianhai; Yuan, Chenggui 7 2016 Hypercontractivity for functional stochastic differential equations. Zbl 1327.60093Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 7 2015 Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558Bao, Jianhai; Yuan, Chenggui 7 2013 Lyapunov exponents of hybrid stochastic heat equations. Zbl 1250.93122Bao, Jianhai; Mao, Xuerong; Yuan, Chenggui 7 2012 Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach. Zbl 1200.93136Yuan, Chenggui; Yin, G. 7 2010 Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065Yang, Zhe; Mao, Xuerong; Yuan, Chenggui 7 2008 Asymptotic stability and boundedness of delay switching diffusions. Zbl 1366.93453Yuan, Chenggui; Lygeros, John 7 2006 The numerical invariant measure of stochastic differential equations with Markovian switching. Zbl 1388.60098Li, Xiaoyue; Ma, Qianlin; Yang, Hongfu; Yuan, Chenggui 6 2018 Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059Bao, Jianhai; Yin, George; Yuan, Chenggui 6 2017 Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 6 2013 Numerical approximation of stationary distributions for stochastic partial differential equations. Zbl 1314.60124Bao, Jianhai; Yuan, Chenggui 5 2014 On the exponential stability of switching-diffusion processes with jumps. Zbl 1274.60209Yuan, Chenggui; Bao, Jianhai 5 2013 Poincaré inequality on the path space of Poisson point processes. Zbl 1280.60029Wang, Feng-Yu; Yuan, Chenggui 5 2010 Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044Yuan, Chenggui; Mao, Xuerong; Lygeros, John 5 2009 Stabilization of partial differential equations by Lévy noise. Zbl 1251.60050Bao, Jianhai; Yuan, Chenggui 4 2012 Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales. Zbl 1121.60065Yuan, Chenggui; Mao, Xuerong 4 2006 Stability in terms of two measures for stochastic differential equations. Zbl 1047.34064Yuan, Chenggui 4 2003 Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 3 2019 Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002Ji, Yanting; Yuan, Chenggui 3 2017 Asymptotic analysis for functional stochastic differential equations. Zbl 06630614Bao, Jianhai; Yin, George; Yuan, Chenggui 3 2016 Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119Fan, Xiliang; Yuan, Chenggui 3 2016 Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. Zbl 1381.35260Hu, Ke; Jacob, Niels; Yuan, Chenggui 3 2016 Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui 3 2015 Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 3 2015 Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096Shao, Jinghai; Yuan, Chenggui 3 2015 Transient distribution of the length of \(GI/G/N\) queueing systems. Zbl 1054.60095Hou, Zhenting; Yuan, Chenggui; Zou, Jiezhong; Liu, Zaiming; Luo, Jiaowan; Liu, Guoxin; Shi, Peng 3 2003 Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010Tan, Li; Yuan, Chenggui 2 2018 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 1308.35321Hu, Ke; Jacob, Niels; Yuan, Chenggui 2 2012 Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089Zhang, Xiaozhi; Yuan, Chenggui 1 2019 Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui 1 2019 On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Tomás Caraballo, author.givenNames 1 2019 On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 07082397Chen, Huabin; Yuan, Chenggui 1 2019 Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072Bao, Jianhai; Huang, Xing; Yuan, Chenggui 1 2019 Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui 1 2018 Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui 1 2017 Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138Ji, Yanting; Song, Qingshuo; Yuan, Chenggui 1 2017 Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088Bo, Lijun; Yuan, Chenggui 1 2016 Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Zbl 1279.60069Hu, Junhao; Mao, Xuerong; Yuan, Chenggui 1 2013 A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040Bo, Lijun; Yuan, Chenggui 1 2011 A note on numerical solutions of stochastic functional differential equations with Markovian switching. Zbl 1153.34050Yuan, Chenggui; Mao, Xuerong 1 2007 Stochastic hybrid delay population dynamics. Zbl 1178.92045Lygeros, John; Mao, Xuerong; Yuan, Chenggui 1 2006 Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056Yuan, Chenggui 1 2005 Asymptotic stability and boundedness of delay switching diffusions. Zbl 1135.93366Yuan, Chenggui; Lygeros, John 1 2004 Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales. Zbl 1056.93069Yuan, Chenggui; Mao, Xuerong 1 2003 Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 3 2019 Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089Zhang, Xiaozhi; Yuan, Chenggui 1 2019 Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui 1 2019 On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Tomás Caraballo, author.givenNames 1 2019 On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 07082397Chen, Huabin; Yuan, Chenggui 1 2019 Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072Bao, Jianhai; Huang, Xing; Yuan, Chenggui 1 2019 The numerical invariant measure of stochastic differential equations with Markovian switching. Zbl 1388.60098Li, Xiaoyue; Ma, Qianlin; Yang, Hongfu; Yuan, Chenggui 6 2018 Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010Tan, Li; Yuan, Chenggui 2 2018 Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui 1 2018 Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. Zbl 1360.60118Bao, Jianhai; Yin, George; Yuan, Chenggui 19 2017 Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059Bao, Jianhai; Yin, George; Yuan, Chenggui 6 2017 Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002Ji, Yanting; Yuan, Chenggui 3 2017 Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui 1 2017 Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138Ji, Yanting; Song, Qingshuo; Yuan, Chenggui 1 2017 Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui 10 2016 Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061Bao, Jianhai; Yuan, Chenggui 7 2016 Asymptotic analysis for functional stochastic differential equations. Zbl 06630614Bao, Jianhai; Yin, George; Yuan, Chenggui 3 2016 Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119Fan, Xiliang; Yuan, Chenggui 3 2016 Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. Zbl 1381.35260Hu, Ke; Jacob, Niels; Yuan, Chenggui 3 2016 Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088Bo, Lijun; Yuan, Chenggui 1 2016 Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124Bao, Jianhai; Yuan, Chenggui 16 2015 Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128Lan, Guangqiang; Yuan, Chenggui 11 2015 Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Zbl 1343.93019Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui 8 2015 Hypercontractivity for functional stochastic differential equations. Zbl 1327.60093Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 7 2015 Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui 3 2015 Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 3 2015 Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096Shao, Jinghai; Yuan, Chenggui 3 2015 Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058Bao, Jianhai; Yin, George; Yuan, Chenggui 11 2014 Numerical analysis for neutral SPDEs driven by \(\alpha\)-stable processes. Zbl 1322.65013Bao, Jianhai; Yuan, Chenggui 9 2014 Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi 9 2014 Numerical approximation of stationary distributions for stochastic partial differential equations. Zbl 1314.60124Bao, Jianhai; Yuan, Chenggui 5 2014 Convergence rate of EM scheme for SDDEs. Zbl 1277.65006Bao, Jianhai; Yuan, Chenggui 16 2013 Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 11 2013 Bismut formulae and applications for functional SPDEs. Zbl 1281.60058Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 10 2013 Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558Bao, Jianhai; Yuan, Chenggui 7 2013 Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 6 2013 On the exponential stability of switching-diffusion processes with jumps. Zbl 1274.60209Yuan, Chenggui; Bao, Jianhai 5 2013 Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Zbl 1279.60069Hu, Junhao; Mao, Xuerong; Yuan, Chenggui 1 2013 Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063Bao, Jianhai; Yuan, Chenggui 81 2012 Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui 8 2012 Lyapunov exponents of hybrid stochastic heat equations. Zbl 1250.93122Bao, Jianhai; Mao, Xuerong; Yuan, Chenggui 7 2012 Stabilization of partial differential equations by Lévy noise. Zbl 1251.60050Bao, Jianhai; Yuan, Chenggui 4 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 1308.35321Hu, Ke; Jacob, Niels; Yuan, Chenggui 2 2012 Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui 99 2011 Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080Wang, Feng-Yu; Yuan, Chenggui 24 2011 Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007Yuan, C.; Fox, R. O. 13 2011 Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui 13 2011 Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068Bao, Jianhai; Yuan, Chenggui 13 2011 Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui 9 2011 A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040Bo, Lijun; Yuan, Chenggui 1 2011 Stability of stochastic delay hybrid systems with jumps. Zbl 1216.93095Yuan, Chenggui; Mao, Xuerong 15 2010 Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. Zbl 1185.60069Hou, Zhenting; Bao, Jianhai; Yuan, Chenggui 15 2010 Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui 14 2010 Approximation methods for hybrid diffusion systems with state-dependent switching processes: numerical algorithms and existence and uniqueness of solutions. Zbl 1208.65019Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou 11 2010 Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach. Zbl 1200.93136Yuan, Chenggui; Yin, G. 7 2010 Poincaré inequality on the path space of Poisson point processes. Zbl 1280.60029Wang, Feng-Yu; Yuan, Chenggui 5 2010 Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Zbl 1175.34103Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui 30 2009 Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui 21 2009 Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081Jacob, Niels; Wang, Yongtian; Yuan, Chenggui 15 2009 Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356Jacob, Niels; Wang, Yongtian; Yuan, Chenggui 14 2009 Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044Yuan, Chenggui; Mao, Xuerong; Lygeros, John 5 2009 Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041Mao, Xuerong; Shen, Yi; Yuan, Chenggui 63 2008 A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040Yuan, Chenggui; Mao, Xuerong 9 2008 Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065Yang, Zhe; Mao, Xuerong; Yuan, Chenggui 7 2008 Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. Zbl 1144.65005Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui 79 2007 Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082Mao, Xuerong; Yin, G. George; Yuan, Chenggui 65 2007 Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011Mao, Xuerong; Yuan, Chenggui; Yin, G. 17 2007 Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui 15 2007 A note on numerical solutions of stochastic functional differential equations with Markovian switching. Zbl 1153.34050Yuan, Chenggui; Mao, Xuerong 1 2007 Stochastic differential equations with Markovian switching. Zbl 1126.60002Mao, Xuerong; Yuan, Chenggui 573 2006 Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui 16 2006 Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005Yuan, Chenggui; Glover, William 15 2006 Asymptotic stability and boundedness of delay switching diffusions. Zbl 1366.93453Yuan, Chenggui; Lygeros, John 7 2006 Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales. Zbl 1121.60065Yuan, Chenggui; Mao, Xuerong 4 2006 Stochastic hybrid delay population dynamics. Zbl 1178.92045Lygeros, John; Mao, Xuerong; Yuan, Chenggui 1 2006 Stochastic differential delay equations of population dynamics. Zbl 1062.92055Mao, Xuerong; Yuan, Chenggui; Zou, Jiezhong 69 2005 Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517Yuan, Chenggui; Lygeros, John 50 2005 Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016Mao, Xuerong; Yuan, Chenggui; Yin, G. 22 2005 On the exponential stability of switching diffusion processes. Zbl 1365.93432Yuan, Chenggui; Lygeros, John 11 2005 Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012Yuan, C.; Mao, X. 11 2005 Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056Yuan, Chenggui 1 2005 Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069Yuan, Chenggui; Mao, Xuerong 100 2004 Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007Yuan, Chenggui; Mao, Xuerong 35 2004 Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062Yuan, Chenggui; Mao, Xuerong 11 2004 Asymptotic stability and boundedness of delay switching diffusions. Zbl 1135.93366Yuan, Chenggui; Lygeros, John 1 2004 Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541Yuan, Chenggui; Mao, Xuerong 70 2003 Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong 24 2003 Stability in terms of two measures for stochastic differential equations. Zbl 1047.34064Yuan, Chenggui 4 2003 Transient distribution of the length of \(GI/G/N\) queueing systems. Zbl 1054.60095Hou, Zhenting; Yuan, Chenggui; Zou, Jiezhong; Liu, Zaiming; Luo, Jiaowan; Liu, Guoxin; Shi, Peng 3 2003 Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales. Zbl 1056.93069Yuan, Chenggui; Mao, Xuerong 1 2003 Multiple solutions for quasi-linear PDEs involving the critical Sobolev and Hardy exponents. Zbl 0956.35056Ghoussoub, N.; Yuan, C. 277 2000 all cited Publications top 5 cited Publications all top 5 Cited by 1,786 Authors 89 Mao, Xuerong 48 Yuan, Chenggui 44 Wang, Ke 44 Wu, Fuke 40 Liu, Meng 36 Yin, George Gang 34 Kang, Dongsheng 26 Jiang, Daqing 24 Wang, Feng-Yu 22 Bao, Jianhai 22 Zhang, Weihai 22 Zhu, Quanxin 21 Xi, Fubao 19 Li, Xiaoyue 19 Yin, Gang George 18 Hu, Liangjian 17 Liu, Qun 17 Peng, Shuangjie 17 Zhou, Wuneng 16 Deng, Feiqi 16 Kao, Yonggui 15 Li, Wenxue 15 Liu, Wei 15 Shao, Jinghai 13 Cao, Jinde 13 Shen, Yi 13 Su, Huan 13 Zhu, Chao 12 Huang, Chengming 12 Jiang, Feng 11 Huang, Xing 11 Mao, Wei 10 Hayat, Tasawar 10 Hu, Junhao 10 Liu, Lei 10 Meng, Xinzhu 10 Song, Minghui 10 Tong, Jinying 10 Yang, Hua 10 Zhang, Zhenzhong 10 Zong, Xiaofeng 10 Zou, Xiaoling 9 Bai, Chuanzhi 9 Fang, Jian’an 9 Guo, Qianqiao 9 Han, Pigong 9 Hu, Guixin 9 Hu, Shigeng 9 Niu, Pengcheng 9 Wang, Zidong 9 Xu, Shengyuan 9 Zhang, Qingling 9 Zhou, Shaobo 8 Chen, Huabin 8 Deng, Zhiying 8 Ding, Xiaohua 8 Fei, Weiyin 8 Huang, Yisheng 8 Lan, Guangqiang 8 Li, Ronghua 8 Lin, Zhongwei 8 Milošević, Marija 8 Miyagaki, Olimpio Hiroshi 8 Nguyen, Dang Hai 8 Tang, Chun-Lei 8 Wang, Changhong 8 Yuan, Sanling 8 Zhang, Qimin 7 Cao, Daomin 7 Deng, Meiling 7 Feng, Lichao 7 Ho, Daniel W. C. 7 Li, Junping 7 Li, Zhi 7 Lu, Chun 7 Nguyen Huu Du 7 Nguyen, Son Luu 7 Wang, Guoliang 7 Xie, Jing 7 Yan, Litan 7 Zhuang, Guangming 6 Al-saedi, Ahmed Eid Salem 6 Dai, Anding 6 Fox, Rodney O. 6 Gao, Ming 6 Guo, Qian 6 Hou, Zhenting 6 Karimi, Hamid Reza 6 Li, Wuquan 6 Liu, Chao 6 Liu, Xinzhi 6 Luo, Qi 6 O’Regan, Donal 6 Pei, Bin 6 Perera, Kanishka 6 Shen, Yi 6 Sheng, Li 6 Tran, Ky Quan 6 Wang, Chunhua 6 Xi, Hongsheng ...and 1,686 more Authors all top 5 Cited in 228 Serials 94 Applied Mathematics and Computation 77 Journal of Mathematical Analysis and Applications 60 Advances in Difference Equations 59 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 55 Journal of the Franklin Institute 52 Journal of Computational and Applied Mathematics 48 Abstract and Applied Analysis 44 Automatica 43 Nonlinear Analysis. Hybrid Systems 38 Stochastic Analysis and Applications 35 Systems & Control Letters 34 Mathematical Problems in Engineering 31 Discrete and Continuous Dynamical Systems. Series B 29 Statistics & Probability Letters 25 Applied Mathematics Letters 24 Journal of Differential Equations 22 Communications in Nonlinear Science and Numerical Simulation 20 International Journal of Control 20 Stochastic Processes and their Applications 20 Nonlinear Dynamics 16 International Journal of Robust and Nonlinear Control 15 Stochastics and Dynamics 14 SIAM Journal on Control and Optimization 14 Boundary Value Problems 14 Asian Journal of Control 14 International Journal of Systems Science. Principles and Applications of Systems and Integration 12 Complexity 12 Journal of Nonlinear Science and Applications 12 Science China. Mathematics 11 Chaos, Solitons and Fractals 11 Journal of Inequalities and Applications 11 Discrete Dynamics in Nature and Society 10 Journal of Computational Physics 10 Applied Mathematical Modelling 10 Journal of Applied Mathematics 10 Communications on Pure and Applied Analysis 10 Journal of Applied Mathematics and Computing 10 International Journal of Biomathematics 9 Computers & Mathematics with Applications 9 International Journal of Systems Science 9 Acta Mathematicae Applicatae Sinica. English Series 9 Discrete and Continuous Dynamical Systems 9 Frontiers of Mathematics in China 8 Applicable Analysis 8 Mathematical Methods in the Applied Sciences 8 Applied Numerical Mathematics 8 Advanced Nonlinear Studies 8 Stochastics 7 Physica A 7 Calculus of Variations and Partial Differential Equations 7 Journal of Difference Equations and Applications 7 Acta Mathematica Sinica. English Series 7 Methodology and Computing in Applied Probability 7 Nonlinear Analysis. Real World Applications 7 Journal of Systems Science and Complexity 7 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 6 Journal of Nonlinear Science 6 Potential Analysis 6 Fractional Calculus & Applied Analysis 5 ZAMP. Zeitschrift für angewandte Mathematik und Physik 5 Annali di Matematica Pura ed Applicata. Serie Quarta 5 Mathematische Nachrichten 5 Proceedings of the American Mathematical Society 5 SIAM Journal on Numerical Analysis 5 Numerical Algorithms 5 Communications in Contemporary Mathematics 5 Mediterranean Journal of Mathematics 4 Indian Journal of Pure & Applied Mathematics 4 Journal of Statistical Physics 4 Rocky Mountain Journal of Mathematics 4 BIT 4 Journal of Functional Analysis 4 Transactions of the American Mathematical Society 4 Acta Applicandae Mathematicae 4 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 4 NoDEA. Nonlinear Differential Equations and Applications 4 Bernoulli 4 Quantitative Finance 4 Stochastic Models 4 Complex Variables and Elliptic Equations 4 Journal of Biological Dynamics 4 Journal of Function Spaces 3 Israel Journal of Mathematics 3 Journal of Mathematical Biology 3 Journal of Mathematical Physics 3 Applied Mathematics and Optimization 3 Calcolo 3 Fuzzy Sets and Systems 3 Information Sciences 3 Journal of Optimization Theory and Applications 3 Optimal Control Applications & Methods 3 Mathematical and Computer Modelling 3 Science in China. Series A 3 Neural Networks 3 International Journal of Adaptive Control and Signal Processing 3 SIAM Journal on Applied Mathematics 3 Random Operators and Stochastic Equations 3 Bulletin des Sciences Mathématiques 3 Annales Academiae Scientiarum Fennicae. Mathematica 3 Taiwanese Journal of Mathematics ...and 128 more Serials all top 5 Cited in 38 Fields 907 Probability theory and stochastic processes (60-XX) 473 Systems theory; control (93-XX) 390 Ordinary differential equations (34-XX) 331 Partial differential equations (35-XX) 312 Biology and other natural sciences (92-XX) 204 Numerical analysis (65-XX) 64 Dynamical systems and ergodic theory (37-XX) 47 Operator theory (47-XX) 42 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Global analysis, analysis on manifolds (58-XX) 30 Calculus of variations and optimal control; optimization (49-XX) 27 Operations research, mathematical programming (90-XX) 16 Difference and functional equations (39-XX) 16 Computer science (68-XX) 14 Real functions (26-XX) 14 Statistics (62-XX) 14 Fluid mechanics (76-XX) 13 Functional analysis (46-XX) 12 Mechanics of particles and systems (70-XX) 11 Combinatorics (05-XX) 9 Linear and multilinear algebra; matrix theory (15-XX) 8 Statistical mechanics, structure of matter (82-XX) 7 Integral equations (45-XX) 7 Information and communication theory, circuits (94-XX) 4 Topological groups, Lie groups (22-XX) 4 Approximations and expansions (41-XX) 4 Quantum theory (81-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Geophysics (86-XX) 2 Measure and integration (28-XX) 2 Potential theory (31-XX) 2 Special functions (33-XX) 2 Differential geometry (53-XX) 1 Integral transforms, operational calculus (44-XX) 1 General topology (54-XX) 1 Manifolds and cell complexes (57-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year