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Yuan, Chenggui

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Author ID: yuan.chenggui Recent zbMATH articles by "Yuan, Chenggui"
Published as: Yuan, C.; Yuan, Chenggui
Documents Indexed: 108 Publications since 1992, including 2 Books
Reviewing Activity: 1 Review
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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

Publications by Year

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 1126.60002
Mao, Xuerong; Yuan, Chenggui
573
2006
Multiple solutions for quasi-linear PDEs involving the critical Sobolev and Hardy exponents. Zbl 0956.35056
Ghoussoub, N.; Yuan, C.
277
2000
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069
Yuan, Chenggui; Mao, Xuerong
100
2004
Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112
Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui
99
2011
Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063
Bao, Jianhai; Yuan, Chenggui
81
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
79
2007
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541
Yuan, Chenggui; Mao, Xuerong
70
2003
Stochastic differential delay equations of population dynamics. Zbl 1062.92055
Mao, Xuerong; Yuan, Chenggui; Zou, Jiezhong
69
2005
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
65
2007
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
63
2008
Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517
Yuan, Chenggui; Lygeros, John
50
2005
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007
Yuan, Chenggui; Mao, Xuerong
35
2004
Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Zbl 1175.34103
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
30
2009
Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080
Wang, Feng-Yu; Yuan, Chenggui
24
2011
Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330
Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong
24
2003
Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016
Mao, Xuerong; Yuan, Chenggui; Yin, G.
22
2005
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
21
2009
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
19
2017
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011
Mao, Xuerong; Yuan, Chenggui; Yin, G.
17
2007
Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124
Bao, Jianhai; Yuan, Chenggui
16
2015
Convergence rate of EM scheme for SDDEs. Zbl 1277.65006
Bao, Jianhai; Yuan, Chenggui
16
2013
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui
16
2006
Stability of stochastic delay hybrid systems with jumps. Zbl 1216.93095
Yuan, Chenggui; Mao, Xuerong
15
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
15
2010
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
15
2009
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
15
2007
Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005
Yuan, Chenggui; Glover, William
15
2006
Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
14
2010
Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
14
2009
Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007
Yuan, C.; Fox, R. O.
13
2011
Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui
13
2011
Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068
Bao, Jianhai; Yuan, Chenggui
13
2011
Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128
Lan, Guangqiang; Yuan, Chenggui
11
2015
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
11
2014
Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004
Bao, 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 1208.65019
Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou
11
2010
On the exponential stability of switching diffusion processes. Zbl 1365.93432
Yuan, Chenggui; Lygeros, John
11
2005
Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012
Yuan, C.; Mao, X.
11
2005
Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062
Yuan, Chenggui; Mao, Xuerong
11
2004
Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
10
2016
Bismut formulae and applications for functional SPDEs. Zbl 1281.60058
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
10
2013
Numerical analysis for neutral SPDEs driven by \(\alpha\)-stable processes. Zbl 1322.65013
Bao, Jianhai; Yuan, Chenggui
9
2014
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
9
2014
Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
9
2011
A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040
Yuan, Chenggui; Mao, Xuerong
9
2008
Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Zbl 1343.93019
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
8
2015
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074
Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui
8
2012
Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061
Bao, Jianhai; Yuan, Chenggui
7
2016
Hypercontractivity for functional stochastic differential equations. Zbl 1327.60093
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
7
2015
Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558
Bao, Jianhai; Yuan, Chenggui
7
2013
Lyapunov exponents of hybrid stochastic heat equations. Zbl 1250.93122
Bao, 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 1200.93136
Yuan, Chenggui; Yin, G.
7
2010
Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065
Yang, Zhe; Mao, Xuerong; Yuan, Chenggui
7
2008
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1366.93453
Yuan, Chenggui; Lygeros, John
7
2006
The numerical invariant measure of stochastic differential equations with Markovian switching. Zbl 1388.60098
Li, Xiaoyue; Ma, Qianlin; Yang, Hongfu; Yuan, Chenggui
6
2018
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
6
2017
Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
6
2013
Numerical approximation of stationary distributions for stochastic partial differential equations. Zbl 1314.60124
Bao, Jianhai; Yuan, Chenggui
5
2014
On the exponential stability of switching-diffusion processes with jumps. Zbl 1274.60209
Yuan, Chenggui; Bao, Jianhai
5
2013
Poincaré inequality on the path space of Poisson point processes. Zbl 1280.60029
Wang, Feng-Yu; Yuan, Chenggui
5
2010
Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044
Yuan, Chenggui; Mao, Xuerong; Lygeros, John
5
2009
Stabilization of partial differential equations by Lévy noise. Zbl 1251.60050
Bao, Jianhai; Yuan, Chenggui
4
2012
Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales. Zbl 1121.60065
Yuan, Chenggui; Mao, Xuerong
4
2006
Stability in terms of two measures for stochastic differential equations. Zbl 1047.34064
Yuan, Chenggui
4
2003
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
3
2019
Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002
Ji, Yanting; Yuan, Chenggui
3
2017
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
3
2016
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119
Fan, Xiliang; Yuan, Chenggui
3
2016
Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. Zbl 1381.35260
Hu, Ke; Jacob, Niels; Yuan, Chenggui
3
2016
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
3
2015
Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
3
2015
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096
Shao, Jinghai; Yuan, Chenggui
3
2015
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
3
2003
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010
Tan, 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 1308.35321
Hu, Ke; Jacob, Niels; Yuan, Chenggui
2
2012
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089
Zhang, Xiaozhi; Yuan, Chenggui
1
2019
Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065
Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui
1
2019
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077
Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Tomás Caraballo, author.givenNames
1
2019
On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 07082397
Chen, Huabin; Yuan, Chenggui
1
2019
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
1
2019
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
1
2018
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076
Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui
1
2017
Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138
Ji, Yanting; Song, Qingshuo; Yuan, Chenggui
1
2017
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088
Bo, Lijun; Yuan, Chenggui
1
2016
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Zbl 1279.60069
Hu, Junhao; Mao, Xuerong; Yuan, Chenggui
1
2013
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040
Bo, Lijun; Yuan, Chenggui
1
2011
A note on numerical solutions of stochastic functional differential equations with Markovian switching. Zbl 1153.34050
Yuan, Chenggui; Mao, Xuerong
1
2007
Stochastic hybrid delay population dynamics. Zbl 1178.92045
Lygeros, John; Mao, Xuerong; Yuan, Chenggui
1
2006
Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056
Yuan, Chenggui
1
2005
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1135.93366
Yuan, Chenggui; Lygeros, John
1
2004
Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales. Zbl 1056.93069
Yuan, Chenggui; Mao, Xuerong
1
2003
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
3
2019
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089
Zhang, Xiaozhi; Yuan, Chenggui
1
2019
Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065
Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui
1
2019
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077
Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Tomás Caraballo, author.givenNames
1
2019
On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 07082397
Chen, Huabin; Yuan, Chenggui
1
2019
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
1
2019
The numerical invariant measure of stochastic differential equations with Markovian switching. Zbl 1388.60098
Li, Xiaoyue; Ma, Qianlin; Yang, Hongfu; Yuan, Chenggui
6
2018
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010
Tan, Li; Yuan, Chenggui
2
2018
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
1
2018
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
19
2017
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
6
2017
Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002
Ji, Yanting; Yuan, Chenggui
3
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
1
2017
Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138
Ji, Yanting; Song, Qingshuo; Yuan, Chenggui
1
2017
Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
10
2016
Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061
Bao, Jianhai; Yuan, Chenggui
7
2016
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
3
2016
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119
Fan, Xiliang; Yuan, Chenggui
3
2016
Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. Zbl 1381.35260
Hu, Ke; Jacob, Niels; Yuan, Chenggui
3
2016
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088
Bo, Lijun; Yuan, Chenggui
1
2016
Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124
Bao, Jianhai; Yuan, Chenggui
16
2015
Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128
Lan, Guangqiang; Yuan, Chenggui
11
2015
Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Zbl 1343.93019
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
8
2015
Hypercontractivity for functional stochastic differential equations. Zbl 1327.60093
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
7
2015
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
3
2015
Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
3
2015
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096
Shao, Jinghai; Yuan, Chenggui
3
2015
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
11
2014
Numerical analysis for neutral SPDEs driven by \(\alpha\)-stable processes. Zbl 1322.65013
Bao, Jianhai; Yuan, Chenggui
9
2014
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
9
2014
Numerical approximation of stationary distributions for stochastic partial differential equations. Zbl 1314.60124
Bao, Jianhai; Yuan, Chenggui
5
2014
Convergence rate of EM scheme for SDDEs. Zbl 1277.65006
Bao, Jianhai; Yuan, Chenggui
16
2013
Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
11
2013
Bismut formulae and applications for functional SPDEs. Zbl 1281.60058
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
10
2013
Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558
Bao, Jianhai; Yuan, Chenggui
7
2013
Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
6
2013
On the exponential stability of switching-diffusion processes with jumps. Zbl 1274.60209
Yuan, Chenggui; Bao, Jianhai
5
2013
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Zbl 1279.60069
Hu, Junhao; Mao, Xuerong; Yuan, Chenggui
1
2013
Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063
Bao, Jianhai; Yuan, Chenggui
81
2012
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074
Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui
8
2012
Lyapunov exponents of hybrid stochastic heat equations. Zbl 1250.93122
Bao, Jianhai; Mao, Xuerong; Yuan, Chenggui
7
2012
Stabilization of partial differential equations by Lévy noise. Zbl 1251.60050
Bao, 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 1308.35321
Hu, Ke; Jacob, Niels; Yuan, Chenggui
2
2012
Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112
Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui
99
2011
Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080
Wang, Feng-Yu; Yuan, Chenggui
24
2011
Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007
Yuan, C.; Fox, R. O.
13
2011
Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui
13
2011
Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068
Bao, Jianhai; Yuan, Chenggui
13
2011
Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
9
2011
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040
Bo, Lijun; Yuan, Chenggui
1
2011
Stability of stochastic delay hybrid systems with jumps. Zbl 1216.93095
Yuan, Chenggui; Mao, Xuerong
15
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
15
2010
Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087
Bao, 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 1208.65019
Yin, 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 1200.93136
Yuan, Chenggui; Yin, G.
7
2010
Poincaré inequality on the path space of Poisson point processes. Zbl 1280.60029
Wang, Feng-Yu; Yuan, Chenggui
5
2010
Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Zbl 1175.34103
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
30
2009
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
21
2009
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
15
2009
Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
14
2009
Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044
Yuan, Chenggui; Mao, Xuerong; Lygeros, John
5
2009
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
63
2008
A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040
Yuan, Chenggui; Mao, Xuerong
9
2008
Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065
Yang, Zhe; Mao, Xuerong; Yuan, Chenggui
7
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
79
2007
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, 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 1121.65011
Mao, Xuerong; Yuan, Chenggui; Yin, G.
17
2007
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
15
2007
A note on numerical solutions of stochastic functional differential equations with Markovian switching. Zbl 1153.34050
Yuan, Chenggui; Mao, Xuerong
1
2007
Stochastic differential equations with Markovian switching. Zbl 1126.60002
Mao, Xuerong; Yuan, Chenggui
573
2006
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui
16
2006
Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005
Yuan, Chenggui; Glover, William
15
2006
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1366.93453
Yuan, Chenggui; Lygeros, John
7
2006
Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales. Zbl 1121.60065
Yuan, Chenggui; Mao, Xuerong
4
2006
Stochastic hybrid delay population dynamics. Zbl 1178.92045
Lygeros, John; Mao, Xuerong; Yuan, Chenggui
1
2006
Stochastic differential delay equations of population dynamics. Zbl 1062.92055
Mao, Xuerong; Yuan, Chenggui; Zou, Jiezhong
69
2005
Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517
Yuan, Chenggui; Lygeros, John
50
2005
Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016
Mao, Xuerong; Yuan, Chenggui; Yin, G.
22
2005
On the exponential stability of switching diffusion processes. Zbl 1365.93432
Yuan, Chenggui; Lygeros, John
11
2005
Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012
Yuan, C.; Mao, X.
11
2005
Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056
Yuan, Chenggui
1
2005
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069
Yuan, Chenggui; Mao, Xuerong
100
2004
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007
Yuan, Chenggui; Mao, Xuerong
35
2004
Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062
Yuan, Chenggui; Mao, Xuerong
11
2004
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1135.93366
Yuan, Chenggui; Lygeros, John
1
2004
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541
Yuan, Chenggui; Mao, Xuerong
70
2003
Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330
Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong
24
2003
Stability in terms of two measures for stochastic differential equations. Zbl 1047.34064
Yuan, Chenggui
4
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
3
2003
Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales. Zbl 1056.93069
Yuan, Chenggui; Mao, Xuerong
1
2003
Multiple solutions for quasi-linear PDEs involving the critical Sobolev and Hardy exponents. Zbl 0956.35056
Ghoussoub, N.; Yuan, C.
277
2000
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