Edit Profile (opens in new tab) Yuan, Chenggui Compute Distance To: Compute 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 all top 5 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 all top 5 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 all top 5 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) Publications by Year all cited Publications top 5 cited Publications 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 1126.60002Mao, Xuerong; Yuan, Chenggui 677 2006 Multiple solutions for quasi-linear PDEs involving the critical Sobolev and Hardy exponents. Zbl 0956.35056Ghoussoub, N.; Yuan, C. 292 2000 Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui 140 2011 Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069Yuan, Chenggui; Mao, Xuerong 112 2004 Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063Bao, Jianhai; Yuan, Chenggui 111 2012 Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. Zbl 1144.65005Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui 88 2007 Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082Mao, Xuerong; Yin, G. George; Yuan, Chenggui 85 2007 Stochastic differential delay equations of population dynamics. Zbl 1062.92055Mao, Xuerong; Yuan, Chenggui; Zou, Jiezhong 77 2005 Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541Yuan, Chenggui; Mao, Xuerong 73 2003 Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041Mao, Xuerong; Shen, Yi; Yuan, Chenggui 69 2008 Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517Yuan, Chenggui; Lygeros, John 54 2005 Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007Yuan, Chenggui; Mao, Xuerong 40 2004 Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Zbl 1175.34103Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui 35 2009 Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. Zbl 1360.60118Bao, Jianhai; Yin, George; Yuan, Chenggui 33 2017 Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong 28 2003 Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080Wang, Feng-Yu; Yuan, Chenggui 28 2011 Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016Mao, Xuerong; Yuan, Chenggui; Yin, G. 27 2005 Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui 24 2009 Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007Yuan, C.; Fox, R. O. 23 2011 Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058Bao, Jianhai; Yin, George; Yuan, Chenggui 22 2014 Convergence rate of EM scheme for SDDEs. Zbl 1277.65006Bao, Jianhai; Yuan, Chenggui 20 2013 Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011Mao, Xuerong; Yuan, Chenggui; Yin, G. 20 2007 Stability of stochastic delay hybrid systems with jumps. Zbl 1216.93095Yuan, Chenggui; Mao, Xuerong 19 2010 Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. Zbl 1185.60069Hou, Zhenting; Bao, Jianhai; Yuan, Chenggui 18 2010 Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124Bao, Jianhai; Yuan, Chenggui 18 2015 Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005Yuan, Chenggui; Glover, William 17 2006 Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081Jacob, Niels; Wang, Yongtian; Yuan, Chenggui 17 2009 Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068Bao, Jianhai; Yuan, Chenggui 17 2011 Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui 17 2011 Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui 17 2007 Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui 17 2006 Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 16 2013 Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui 16 2010 Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128Lan, Guangqiang; Yuan, Chenggui 14 2015 Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui 14 2016 Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356Jacob, Niels; Wang, Yongtian; Yuan, Chenggui 14 2009 Bismut formulae and applications for functional SPDEs. Zbl 1281.60058Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 13 2013 Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui 13 2011 Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062Yuan, Chenggui; Mao, Xuerong 13 2004 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 13 2010 A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040Yuan, Chenggui; Mao, Xuerong 12 2008 Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012Yuan, C.; Mao, X. 11 2005 Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi 11 2014 On the exponential stability of switching diffusion processes. Zbl 1365.93432Yuan, Chenggui; Lygeros, John 11 2005 Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui 10 2012 Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065Yang, Zhe; Mao, Xuerong; Yuan, Chenggui 10 2008 Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 10 2019 Numerical analysis for neutral SPDEs driven by {\(\alpha\)}-stable processes. Zbl 1322.65013Bao, Jianhai; Yuan, Chenggui 9 2014 Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 8 2013 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. 8 2010 Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061Bao, Jianhai; Yuan, Chenggui 8 2016 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 8 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 Asymptotic analysis for functional stochastic differential equations. Zbl 06630614Bao, Jianhai; Yin, George; Yuan, Chenggui 7 2016 Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 7 2015 Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059Bao, Jianhai; Yin, George; Yuan, Chenggui 7 2017 Asymptotic stability and boundedness of delay switching diffusions. Zbl 1366.93453Yuan, Chenggui; Lygeros, John 7 2006 Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089Zhang, Xiaozhi; Yuan, Chenggui 6 2019 The numerical invariant measure of stochastic differential equations with Markovian switching. Zbl 1388.60098Li, Xiaoyue; Ma, Qianlin; Yang, Hongfu; Yuan, Chenggui 6 2018 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 Numerical approximation of stationary distributions for stochastic partial differential equations. Zbl 1314.60124Bao, Jianhai; Yuan, Chenggui 5 2014 Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044Yuan, Chenggui; Mao, Xuerong; Lygeros, John 5 2009 Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010Tan, Li; Yuan, Chenggui 5 2018 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 Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072Bao, Jianhai; Huang, Xing; Yuan, Chenggui 4 2019 Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002Ji, Yanting; Yuan, Chenggui 4 2017 Stability in terms of two measures for stochastic differential equations. Zbl 1047.34064Yuan, Chenggui 4 2003 On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 1482.34170Chen, Huabin; Yuan, Chenggui 4 2019 Strong convergence of neutral stochastic functional differential equations with two time-scales. Zbl 07115870Hu, Junhao; Yuan, Chenggui 4 2019 Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. Zbl 1381.35260Hu, Ke; Jacob, Niels; Yuan, Chenggui 3 2016 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 Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119Fan, Xiliang; Yuan, Chenggui 3 2016 Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096Shao, Jinghai; Yuan, Chenggui 3 2015 Limit theorems for additive functionals of path-dependent SDEs. Zbl 1457.60042Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 3 2020 Ergodicity for neutral type SDEs with infinite length of memory. Zbl 07261811Bao, Jianhai; Wang, Feng-yu; Yuan, Chenggui 3 2020 Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui 3 2017 Comparison theorem for distribution-dependent neutral SFDEs. Zbl 1468.65008Huang, Xing; Yuan, Chenggui 3 2021 Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui 3 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 1308.35321Hu, Ke; Jacob, Niels; Yuan, Chenggui 2 2012 Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui 2 2019 Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056Yuan, Chenggui 2 2005 Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138Ji, Yanting; Song, Qingshuo; Yuan, Chenggui 2 2017 Delay feedback control for switching diffusion systems based on discrete-time observations. Zbl 07268419Li, Xiaoyue; Mao, Xuerong; Mukama, Denis S.; Yuan, Chenggui 2 2020 On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Caraballo, Tomás 2 2019 Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui 2 2018 Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Zbl 1279.60069Hu, Junhao; Mao, Xuerong; Yuan, Chenggui 1 2013 Stochastic hybrid delay population dynamics. Zbl 1178.92045Lygeros, John; Mao, Xuerong; Yuan, Chenggui 1 2006 Asymptotic stability and boundedness of delay switching diffusions. Zbl 1135.93366Yuan, Chenggui; Lygeros, John 1 2004 A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040Bo, Lijun; Yuan, Chenggui 1 2011 Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales. Zbl 1056.93069Yuan, Chenggui; Mao, Xuerong 1 2003 Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088Bo, Lijun; Yuan, Chenggui 1 2016 Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients. Zbl 07365323Tan, Li; Yuan, Chenggui 1 2019 A Zvonkin’s transformation for stochastic differential equations with singular drift and applications. Zbl 07373377Zhang, Shao-Qin; Yuan, Chenggui 1 2021 Stability of hybrid pantograph stochastic functional differential equations. Zbl 07482624Wu, Hao; Hu, Junhao; Yuan, Chenggui 1 2022 Large deviations for neutral stochastic functional differential equations. Zbl 1434.60079Suo, Yongqiang; Yuan, Chenggui 1 2020 Numerical solutions of neutral stochastic functional differential equations with Markovian switching. Zbl 1458.65009Hu, Yuru; Chen, Huabin; Yuan, Chenggui 1 2019 Stability of hybrid pantograph stochastic functional differential equations. Zbl 07482624Wu, Hao; Hu, Junhao; Yuan, Chenggui 1 2022 Comparison theorem for distribution-dependent neutral SFDEs. Zbl 1468.65008Huang, Xing; Yuan, Chenggui 3 2021 A Zvonkin’s transformation for stochastic differential equations with singular drift and applications. Zbl 07373377Zhang, Shao-Qin; Yuan, Chenggui 1 2021 Limit theorems for additive functionals of path-dependent SDEs. Zbl 1457.60042Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 3 2020 Ergodicity for neutral type SDEs with infinite length of memory. Zbl 07261811Bao, Jianhai; Wang, Feng-yu; Yuan, Chenggui 3 2020 Delay feedback control for switching diffusion systems based on discrete-time observations. Zbl 07268419Li, Xiaoyue; Mao, Xuerong; Mukama, Denis S.; Yuan, Chenggui 2 2020 Large deviations for neutral stochastic functional differential equations. Zbl 1434.60079Suo, Yongqiang; Yuan, Chenggui 1 2020 Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 10 2019 Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089Zhang, Xiaozhi; Yuan, Chenggui 6 2019 Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072Bao, Jianhai; Huang, Xing; Yuan, Chenggui 4 2019 On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 1482.34170Chen, Huabin; Yuan, Chenggui 4 2019 Strong convergence of neutral stochastic functional differential equations with two time-scales. Zbl 07115870Hu, Junhao; Yuan, Chenggui 4 2019 Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui 2 2019 On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Caraballo, Tomás 2 2019 Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients. Zbl 07365323Tan, Li; Yuan, Chenggui 1 2019 Numerical solutions of neutral stochastic functional differential equations with Markovian switching. Zbl 1458.65009Hu, Yuru; Chen, Huabin; Yuan, Chenggui 1 2019 New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts. Zbl 1401.60120Bao, 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 5 2018 Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui 2 2018 Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. Zbl 1360.60118Bao, Jianhai; Yin, George; Yuan, Chenggui 33 2017 Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059Bao, Jianhai; Yin, George; Yuan, Chenggui 7 2017 Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002Ji, Yanting; Yuan, Chenggui 4 2017 Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui 3 2017 Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138Ji, Yanting; Song, Qingshuo; Yuan, Chenggui 2 2017 Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui 14 2016 Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061Bao, Jianhai; Yuan, Chenggui 8 2016 Asymptotic analysis for functional stochastic differential equations. Zbl 06630614Bao, Jianhai; Yin, George; Yuan, Chenggui 7 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 Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119Fan, Xiliang; 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 18 2015 Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128Lan, Guangqiang; Yuan, Chenggui 14 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 8 2015 Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 7 2015 Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096Shao, Jinghai; Yuan, Chenggui 3 2015 Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui 3 2015 Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058Bao, Jianhai; Yin, George; Yuan, Chenggui 22 2014 Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi 11 2014 Numerical analysis for neutral SPDEs driven by {\(\alpha\)}-stable processes. Zbl 1322.65013Bao, Jianhai; Yuan, Chenggui 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 20 2013 Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 16 2013 Bismut formulae and applications for functional SPDEs. Zbl 1281.60058Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 13 2013 Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui 8 2013 Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558Bao, Jianhai; Yuan, Chenggui 7 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 111 2012 Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui 10 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 140 2011 Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080Wang, Feng-Yu; Yuan, Chenggui 28 2011 Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007Yuan, C.; Fox, R. O. 23 2011 Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068Bao, Jianhai; Yuan, Chenggui 17 2011 Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui 17 2011 Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui 13 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 19 2010 Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. Zbl 1185.60069Hou, Zhenting; Bao, Jianhai; Yuan, Chenggui 18 2010 Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui 16 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 13 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. 8 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 35 2009 Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui 24 2009 Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081Jacob, Niels; Wang, Yongtian; Yuan, Chenggui 17 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 69 2008 A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040Yuan, Chenggui; Mao, Xuerong 12 2008 Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065Yang, Zhe; Mao, Xuerong; Yuan, Chenggui 10 2008 Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. Zbl 1144.65005Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui 88 2007 Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082Mao, Xuerong; Yin, G. George; Yuan, Chenggui 85 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. 20 2007 Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui 17 2007 Stochastic differential equations with Markovian switching. Zbl 1126.60002Mao, Xuerong; Yuan, Chenggui 677 2006 Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005Yuan, Chenggui; Glover, William 17 2006 Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui 17 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 77 2005 Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517Yuan, Chenggui; Lygeros, John 54 2005 Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016Mao, Xuerong; Yuan, Chenggui; Yin, G. 27 2005 Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012Yuan, C.; Mao, X. 11 2005 On the exponential stability of switching diffusion processes. Zbl 1365.93432Yuan, Chenggui; Lygeros, John 11 2005 Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056Yuan, Chenggui 2 2005 Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069Yuan, Chenggui; Mao, Xuerong 112 2004 Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007Yuan, Chenggui; Mao, Xuerong 40 2004 Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062Yuan, Chenggui; Mao, Xuerong 13 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 73 2003 Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong 28 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 ...and 1 more Documents all cited Publications top 5 cited Publications all top 5 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 all top 5 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. 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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 all top 5 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) Citations by Year