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Author ID: yuan.chenggui Recent zbMATH articles by "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

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

Publications by Year

Citations contained in zbMATH Open

101 Publications have been cited 2,645 times in 1,521 Documents Cited by Year
Stochastic differential equations with Markovian switching. Zbl 1126.60002
Mao, Xuerong; Yuan, Chenggui
677
2006
Multiple solutions for quasi-linear PDEs involving the critical Sobolev and Hardy exponents. Zbl 0956.35056
Ghoussoub, N.; Yuan, C.
292
2000
Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112
Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui
140
2011
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069
Yuan, Chenggui; Mao, Xuerong
112
2004
Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063
Bao, Jianhai; Yuan, Chenggui
111
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
88
2007
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
85
2007
Stochastic differential delay equations of population dynamics. Zbl 1062.92055
Mao, Xuerong; Yuan, Chenggui; Zou, Jiezhong
77
2005
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541
Yuan, Chenggui; Mao, Xuerong
73
2003
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
69
2008
Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517
Yuan, Chenggui; Lygeros, John
54
2005
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007
Yuan, Chenggui; Mao, Xuerong
40
2004
Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Zbl 1175.34103
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
35
2009
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
33
2017
Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330
Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong
28
2003
Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080
Wang, Feng-Yu; Yuan, Chenggui
28
2011
Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016
Mao, Xuerong; Yuan, Chenggui; Yin, G.
27
2005
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
24
2009
Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007
Yuan, C.; Fox, R. O.
23
2011
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
22
2014
Convergence rate of EM scheme for SDDEs. Zbl 1277.65006
Bao, Jianhai; Yuan, Chenggui
20
2013
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011
Mao, Xuerong; Yuan, Chenggui; Yin, G.
20
2007
Stability of stochastic delay hybrid systems with jumps. Zbl 1216.93095
Yuan, Chenggui; Mao, Xuerong
19
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
18
2010
Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124
Bao, Jianhai; Yuan, Chenggui
18
2015
Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005
Yuan, Chenggui; Glover, William
17
2006
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
17
2009
Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068
Bao, Jianhai; Yuan, Chenggui
17
2011
Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui
17
2011
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
17
2007
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui
17
2006
Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
16
2013
Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
16
2010
Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128
Lan, Guangqiang; Yuan, Chenggui
14
2015
Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
14
2016
Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
14
2009
Bismut formulae and applications for functional SPDEs. Zbl 1281.60058
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
13
2013
Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
13
2011
Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062
Yuan, 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 1208.65019
Yin, 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 1136.60040
Yuan, Chenggui; Mao, Xuerong
12
2008
Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012
Yuan, C.; Mao, X.
11
2005
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
11
2014
On the exponential stability of switching diffusion processes. Zbl 1365.93432
Yuan, Chenggui; Lygeros, John
11
2005
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074
Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui
10
2012
Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065
Yang, Zhe; Mao, Xuerong; Yuan, Chenggui
10
2008
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
10
2019
Numerical analysis for neutral SPDEs driven by {\(\alpha\)}-stable processes. Zbl 1322.65013
Bao, Jianhai; Yuan, Chenggui
9
2014
Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052
Bao, 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 1200.93136
Yuan, Chenggui; Yin, G.
8
2010
Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061
Bao, Jianhai; Yuan, Chenggui
8
2016
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
8
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
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
7
2016
Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
7
2015
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
7
2017
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1366.93453
Yuan, Chenggui; Lygeros, John
7
2006
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089
Zhang, Xiaozhi; Yuan, Chenggui
6
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
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
Numerical approximation of stationary distributions for stochastic partial differential equations. Zbl 1314.60124
Bao, Jianhai; Yuan, Chenggui
5
2014
Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044
Yuan, Chenggui; Mao, Xuerong; Lygeros, John
5
2009
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010
Tan, Li; Yuan, Chenggui
5
2018
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
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
4
2019
Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002
Ji, Yanting; Yuan, Chenggui
4
2017
Stability in terms of two measures for stochastic differential equations. Zbl 1047.34064
Yuan, Chenggui
4
2003
On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 1482.34170
Chen, Huabin; Yuan, Chenggui
4
2019
Strong convergence of neutral stochastic functional differential equations with two time-scales. Zbl 07115870
Hu, Junhao; Yuan, Chenggui
4
2019
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
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
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119
Fan, Xiliang; Yuan, Chenggui
3
2016
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096
Shao, Jinghai; Yuan, Chenggui
3
2015
Limit theorems for additive functionals of path-dependent SDEs. Zbl 1457.60042
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
3
2020
Ergodicity for neutral type SDEs with infinite length of memory. Zbl 07261811
Bao, Jianhai; Wang, Feng-yu; Yuan, Chenggui
3
2020
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076
Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui
3
2017
Comparison theorem for distribution-dependent neutral SFDEs. Zbl 1468.65008
Huang, Xing; Yuan, Chenggui
3
2021
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021
Zhang, 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 1308.35321
Hu, Ke; Jacob, Niels; Yuan, Chenggui
2
2012
Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065
Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui
2
2019
Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056
Yuan, Chenggui
2
2005
Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138
Ji, Yanting; Song, Qingshuo; Yuan, Chenggui
2
2017
Delay feedback control for switching diffusion systems based on discrete-time observations. Zbl 07268419
Li, Xiaoyue; Mao, Xuerong; Mukama, Denis S.; Yuan, Chenggui
2
2020
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077
Zhang, 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 06859083
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
2
2018
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 hybrid delay population dynamics. Zbl 1178.92045
Lygeros, John; Mao, Xuerong; Yuan, Chenggui
1
2006
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1135.93366
Yuan, Chenggui; Lygeros, John
1
2004
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040
Bo, Lijun; Yuan, Chenggui
1
2011
Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales. Zbl 1056.93069
Yuan, Chenggui; Mao, Xuerong
1
2003
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088
Bo, Lijun; Yuan, Chenggui
1
2016
Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients. Zbl 07365323
Tan, Li; Yuan, Chenggui
1
2019
A Zvonkin’s transformation for stochastic differential equations with singular drift and applications. Zbl 07373377
Zhang, Shao-Qin; Yuan, Chenggui
1
2021
Stability of hybrid pantograph stochastic functional differential equations. Zbl 07482624
Wu, Hao; Hu, Junhao; Yuan, Chenggui
1
2022
Large deviations for neutral stochastic functional differential equations. Zbl 1434.60079
Suo, Yongqiang; Yuan, Chenggui
1
2020
Numerical solutions of neutral stochastic functional differential equations with Markovian switching. Zbl 1458.65009
Hu, Yuru; Chen, Huabin; Yuan, Chenggui
1
2019
Stability of hybrid pantograph stochastic functional differential equations. Zbl 07482624
Wu, Hao; Hu, Junhao; Yuan, Chenggui
1
2022
Comparison theorem for distribution-dependent neutral SFDEs. Zbl 1468.65008
Huang, Xing; Yuan, Chenggui
3
2021
A Zvonkin’s transformation for stochastic differential equations with singular drift and applications. Zbl 07373377
Zhang, Shao-Qin; Yuan, Chenggui
1
2021
Limit theorems for additive functionals of path-dependent SDEs. Zbl 1457.60042
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
3
2020
Ergodicity for neutral type SDEs with infinite length of memory. Zbl 07261811
Bao, Jianhai; Wang, Feng-yu; Yuan, Chenggui
3
2020
Delay feedback control for switching diffusion systems based on discrete-time observations. Zbl 07268419
Li, Xiaoyue; Mao, Xuerong; Mukama, Denis S.; Yuan, Chenggui
2
2020
Large deviations for neutral stochastic functional differential equations. Zbl 1434.60079
Suo, Yongqiang; Yuan, Chenggui
1
2020
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
10
2019
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089
Zhang, Xiaozhi; Yuan, Chenggui
6
2019
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
4
2019
On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 1482.34170
Chen, Huabin; Yuan, Chenggui
4
2019
Strong convergence of neutral stochastic functional differential equations with two time-scales. Zbl 07115870
Hu, Junhao; Yuan, Chenggui
4
2019
Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065
Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui
2
2019
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077
Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Caraballo, Tomás
2
2019
Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients. Zbl 07365323
Tan, Li; Yuan, Chenggui
1
2019
Numerical solutions of neutral stochastic functional differential equations with Markovian switching. Zbl 1458.65009
Hu, 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 1401.60120
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
5
2018
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
2
2018
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
33
2017
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
7
2017
Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002
Ji, Yanting; Yuan, Chenggui
4
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
3
2017
Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138
Ji, Yanting; Song, Qingshuo; Yuan, Chenggui
2
2017
Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
14
2016
Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061
Bao, Jianhai; Yuan, Chenggui
8
2016
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
7
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
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119
Fan, Xiliang; 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
18
2015
Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128
Lan, Guangqiang; Yuan, Chenggui
14
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
8
2015
Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
7
2015
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096
Shao, Jinghai; Yuan, Chenggui
3
2015
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
3
2015
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
22
2014
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
11
2014
Numerical analysis for neutral SPDEs driven by {\(\alpha\)}-stable processes. Zbl 1322.65013
Bao, Jianhai; Yuan, Chenggui
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
20
2013
Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
16
2013
Bismut formulae and applications for functional SPDEs. Zbl 1281.60058
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
13
2013
Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
8
2013
Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558
Bao, Jianhai; Yuan, Chenggui
7
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
111
2012
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074
Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui
10
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
140
2011
Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080
Wang, Feng-Yu; Yuan, Chenggui
28
2011
Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007
Yuan, C.; Fox, R. O.
23
2011
Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068
Bao, Jianhai; Yuan, Chenggui
17
2011
Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui
17
2011
Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
13
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
19
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
18
2010
Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087
Bao, 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 1208.65019
Yin, 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 1200.93136
Yuan, Chenggui; Yin, G.
8
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
35
2009
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
24
2009
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
17
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
69
2008
A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040
Yuan, Chenggui; Mao, Xuerong
12
2008
Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065
Yang, Zhe; Mao, Xuerong; Yuan, Chenggui
10
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
88
2007
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, 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 1121.65011
Mao, Xuerong; Yuan, Chenggui; Yin, G.
20
2007
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
17
2007
Stochastic differential equations with Markovian switching. Zbl 1126.60002
Mao, Xuerong; Yuan, Chenggui
677
2006
Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005
Yuan, Chenggui; Glover, William
17
2006
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui
17
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
77
2005
Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517
Yuan, Chenggui; Lygeros, John
54
2005
Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016
Mao, Xuerong; Yuan, Chenggui; Yin, G.
27
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
On the exponential stability of switching diffusion processes. Zbl 1365.93432
Yuan, Chenggui; Lygeros, John
11
2005
Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056
Yuan, Chenggui
2
2005
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069
Yuan, Chenggui; Mao, Xuerong
112
2004
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007
Yuan, Chenggui; Mao, Xuerong
40
2004
Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062
Yuan, Chenggui; Mao, Xuerong
13
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
73
2003
Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330
Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong
28
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
...and 1 more Documents
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Cited by 1,672 Authors

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

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