# zbMATH — the first resource for mathematics

## Yuan, Chenggui

Compute Distance To:
 Author ID: yuan.chenggui Published as: Yuan, C.; Yuan, Chenggui
 Documents Indexed: 108 Publications since 1992, including 2 Books Reviewing Activity: 1 Review
all top 5

#### Co-Authors

 4 single-authored 35 Bao, Jianhai 30 Mao, Xuerong 11 Wang, Feng-Yu 6 Lygeros, John 6 Yin, Gang George 6 Yin, George Gang 4 Hou, Zhenting 4 Jacob, Niels 4 Shao, Jinghai 3 Bo, Lijun 3 Chen, Huabin 3 Hu, Junhao 3 Li, Xiaoyue 3 Truman, Aubrey 3 Wang, Yongtian 3 Zhang, Xiaozhi 3 Zhu, Chuanxi 3 Zou, Jiezhong 2 Higham, Desmond J. 2 Hu, Ke 2 Huang, Xing 2 Ji, Yanting 2 Luo, Jiaowan 2 Song, Qingshuo 1 Böttcher, Björn 1 Cao, Dingzhou 1 Chen, Xuerong 1 Fan, Xiliang 1 Fowler, Mike S. 1 Glover, William 1 Hu, Yuru 1 Kiziridis, Diogenis A. 1 Lan, Guangqiang 1 Liu, Guoxin 1 Liu, Zaiming 1 Ma, Qianlin 1 Mukama, Denis S. 1 Nguyen, Dung Tien 1 Shen, Yi 1 Shi, Peng 1 Song, Guoting 1 Suo, Yongqiang 1 Tan, Li 1 Tomás Caraballo, author.givenNames 1 Wang, Leyi 1 Wu, Zhaoqi 1 Xia, Yang 1 Yang, Hongfu 1 Yang, Jiashun 1 Yang, Zhe 1 Yin, Geroge 1 Zhang, Tian
all top 5

#### Serials

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

#### Fields

 93 Probability theory and stochastic processes (60-XX) 45 Ordinary differential equations (34-XX) 26 Systems theory; control (93-XX) 24 Numerical analysis (65-XX) 9 Partial differential equations (35-XX) 7 Operator theory (47-XX) 6 Biology and other natural sciences (92-XX) 2 Special functions (33-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Difference and functional equations (39-XX) 2 Integral transforms, operational calculus (44-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Measure and integration (28-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Operations research, mathematical programming (90-XX)

#### 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
2006
Multiple solutions for quasi-linear PDEs involving the critical Sobolev and Hardy exponents. Zbl 0956.35056
Ghoussoub, N.; Yuan, C.
2000
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069
Yuan, Chenggui; Mao, Xuerong
2004
Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112
Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui
2011
Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063
Bao, Jianhai; Yuan, Chenggui
2012
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. Zbl 1144.65005
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
2007
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541
Yuan, Chenggui; Mao, Xuerong
2003
Stochastic differential delay equations of population dynamics. Zbl 1062.92055
Mao, Xuerong; Yuan, Chenggui; Zou, Jiezhong
2005
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
2007
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
2008
Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517
Yuan, Chenggui; Lygeros, John
2005
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007
Yuan, Chenggui; Mao, Xuerong
2004
Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Zbl 1175.34103
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
2009
Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080
Wang, Feng-Yu; Yuan, Chenggui
2011
Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330
Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong
2003
Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016
Mao, Xuerong; Yuan, Chenggui; Yin, G.
2005
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
2009
Two-time-scale stochastic partial differential equations driven by $$\alpha$$-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
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.
2007
Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124
Bao, Jianhai; Yuan, Chenggui
2015
Convergence rate of EM scheme for SDDEs. Zbl 1277.65006
Bao, Jianhai; Yuan, Chenggui
2013
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui
2006
Stability of stochastic delay hybrid systems with jumps. Zbl 1216.93095
Yuan, Chenggui; Mao, Xuerong
2010
Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. Zbl 1185.60069
Hou, Zhenting; Bao, Jianhai; Yuan, Chenggui
2010
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
2009
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
2007
Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005
Yuan, Chenggui; Glover, William
2006
Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
2010
Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
2009
Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007
Yuan, C.; Fox, R. O.
2011
Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui
2011
Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068
Bao, Jianhai; Yuan, Chenggui
2011
Exponential stability of the exact solutions and $$\theta$$-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128
Lan, Guangqiang; Yuan, Chenggui
2015
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
2014
Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
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
2010
On the exponential stability of switching diffusion processes. Zbl 1365.93432
Yuan, Chenggui; Lygeros, John
2005
Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012
Yuan, C.; Mao, X.
2005
Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062
Yuan, Chenggui; Mao, Xuerong
2004
Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
2016
Bismut formulae and applications for functional SPDEs. Zbl 1281.60058
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2013
Numerical analysis for neutral SPDEs driven by $$\alpha$$-stable processes. Zbl 1322.65013
Bao, Jianhai; Yuan, Chenggui
2014
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
2014
Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
2011
A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040
Yuan, Chenggui; Mao, Xuerong
2008
Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Zbl 1343.93019
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
2015
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074
Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui
2012
Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061
Bao, Jianhai; Yuan, Chenggui
2016
Hypercontractivity for functional stochastic differential equations. Zbl 1327.60093
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2015
Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558
Bao, Jianhai; Yuan, Chenggui
2013
Lyapunov exponents of hybrid stochastic heat equations. Zbl 1250.93122
Bao, Jianhai; Mao, Xuerong; Yuan, Chenggui
2012
Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach. Zbl 1200.93136
Yuan, Chenggui; Yin, G.
2010
Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065
Yang, Zhe; Mao, Xuerong; Yuan, Chenggui
2008
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1366.93453
Yuan, Chenggui; Lygeros, John
2006
The numerical invariant measure of stochastic differential equations with Markovian switching. Zbl 1388.60098
Li, Xiaoyue; Ma, Qianlin; Yang, Hongfu; Yuan, Chenggui
2018
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2013
Numerical approximation of stationary distributions for stochastic partial differential equations. Zbl 1314.60124
Bao, Jianhai; Yuan, Chenggui
2014
On the exponential stability of switching-diffusion processes with jumps. Zbl 1274.60209
Yuan, Chenggui; Bao, Jianhai
2013
Poincaré inequality on the path space of Poisson point processes. Zbl 1280.60029
Wang, Feng-Yu; Yuan, Chenggui
2010
Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044
Yuan, Chenggui; Mao, Xuerong; Lygeros, John
2009
Stabilization of partial differential equations by Lévy noise. Zbl 1251.60050
Bao, Jianhai; Yuan, Chenggui
2012
Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales. Zbl 1121.60065
Yuan, Chenggui; Mao, Xuerong
2006
Stability in terms of two measures for stochastic differential equations. Zbl 1047.34064
Yuan, Chenggui
2003
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2019
Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002
Ji, Yanting; Yuan, Chenggui
2017
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
2016
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119
Fan, Xiliang; Yuan, Chenggui
2016
Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. Zbl 1381.35260
Hu, Ke; Jacob, Niels; Yuan, Chenggui
2016
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
2015
Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2015
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096
Shao, Jinghai; Yuan, Chenggui
2015
Transient distribution of the length of $$GI/G/N$$ queueing systems. Zbl 1054.60095
Hou, Zhenting; Yuan, Chenggui; Zou, Jiezhong; Liu, Zaiming; Luo, Jiaowan; Liu, Guoxin; Shi, Peng
2003
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010
Tan, Li; Yuan, Chenggui
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
2012
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089
Zhang, Xiaozhi; Yuan, Chenggui
2019
Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065
Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui
2019
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077
Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Tomás Caraballo, author.givenNames
2019
On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 07082397
Chen, Huabin; Yuan, Chenggui
2019
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
2019
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
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
2017
Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138
Ji, Yanting; Song, Qingshuo; Yuan, Chenggui
2017
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088
Bo, Lijun; Yuan, Chenggui
2016
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Zbl 1279.60069
Hu, Junhao; Mao, Xuerong; Yuan, Chenggui
2013
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040
Bo, Lijun; Yuan, Chenggui
2011
A note on numerical solutions of stochastic functional differential equations with Markovian switching. Zbl 1153.34050
Yuan, Chenggui; Mao, Xuerong
2007
Stochastic hybrid delay population dynamics. Zbl 1178.92045
Lygeros, John; Mao, Xuerong; Yuan, Chenggui
2006
Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056
Yuan, Chenggui
2005
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1135.93366
Yuan, Chenggui; Lygeros, John
2004
Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales. Zbl 1056.93069
Yuan, Chenggui; Mao, Xuerong
2003
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2019
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 07140089
Zhang, Xiaozhi; Yuan, Chenggui
2019
Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065
Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui
2019
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077
Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Tomás Caraballo, author.givenNames
2019
On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 07082397
Chen, Huabin; Yuan, Chenggui
2019
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
2019
The numerical invariant measure of stochastic differential equations with Markovian switching. Zbl 1388.60098
Li, Xiaoyue; Ma, Qianlin; Yang, Hongfu; Yuan, Chenggui
2018
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010
Tan, Li; Yuan, Chenggui
2018
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
2018
Two-time-scale stochastic partial differential equations driven by $$\alpha$$-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
2017
Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002
Ji, Yanting; Yuan, Chenggui
2017
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076
Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui
2017
Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138
Ji, Yanting; Song, Qingshuo; Yuan, Chenggui
2017
Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
2016
Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061
Bao, Jianhai; Yuan, Chenggui
2016
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
2016
Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Zbl 1336.60119
Fan, Xiliang; Yuan, Chenggui
2016
Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. Zbl 1381.35260
Hu, Ke; Jacob, Niels; Yuan, Chenggui
2016
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088
Bo, Lijun; Yuan, Chenggui
2016
Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124
Bao, Jianhai; Yuan, Chenggui
2015
Exponential stability of the exact solutions and $$\theta$$-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128
Lan, Guangqiang; Yuan, Chenggui
2015
Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Zbl 1343.93019
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
2015
Hypercontractivity for functional stochastic differential equations. Zbl 1327.60093
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2015
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
2015
Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2015
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096
Shao, Jinghai; Yuan, Chenggui
2015
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
2014
Numerical analysis for neutral SPDEs driven by $$\alpha$$-stable processes. Zbl 1322.65013
Bao, Jianhai; Yuan, Chenggui
2014
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
2014
Numerical approximation of stationary distributions for stochastic partial differential equations. Zbl 1314.60124
Bao, Jianhai; Yuan, Chenggui
2014
Convergence rate of EM scheme for SDDEs. Zbl 1277.65006
Bao, Jianhai; Yuan, Chenggui
2013
Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2013
Bismut formulae and applications for functional SPDEs. Zbl 1281.60058
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2013
Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558
Bao, Jianhai; Yuan, Chenggui
2013
Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
2013
On the exponential stability of switching-diffusion processes with jumps. Zbl 1274.60209
Yuan, Chenggui; Bao, Jianhai
2013
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Zbl 1279.60069
Hu, Junhao; Mao, Xuerong; Yuan, Chenggui
2013
Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063
Bao, Jianhai; Yuan, Chenggui
2012
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074
Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui
2012
Lyapunov exponents of hybrid stochastic heat equations. Zbl 1250.93122
Bao, Jianhai; Mao, Xuerong; Yuan, Chenggui
2012
Stabilization of partial differential equations by Lévy noise. Zbl 1251.60050
Bao, Jianhai; Yuan, Chenggui
2012
On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes. Zbl 1308.35321
Hu, Ke; Jacob, Niels; Yuan, Chenggui
2012
Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112
Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui
2011
Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080
Wang, Feng-Yu; Yuan, Chenggui
2011
Conditional quadrature method of moments for kinetic equations. Zbl 1231.82007
Yuan, C.; Fox, R. O.
2011
Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui
2011
Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068
Bao, Jianhai; Yuan, Chenggui
2011
Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
2011
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040
Bo, Lijun; Yuan, Chenggui
2011
Stability of stochastic delay hybrid systems with jumps. Zbl 1216.93095
Yuan, Chenggui; Mao, Xuerong
2010
Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. Zbl 1185.60069
Hou, Zhenting; Bao, Jianhai; Yuan, Chenggui
2010
Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
2010
Approximation methods for hybrid diffusion systems with state-dependent switching processes: numerical algorithms and existence and uniqueness of solutions. Zbl 1208.65019
Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou
2010
Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach. Zbl 1200.93136
Yuan, Chenggui; Yin, G.
2010
Poincaré inequality on the path space of Poisson point processes. Zbl 1280.60029
Wang, Feng-Yu; Yuan, Chenggui
2010
Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Zbl 1175.34103
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
2009
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
2009
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
2009
Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
2009
Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044
Yuan, Chenggui; Mao, Xuerong; Lygeros, John
2009
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
2008
A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040
Yuan, Chenggui; Mao, Xuerong
2008
Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065
Yang, Zhe; Mao, Xuerong; Yuan, Chenggui
2008
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. Zbl 1144.65005
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
2007
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
2007
Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. Zbl 1121.65011
Mao, Xuerong; Yuan, Chenggui; Yin, G.
2007
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
2007
A note on numerical solutions of stochastic functional differential equations with Markovian switching. Zbl 1153.34050
Yuan, Chenggui; Mao, Xuerong
2007
Stochastic differential equations with Markovian switching. Zbl 1126.60002
Mao, Xuerong; Yuan, Chenggui
2006
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui
2006
Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005
Yuan, Chenggui; Glover, William
2006
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1366.93453
Yuan, Chenggui; Lygeros, John
2006
Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales. Zbl 1121.60065
Yuan, Chenggui; Mao, Xuerong
2006
Stochastic hybrid delay population dynamics. Zbl 1178.92045
Lygeros, John; Mao, Xuerong; Yuan, Chenggui
2006
Stochastic differential delay equations of population dynamics. Zbl 1062.92055
Mao, Xuerong; Yuan, Chenggui; Zou, Jiezhong
2005
Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517
Yuan, Chenggui; Lygeros, John
2005
Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016
Mao, Xuerong; Yuan, Chenggui; Yin, G.
2005
On the exponential stability of switching diffusion processes. Zbl 1365.93432
Yuan, Chenggui; Lygeros, John
2005
Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012
Yuan, C.; Mao, X.
2005
Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056
Yuan, Chenggui
2005
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069
Yuan, Chenggui; Mao, Xuerong
2004
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007
Yuan, Chenggui; Mao, Xuerong
2004
Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062
Yuan, Chenggui; Mao, Xuerong
2004
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1135.93366
Yuan, Chenggui; Lygeros, John
2004
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541
Yuan, Chenggui; Mao, Xuerong
2003
Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330
Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong
2003
Stability in terms of two measures for stochastic differential equations. Zbl 1047.34064
Yuan, Chenggui
2003
Transient distribution of the length of $$GI/G/N$$ queueing systems. Zbl 1054.60095
Hou, Zhenting; Yuan, Chenggui; Zou, Jiezhong; Liu, Zaiming; Luo, Jiaowan; Liu, Guoxin; Shi, Peng
2003
Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales. Zbl 1056.93069
Yuan, Chenggui; Mao, Xuerong
2003
Multiple solutions for quasi-linear PDEs involving the critical Sobolev and Hardy exponents. Zbl 0956.35056
Ghoussoub, N.; Yuan, C.
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)