Chen, Huabin; Yuan, Chenggui Stability analysis for nonlinear neutral stochastic functional differential equations. (English) Zbl 07824416 SIAM J. Control Optim. 62, No. 2, 924-952 (2024). MSC: 34D20 34K20 93E15 34F05 60H10 PDFBibTeX XMLCite \textit{H. Chen} and \textit{C. Yuan}, SIAM J. Control Optim. 62, No. 2, 924--952 (2024; Zbl 07824416) Full Text: DOI
Gao, Shuaibin; Guo, Qian; Hu, Junhao; Yuan, Chenggui Convergence rate in \(\mathcal{L}^p\) sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. (English) Zbl 07797194 J. Comput. Appl. Math. 441, Article ID 115682, 25 p. (2024). MSC: 60Hxx 65Cxx 34Kxx PDFBibTeX XMLCite \textit{S. Gao} et al., J. Comput. Appl. Math. 441, Article ID 115682, 25 p. (2024; Zbl 07797194) Full Text: DOI arXiv
Huang, Xing; Suo, Yongqiang; Yuan, Chenggui Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by \(\alpha\)-stable noise and applications. (English) Zbl 07751254 Numer. Algorithms 94, No. 3, 1381-1402 (2023). MSC: 65C30 60H10 34K26 39B72 PDFBibTeX XMLCite \textit{X. Huang} et al., Numer. Algorithms 94, No. 3, 1381--1402 (2023; Zbl 07751254) Full Text: DOI arXiv
Fan, Xiliang; Yu, Ting; Yuan, Chenggui Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions. (English) Zbl 1525.60071 Stochastic Processes Appl. 164, 383-415 (2023). MSC: 60H10 60G22 PDFBibTeX XMLCite \textit{X. Fan} et al., Stochastic Processes Appl. 164, 383--415 (2023; Zbl 1525.60071) Full Text: DOI arXiv
Cui, Yuanping; Li, Xiaoyue; Liu, Yi; Yuan, Chenggui Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations. (English) Zbl 1514.65009 Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1111-1141 (2023). MSC: 65C30 60H10 34K40 34K50 60H35 PDFBibTeX XMLCite \textit{Y. Cui} et al., Discrete Contin. Dyn. Syst., Ser. S 16, No. 5, 1111--1141 (2023; Zbl 1514.65009) Full Text: DOI arXiv
Wu, Yue; Yuan, Chenggui The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations. (English) Zbl 1507.60089 J. Theor. Probab. 36, No. 1, Paper No. 2, 27 p. (2023). MSC: 60H15 60H35 65C30 37H99 PDFBibTeX XMLCite \textit{Y. Wu} and \textit{C. Yuan}, J. Theor. Probab. 36, No. 1, Paper No. 2, 27 p. (2023; Zbl 1507.60089) Full Text: DOI arXiv
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui Invariant probability measures for path-dependent random diffusions. (English) Zbl 1511.37008 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 228, Article ID 113201, 28 p. (2023). MSC: 37A50 37A25 60H10 60H30 60K37 PDFBibTeX XMLCite \textit{J. Bao} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 228, Article ID 113201, 28 p. (2023; Zbl 1511.37008) Full Text: DOI
Chen, Xing; Li, Xiaoyue; Yuan, Chenggui The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise. arXiv:2311.11703 Preprint, arXiv:2311.11703 [math.PR] (2023). MSC: 60H10 93D15 60K35 BibTeX Cite \textit{X. Chen} et al., ``The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise'', Preprint, arXiv:2311.11703 [math.PR] (2023) Full Text: arXiv OA License
Wei, Jinlong; Hu, Junhao; Yuan, Chenggui Stochastic equations with low regularity drifts. arXiv:2310.00421 Preprint, arXiv:2310.00421 [math.PR] (2023). MSC: 60H10 60H15 35K15 BibTeX Cite \textit{J. Wei} et al., ``Stochastic equations with low regularity drifts'', Preprint, arXiv:2310.00421 [math.PR] (2023) Full Text: arXiv OA License
Wu, Hao; Hu, Junhao; Gao, Shuaibin; Yuan, Chenggui Stabilization of stochastic McKean-Vlasov equations with feedback control based on discrete-time state observation. (English) Zbl 1498.60242 SIAM J. Control Optim. 60, No. 5, 2884-2901 (2022). MSC: 60H10 93E15 93D15 93E20 PDFBibTeX XMLCite \textit{H. Wu} et al., SIAM J. Control Optim. 60, No. 5, 2884--2901 (2022; Zbl 1498.60242) Full Text: DOI arXiv
Fan, Xiliang; Huang, Xing; Suo, Yongqiang; Yuan, Chenggui Distribution dependent SDEs driven by fractional Brownian motions. (English) Zbl 1492.60166 Stochastic Processes Appl. 151, 23-67 (2022). MSC: 60H10 60G22 PDFBibTeX XMLCite \textit{X. Fan} et al., Stochastic Processes Appl. 151, 23--67 (2022; Zbl 1492.60166) Full Text: DOI arXiv
Suo, Yongqiang; Yuan, Chenggui; Zhang, Shao-Qin Weak convergence of Euler scheme for SDEs with low regular drift. (English) Zbl 1496.65011 Numer. Algorithms 90, No. 2, 731-747 (2022). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{Y. Suo} et al., Numer. Algorithms 90, No. 2, 731--747 (2022; Zbl 1496.65011) Full Text: DOI arXiv
Yang, Fen-Fen; Yuan, Chenggui Comparison theorem for neutral stochastic functional differential equations driven by \(G\)-Brownian motion. (English) Zbl 1489.60106 Stat. Probab. Lett. 184, Article ID 109393, 8 p. (2022). MSC: 60H10 60G65 PDFBibTeX XMLCite \textit{F.-F. Yang} and \textit{C. Yuan}, Stat. Probab. Lett. 184, Article ID 109393, 8 p. (2022; Zbl 1489.60106) Full Text: DOI arXiv
Suo, Yongqiang; Yuan, Chenggui; Zhang, Shao-Qin Transportation cost inequalities for SDEs with irregular drifts. (English) Zbl 1485.60057 Stochastic Processes Appl. 144, 288-311 (2022). Reviewer: Martin Ondreját (Praha) MSC: 60H10 60E15 60J60 PDFBibTeX XMLCite \textit{Y. Suo} et al., Stochastic Processes Appl. 144, 288--311 (2022; Zbl 1485.60057) Full Text: DOI
Zhang, Xiaozhi; Zhu, Zhangsheng; Yuan, Chenggui Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching. (English) Zbl 1475.60110 Open Math. 19, 614-628 (2021). MSC: 60H10 34D20 PDFBibTeX XMLCite \textit{X. Zhang} et al., Open Math. 19, 614--628 (2021; Zbl 1475.60110) Full Text: DOI
Suo, Yongqiang; Yuan, Chenggui Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs. (English) Zbl 1478.60103 Acta Appl. Math. 175, Paper No. 16, 19 p. (2021). Reviewer: Feng Chen (Changchun) MSC: 60F10 60H10 34K26 PDFBibTeX XMLCite \textit{Y. Suo} and \textit{C. Yuan}, Acta Appl. Math. 175, Paper No. 16, 19 p. (2021; Zbl 1478.60103) Full Text: DOI
Gao, Shuaibin; Hu, Junhao; Tan, Li; Yuan, Chenggui Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. (English) Zbl 1469.60182 Front. Math. China 16, No. 2, 395-423 (2021). MSC: 60H10 65C30 PDFBibTeX XMLCite \textit{S. Gao} et al., Front. Math. China 16, No. 2, 395--423 (2021; Zbl 1469.60182) Full Text: DOI arXiv
Zhang, Shao-Qin; Yuan, Chenggui Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. (English) Zbl 1507.60090 Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 4, 1278-1304 (2021). MSC: 60H35 60H10 PDFBibTeX XMLCite \textit{S.-Q. Zhang} and \textit{C. Yuan}, Proc. R. Soc. Edinb., Sect. A, Math. 151, No. 4, 1278--1304 (2021; Zbl 1507.60090) Full Text: DOI arXiv Link
Zhang, Shao-Qin; Yuan, Chenggui A Zvonkin’s transformation for stochastic differential equations with singular drift and applications. (English) Zbl 1491.60092 J. Differ. Equations 297, 277-319 (2021). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{S.-Q. Zhang} and \textit{C. Yuan}, J. Differ. Equations 297, 277--319 (2021; Zbl 1491.60092) Full Text: DOI arXiv
Huang, Xing; Yuan, Chenggui Comparison theorem for distribution-dependent neutral SFDEs. (English) Zbl 1468.65008 J. Evol. Equ. 21, No. 1, 653-670 (2021). MSC: 65C30 60H10 34K50 PDFBibTeX XMLCite \textit{X. Huang} and \textit{C. Yuan}, J. Evol. Equ. 21, No. 1, 653--670 (2021; Zbl 1468.65008) Full Text: DOI arXiv
Suo, Yongqiang; Yuan, Chenggui; Zhang, Shao-Qin Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients. (English) Zbl 1477.60091 Stochastic Anal. Appl. 39, No. 2, 278-305 (2020). MSC: 60H10 60G22 60F10 34K26 PDFBibTeX XMLCite \textit{Y. Suo} et al., Stochastic Anal. Appl. 39, No. 2, 278--305 (2020; Zbl 1477.60091) Full Text: DOI arXiv Link
Li, Xiaoyue; Mao, Xuerong; Mukama, Denis S.; Yuan, Chenggui Delay feedback control for switching diffusion systems based on discrete-time observations. (English) Zbl 1511.93104 SIAM J. Control Optim. 58, No. 5, 2900-2926 (2020). Reviewer: Anatoly Martynyuk (Kyïv) MSC: 93D15 93D23 60H10 60J60 93E15 93C55 PDFBibTeX XMLCite \textit{X. Li} et al., SIAM J. Control Optim. 58, No. 5, 2900--2926 (2020; Zbl 1511.93104) Full Text: DOI arXiv
Bao, Jianhai; Wang, Feng-yu; Yuan, Chenggui Ergodicity for neutral type SDEs with infinite length of memory. (English) Zbl 1522.60049 Math. Nachr. 293, No. 9, 1675-1690 (2020). MSC: 60H10 34K50 37A30 PDFBibTeX XMLCite \textit{J. Bao} et al., Math. Nachr. 293, No. 9, 1675--1690 (2020; Zbl 1522.60049) Full Text: DOI arXiv
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui Limit theorems for additive functionals of path-dependent SDEs. (English) Zbl 1457.60042 Discrete Contin. Dyn. Syst. 40, No. 9, 5173-5188 (2020). MSC: 60F05 60F15 60H10 37A30 60J05 PDFBibTeX XMLCite \textit{J. Bao} et al., Discrete Contin. Dyn. Syst. 40, No. 9, 5173--5188 (2020; Zbl 1457.60042) Full Text: DOI arXiv
Suo, Yongqiang; Yuan, Chenggui Large deviations for neutral stochastic functional differential equations. (English) Zbl 1434.60079 Commun. Pure Appl. Anal. 19, No. 4, 2369-2384 (2020). MSC: 60F05 60F10 60H10 PDFBibTeX XMLCite \textit{Y. Suo} and \textit{C. Yuan}, Commun. Pure Appl. Anal. 19, No. 4, 2369--2384 (2020; Zbl 1434.60079) Full Text: DOI arXiv
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. (English) Zbl 1433.60032 Stochastic Processes Appl. 129, No. 11, 4576-4596 (2019). MSC: 60H10 47G20 60G53 PDFBibTeX XMLCite \textit{J. Bao} et al., Stochastic Processes Appl. 129, No. 11, 4576--4596 (2019; Zbl 1433.60032) Full Text: DOI arXiv Link
Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui Dynamical behaviors of the tumor-immune system in a stochastic environment. (English) Zbl 1439.92065 SIAM J. Appl. Math. 79, No. 6, 2193-2217 (2019). MSC: 92C32 60H10 34B18 37C40 PDFBibTeX XMLCite \textit{X. Li} et al., SIAM J. Appl. Math. 79, No. 6, 2193--2217 (2019; Zbl 1439.92065) Full Text: DOI arXiv
Hu, Junhao; Yuan, Chenggui Strong convergence of neutral stochastic functional differential equations with two time-scales. (English) Zbl 1488.60144 Discrete Contin. Dyn. Syst., Ser. B 24, No. 11, 5831-5848 (2019). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{J. Hu} and \textit{C. Yuan}, Discrete Contin. Dyn. Syst., Ser. B 24, No. 11, 5831--5848 (2019; Zbl 1488.60144) Full Text: DOI
Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Caraballo, Tomás On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. (English) Zbl 1420.60077 Discrete Contin. Dyn. Syst., Ser. B 24, No. 10, 5355-5375 (2019). MSC: 60H10 34K20 34K50 PDFBibTeX XMLCite \textit{T. Zhang} et al., Discrete Contin. Dyn. Syst., Ser. B 24, No. 10, 5355--5375 (2019; Zbl 1420.60077) Full Text: DOI
Bao, Jianhai; Huang, Xing; Yuan, Chenggui Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. (English) Zbl 1433.60072 J. Theor. Probab. 32, No. 2, 848-871 (2019). MSC: 60H35 41A25 60H10 PDFBibTeX XMLCite \textit{J. Bao} et al., J. Theor. Probab. 32, No. 2, 848--871 (2019; Zbl 1433.60072) Full Text: DOI arXiv
Hu, Yuru; Chen, Huabin; Yuan, Chenggui Numerical solutions of neutral stochastic functional differential equations with Markovian switching. (English) Zbl 1458.65009 Adv. Difference Equ. 2019, Paper No. 81, 25 p. (2019). MSC: 65C30 60H10 34K50 PDFBibTeX XMLCite \textit{Y. Hu} et al., Adv. Difference Equ. 2019, Paper No. 81, 25 p. (2019; Zbl 1458.65009) Full Text: DOI
Bao, Jianhai; Huang, Xing; Yuan, Chenggui New regularity of Kolmogorov equation and application on approximation of semi-linear SPDEs with Hölder continuous drifts. (English) Zbl 1401.60120 Commun. Pure Appl. Anal. 18, No. 1, 341-360 (2019). MSC: 60H15 35R60 65C30 PDFBibTeX XMLCite \textit{J. Bao} et al., Commun. Pure Appl. Anal. 18, No. 1, 341--360 (2019; Zbl 1401.60120) Full Text: DOI
Tan, Li; Yuan, Chenggui Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. (English) Zbl 1427.65010 Appl. Math. Comput. 338, 607-623 (2018). MSC: 65C30 34K40 60H35 PDFBibTeX XMLCite \textit{L. Tan} and \textit{C. Yuan}, Appl. Math. Comput. 338, 607--623 (2018; Zbl 1427.65010) Full Text: DOI Link
Li, Xiaoyue; Ma, Qianlin; Yang, Hongfu; Yuan, Chenggui The numerical invariant measure of stochastic differential equations with Markovian switching. (English) Zbl 1388.60098 SIAM J. Numer. Anal. 56, No. 3, 1435-1455 (2018). MSC: 60H10 34F05 PDFBibTeX XMLCite \textit{X. Li} et al., SIAM J. Numer. Anal. 56, No. 3, 1435--1455 (2018; Zbl 1388.60098) Full Text: DOI arXiv
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. (English) Zbl 06859083 Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 112, No. 2, 449-462 (2018). MSC: 47H10 46S50 47S50 PDFBibTeX XMLCite \textit{Z. Wu} et al., Rev. R. Acad. Cienc. Exactas Fís. Nat., Ser. A Mat., RACSAM 112, No. 2, 449--462 (2018; Zbl 06859083) Full Text: DOI
Ji, Yanting; Yuan, Chenggui Tamed EM scheme of neutral stochastic differential delay equations. (English) Zbl 1370.65002 J. Comput. Appl. Math. 326, 337-357 (2017). MSC: 65C30 60H10 60H35 34K50 34K28 PDFBibTeX XMLCite \textit{Y. Ji} and \textit{C. Yuan}, J. Comput. Appl. Math. 326, 337--357 (2017; Zbl 1370.65002) Full Text: DOI arXiv Link
Bao, Jianhai; Yin, George; Yuan, Chenggui Stationary distributions for retarded stochastic differential equations without dissipativity. (English) Zbl 1379.60059 Stochastics 89, No. 2, 530-549 (2017). MSC: 60H10 60J75 PDFBibTeX XMLCite \textit{J. Bao} et al., Stochastics 89, No. 2, 530--549 (2017; Zbl 1379.60059) Full Text: DOI arXiv
Bao, Jianhai; Yin, George; Yuan, Chenggui Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. (English) Zbl 1360.60118 Bernoulli 23, No. 1, 645-669 (2017). Reviewer: Martin Ondreját (Praha) MSC: 60H15 60G52 60J27 PDFBibTeX XMLCite \textit{J. Bao} et al., Bernoulli 23, No. 1, 645--669 (2017; Zbl 1360.60118) Full Text: DOI arXiv Euclid
Bo, Lijun; Yuan, Chenggui Stochastic delay differential equations with jump reflection: invariant measure. (English) Zbl 1352.60082 Stochastics 88, No. 6, 841-863 (2016). MSC: 60H10 60J60 60J75 60J55 PDFBibTeX XMLCite \textit{L. Bo} and \textit{C. Yuan}, Stochastics 88, No. 6, 841--863 (2016; Zbl 1352.60082) Full Text: DOI arXiv
Bao, Jianhai; Yin, George; Yuan, Chenggui Asymptotic analysis for functional stochastic differential equations. (English) Zbl 06630614 SpringerBriefs in Mathematics. Cham: Springer (ISBN 978-3-319-46978-2/pbk; 978-3-319-46979-9/ebook). xvi, 151 p. (2016). MSC: 34-02 34F05 34K50 60H10 PDFBibTeX XMLCite \textit{J. Bao} et al., Asymptotic analysis for functional stochastic differential equations. Cham: Springer (2016; Zbl 06630614) Full Text: DOI
Bo, Lijun; Yuan, Chenggui Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. (English) Zbl 1342.60088 Stoch. Models 32, No. 3, 392-413 (2016). MSC: 60H10 34K50 PDFBibTeX XMLCite \textit{L. Bo} and \textit{C. Yuan}, Stoch. Models 32, No. 3, 392--413 (2016; Zbl 1342.60088) Full Text: DOI
Bao, Jianhai; Yuan, Chenggui Blow-up for stochastic reaction-diffusion equations with jumps. (English) Zbl 1341.60061 J. Theor. Probab. 29, No. 2, 617-631 (2016). MSC: 60H15 60G15 60G60 60H05 35R60 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, J. Theor. Probab. 29, No. 2, 617--631 (2016; Zbl 1341.60061) Full Text: DOI
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui Approximation of invariant measures for regime-switching diffusions. (English) Zbl 1342.60087 Potential Anal. 44, No. 4, 707-727 (2016). Reviewer: Max Fathi (Berkeley) MSC: 60H10 60J60 60H35 60J27 65C30 PDFBibTeX XMLCite \textit{J. Bao} et al., Potential Anal. 44, No. 4, 707--727 (2016; Zbl 1342.60087) Full Text: DOI arXiv
Fan, Xiliang; Yuan, Chenggui Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. (English) Zbl 1336.60119 Stat. Probab. Lett. 110, 39-50 (2016). MSC: 60H15 60G22 PDFBibTeX XMLCite \textit{X. Fan} and \textit{C. Yuan}, Stat. Probab. Lett. 110, 39--50 (2016; Zbl 1336.60119) Full Text: DOI
Hu, Ke; Jacob, Niels; Yuan, Chenggui Existence and uniqueness for a class of stochastic time fractional space pseudo-differential equations. (English) Zbl 1381.35260 Fract. Calc. Appl. Anal. 19, No. 1, 56-68 (2016). MSC: 35S05 35R11 33E12 44A10 60H10 PDFBibTeX XMLCite \textit{K. Hu} et al., Fract. Calc. Appl. Anal. 19, No. 1, 56--68 (2016; Zbl 1381.35260) Full Text: DOI
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui Hypercontractivity for functional stochastic partial differential equations. (English) Zbl 1328.60145 Electron. J. Probab. 20, Paper No. 93, 15 p. (2015). MSC: 60H15 60G15 60J60 PDFBibTeX XMLCite \textit{J. Bao} et al., Electron. J. Probab. 20, Paper No. 93, 15 p. (2015; Zbl 1328.60145) Full Text: DOI arXiv
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui Hypercontractivity for functional stochastic differential equations. (English) Zbl 1327.60093 Stochastic Processes Appl. 125, No. 9, 3636-3656 (2015). MSC: 60G17 60G60 60H10 PDFBibTeX XMLCite \textit{J. Bao} et al., Stochastic Processes Appl. 125, No. 9, 3636--3656 (2015; Zbl 1327.60093) Full Text: DOI arXiv
Bao, Jianhai; Yuan, Chenggui Large deviations for neutral functional SDEs with jumps. (English) Zbl 1319.60124 Stochastics 87, No. 1, 48-70 (2015). MSC: 60H10 60F10 60G57 34K50 34K40 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, Stochastics 87, No. 1, 48--70 (2015; Zbl 1319.60124) Full Text: DOI arXiv
Lan, Guangqiang; Yuan, Chenggui Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. (English) Zbl 1319.60128 J. Comput. Appl. Math. 285, 230-242 (2015). MSC: 60H10 60H35 34F05 34K50 34K40 65C30 PDFBibTeX XMLCite \textit{G. Lan} and \textit{C. Yuan}, J. Comput. Appl. Math. 285, 230--242 (2015; Zbl 1319.60128) Full Text: DOI arXiv
Shao, Jinghai; Yuan, Chenggui Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. (English) Zbl 1322.60096 J. Math. Anal. Appl. 425, No. 2, 632-654 (2015). MSC: 60H10 60H07 60J75 60J60 PDFBibTeX XMLCite \textit{J. Shao} and \textit{C. Yuan}, J. Math. Anal. Appl. 425, No. 2, 632--654 (2015; Zbl 1322.60096) Full Text: DOI
Ji, Yanting; Bao, Jianhai; Yuan, Chenggui Convergence of EM Scheme for Neutral Stochastic Differential Delay Equations. arXiv:1511.07703 Preprint, arXiv:1511.07703 [math.PR] (2015). MSC: 65C30 60H10 BibTeX Cite \textit{Y. Ji} et al., ``Convergence of EM Scheme for Neutral Stochastic Differential Delay Equations'', Preprint, arXiv:1511.07703 [math.PR] (2015) Full Text: arXiv OA License
Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations. arXiv:1508.07288 Preprint, arXiv:1508.07288 [math.PR] (2015). MSC: 60H15 60J25 60H30 39B82 BibTeX Cite \textit{J. Bao} et al., ``A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations'', Preprint, arXiv:1508.07288 [math.PR] (2015) Full Text: arXiv OA License
Bao, Jianhai; Yuan, Chenggui Numerical analysis for neutral SPDEs driven by {\(\alpha\)}-stable processes. (English) Zbl 1322.65013 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 17, No. 4, Article ID 1450031, 16 p. (2014). Reviewer: Rózsa Horvàth-Bokor (Budakalász) MSC: 65C30 60H35 60H15 60G52 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 17, No. 4, Article ID 1450031, 16 p. (2014; Zbl 1322.65013) Full Text: DOI
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi Exponential ergodicity for retarded stochastic differential equations. (English) Zbl 1314.60110 Appl. Anal. 93, No. 11, 2330-2349 (2014). MSC: 60H10 60J25 47D07 60H30 39B82 PDFBibTeX XMLCite \textit{J. Bao} et al., Appl. Anal. 93, No. 11, 2330--2349 (2014; Zbl 1314.60110) Full Text: DOI arXiv
Bao, Jianhai; Yuan, Chenggui Numerical approximation of stationary distributions for stochastic partial differential equations. (English) Zbl 1314.60124 J. Appl. Probab. 51, No. 3, 858-873 (2014). MSC: 60H15 60H35 65C30 35K90 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, J. Appl. Probab. 51, No. 3, 858--873 (2014; Zbl 1314.60124) Full Text: DOI arXiv Euclid
Bao, Jianhai; Yin, George; Yuan, Chenggui Ergodicity for functional stochastic differential equations and applications. (English) Zbl 1292.60058 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 98, 66-82 (2014). MSC: 60H10 60H15 60H30 PDFBibTeX XMLCite \textit{J. Bao} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 98, 66--82 (2014; Zbl 1292.60058) Full Text: DOI
Bao, Jianhai; Yuan, Chenggui Long-term behavior of stochastic interest rate models with jumps and memory. (English) Zbl 1284.91558 Insur. Math. Econ. 53, No. 1, 266-272 (2013). MSC: 91G30 60J75 60H30 91B30 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, Insur. Math. Econ. 53, No. 1, 266--272 (2013; Zbl 1284.91558) Full Text: DOI arXiv
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui Bismut formulae and applications for functional SPDEs. (English) Zbl 1281.60058 Bull. Sci. Math. 137, No. 4, 509-522 (2013). MSC: 60H15 47G20 PDFBibTeX XMLCite \textit{J. Bao} et al., Bull. Sci. Math. 137, No. 4, 509--522 (2013; Zbl 1281.60058) Full Text: DOI arXiv
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui Transportation cost inequalities for neutral functional stochastic equations. (English) Zbl 1290.65004 Z. Anal. Anwend. 32, No. 4, 457-475 (2013). Reviewer: Kevin Burrage (Brisbane) MSC: 65C30 60H10 34K50 35R60 60H15 60H35 PDFBibTeX XMLCite \textit{J. Bao} et al., Z. Anal. Anwend. 32, No. 4, 457--475 (2013; Zbl 1290.65004) Full Text: DOI arXiv
Hu, Junhao; Mao, Xuerong; Yuan, Chenggui Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. (English) Zbl 1279.60069 Abstr. Appl. Anal. 2013, Article ID 854743, 12 p. (2013). MSC: 60H10 34K50 34K20 PDFBibTeX XMLCite \textit{J. Hu} et al., Abstr. Appl. Anal. 2013, Article ID 854743, 12 p. (2013; Zbl 1279.60069) Full Text: DOI
Bao, Jianhai; Yuan, Chenggui Convergence rate of EM scheme for SDDEs. (English) Zbl 1277.65006 Proc. Am. Math. Soc. 141, No. 9, 3231-3243 (2013). Reviewer: Abass Sagna (Evry) MSC: 65C30 60H10 65L20 34K50 60J65 60H35 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, Proc. Am. Math. Soc. 141, No. 9, 3231--3243 (2013; Zbl 1277.65006) Full Text: DOI arXiv
Yuan, Chenggui; Bao, Jianhai On the exponential stability of switching-diffusion processes with jumps. (English) Zbl 1274.60209 Q. Appl. Math. 71, No. 2, 311-329 (2013). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60J28 60J60 PDFBibTeX XMLCite \textit{C. Yuan} and \textit{J. Bao}, Q. Appl. Math. 71, No. 2, 311--329 (2013; Zbl 1274.60209) Full Text: DOI arXiv
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui Derivative formula and Harnack inequality for degenerate functional SDEs. (English) Zbl 1262.60052 Stoch. Dyn. 13, No. 1, Paper No. 1250013, 22 p. (2013). MSC: 60H10 47G20 PDFBibTeX XMLCite \textit{J. Bao} et al., Stoch. Dyn. 13, No. 1, Paper No. 1250013, 22 p. (2013; Zbl 1262.60052) Full Text: DOI arXiv
Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. (English) Zbl 1287.60074 Electron. J. Probab. 17, Paper No. 100, 18 p. (2012). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 60J60 47G20 PDFBibTeX XMLCite \textit{J. Shao} et al., Electron. J. Probab. 17, Paper No. 100, 18 p. (2012; Zbl 1287.60074) Full Text: DOI arXiv
Bao, Jianhai; Mao, Xuerong; Yuan, Chenggui Lyapunov exponents of hybrid stochastic heat equations. (English) Zbl 1250.93122 Syst. Control Lett. 61, No. 1, 165-172 (2012). MSC: 93E15 60H15 60J10 60J75 PDFBibTeX XMLCite \textit{J. Bao} et al., Syst. Control Lett. 61, No. 1, 165--172 (2012; Zbl 1250.93122) Full Text: DOI arXiv
Bao, Jianhai; Yuan, Chenggui Stochastic population dynamics driven by Lévy noise. (English) Zbl 1316.92063 J. Math. Anal. Appl. 391, No. 2, 363-375 (2012). MSC: 92D25 60G51 60H10 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, J. Math. Anal. Appl. 391, No. 2, 363--375 (2012; Zbl 1316.92063) Full Text: DOI arXiv
Bao, Jianhai; Yuan, Chenggui Stabilization of partial differential equations by Lévy noise. (English) Zbl 1251.60050 Stochastic Anal. Appl. 30, No. 2, 354-374 (2012). Reviewer: Elisa Alòs (Barcelona) MSC: 60H15 60H30 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, Stochastic Anal. Appl. 30, No. 2, 354--374 (2012; Zbl 1251.60050) Full Text: DOI arXiv
Nguyen, Dung Tien; Mao, Xuerong; Yin, G.; Yuan, Chenggui Stability of singular jump-linear systems with a large state space: A two-time-scale approach. (English) Zbl 1238.93120 ANZIAM J. 52, No. 4, 372-390 (2011). MSC: 93E15 60H10 60J27 60J60 60J75 34E15 93A15 PDFBibTeX XMLCite \textit{D. T. Nguyen} et al., ANZIAM J. 52, No. 4, 372--390 (2011; Zbl 1238.93120) Full Text: DOI
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui Convergence rate of numerical solutions to SFDEs with jumps. (English) Zbl 1236.65005 J. Comput. Appl. Math. 236, No. 2, 119-131 (2011). Reviewer: Grigori N. Milstein (Yekaterinburg) MSC: 65C30 65L20 60H35 34K50 34K28 34F05 60H10 60J65 PDFBibTeX XMLCite \textit{J. Bao} et al., J. Comput. Appl. Math. 236, No. 2, 119--131 (2011; Zbl 1236.65005) Full Text: DOI arXiv
Bao, Jianhai; Yuan, Chenggui Comparison theorem for stochastic differential delay equations with jumps. (English) Zbl 1230.34068 Acta Appl. Math. 116, No. 2, 119-132 (2011). MSC: 34K50 34K12 60H10 PDFBibTeX XMLCite \textit{J. Bao} and \textit{C. Yuan}, Acta Appl. Math. 116, No. 2, 119--132 (2011; Zbl 1230.34068) Full Text: DOI arXiv
Bo, Lijun; Yuan, Chenggui A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. (English) Zbl 1222.60040 Comput. Math. Appl. 61, No. 10, 3010-3016 (2011). MSC: 60H10 93E15 34D20 34F05 PDFBibTeX XMLCite \textit{L. Bo} and \textit{C. Yuan}, Comput. Math. Appl. 61, No. 10, 3010--3016 (2011; Zbl 1222.60040) Full Text: DOI
Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui Competitive Lotka-Volterra population dynamics with jumps. (English) Zbl 1228.93112 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 74, No. 17, 6601-6616 (2011). MSC: 93E03 60J60 60J05 60H10 PDFBibTeX XMLCite \textit{J. Bao} et al., Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 74, No. 17, 6601--6616 (2011; Zbl 1228.93112) Full Text: DOI arXiv
Wang, Feng-Yu; Yuan, Chenggui Harnack inequalities for functional SDEs with multiplicative noise and applications. (English) Zbl 1227.60080 Stochastic Processes Appl. 121, No. 11, 2692-2710 (2011). MSC: 60H10 47G20 PDFBibTeX XMLCite \textit{F.-Y. Wang} and \textit{C. Yuan}, Stochastic Processes Appl. 121, No. 11, 2692--2710 (2011; Zbl 1227.60080) Full Text: DOI
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui Almost sure asymptotic stability of stochastic partial differential equations with jumps. (English) Zbl 1222.60045 SIAM J. Control Optim. 49, No. 2, 771-787 (2011). MSC: 60H15 34K40 93E15 PDFBibTeX XMLCite \textit{J. Bao} et al., SIAM J. Control Optim. 49, No. 2, 771--787 (2011; Zbl 1222.60045) Full Text: DOI
Yin, G.; Mao, Xuerong; Yuan, Chenggui; Cao, Dingzhou Approximation methods for hybrid diffusion systems with state-dependent switching processes: numerical algorithms and existence and uniqueness of solutions. (English) Zbl 1208.65019 SIAM J. Math. Anal. 41, No. 6, 2335-2352 (2010). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H35 65C05 PDFBibTeX XMLCite \textit{G. Yin} et al., SIAM J. Math. Anal. 41, No. 6, 2335--2352 (2010; Zbl 1208.65019) Full Text: DOI Link
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui Stability in distribution of mild solutions to stochastic partial differential equations. (English) Zbl 1195.60087 Proc. Am. Math. Soc. 138, No. 6, 2169-2180 (2010). MSC: 60H15 60H30 PDFBibTeX XMLCite \textit{J. Bao} et al., Proc. Am. Math. Soc. 138, No. 6, 2169--2180 (2010; Zbl 1195.60087) Full Text: DOI
Yuan, Chenggui; Yin, G. Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach. (English) Zbl 1200.93136 J. Math. Anal. Appl. 368, No. 1, 103-119 (2010). Reviewer: Hans Crauel (Frankfurt am Main) MSC: 93E15 34K50 60H30 60J27 PDFBibTeX XMLCite \textit{C. Yuan} and \textit{G. Yin}, J. Math. Anal. Appl. 368, No. 1, 103--119 (2010; Zbl 1200.93136) Full Text: DOI
Hou, Zhenting; Bao, Jianhai; Yuan, Chenggui Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. (English) Zbl 1185.60069 J. Math. Anal. Appl. 366, No. 1, 44-54 (2010). MSC: 60H15 35B35 PDFBibTeX XMLCite \textit{Z. Hou} et al., J. Math. Anal. Appl. 366, No. 1, 44--54 (2010; Zbl 1185.60069) Full Text: DOI
Bao, Jianhai; Mao, Xuerong; Yuan, Chenggui Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations. arXiv:1002.3116 Preprint, arXiv:1002.3116 [math.PR] (2010). MSC: 60H15 34K40 BibTeX Cite \textit{J. Bao} et al., ``Khasminskii-Type Theorem and LaSalle-Type Theorem for Stochastic Evolution Delay Equations'', Preprint, arXiv:1002.3116 [math.PR] (2010) Full Text: arXiv OA License
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. (English) Zbl 1186.60057 Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 465, No. 2107, 2111-2134 (2009). MSC: 60H15 34K30 PDFBibTeX XMLCite \textit{J. Bao} et al., Proc. R. Soc. Lond., Ser. A, Math. Phys. Eng. Sci. 465, No. 2107, 2111--2134 (2009; Zbl 1186.60057) Full Text: DOI Link
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui Stochastic differential delay equations with jumps, under nonlinear growth condition. (English) Zbl 1191.60081 Stochastics 81, No. 6, 571-588 (2009). MSC: 60H35 60H10 34K20 34K50 PDFBibTeX XMLCite \textit{N. Jacob} et al., Stochastics 81, No. 6, 571--588 (2009; Zbl 1191.60081) Full Text: DOI
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui Numerical solutions of stochastic differential delay equations with jumps. (English) Zbl 1168.60356 Stochastic Anal. Appl. 27, No. 4, 825-853 (2009). MSC: 60H35 60H10 34K20 34K50 PDFBibTeX XMLCite \textit{N. Jacob} et al., Stochastic Anal. Appl. 27, No. 4, 825--853 (2009; Zbl 1168.60356) Full Text: DOI
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui Stability in distribution of neutral stochastic differential delay equations with Markovian switching. (English) Zbl 1175.34103 Stat. Probab. Lett. 79, No. 15, 1663-1673 (2009). MSC: 34K50 60H10 34K20 PDFBibTeX XMLCite \textit{J. Bao} et al., Stat. Probab. Lett. 79, No. 15, 1663--1673 (2009; Zbl 1175.34103) Full Text: DOI
Mao, Xuerong; Shen, Yi; Yuan, Chenggui Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. (English) Zbl 1143.60041 Stochastic Processes Appl. 118, No. 8, 1385-1406 (2008). MSC: 60H10 34K20 34K50 93E15 PDFBibTeX XMLCite \textit{X. Mao} et al., Stochastic Processes Appl. 118, No. 8, 1385--1406 (2008; Zbl 1143.60041) Full Text: DOI Link
Yuan, Chenggui; Mao, Xuerong A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. (English) Zbl 1136.60040 Stochastic Anal. Appl. 26, No. 2, 325-333 (2008). MSC: 60H10 65C05 PDFBibTeX XMLCite \textit{C. Yuan} and \textit{X. Mao}, Stochastic Anal. Appl. 26, No. 2, 325--333 (2008; Zbl 1136.60040) Full Text: DOI
Yang, Zhe; Mao, Xuerong; Yuan, Chenggui Comparison theorem of one-dimensional stochastic hybrid delay systems. (English) Zbl 1130.60065 Syst. Control Lett. 57, No. 1, 56-63 (2008). MSC: 60H10 PDFBibTeX XMLCite \textit{Z. Yang} et al., Syst. Control Lett. 57, No. 1, 56--63 (2008; Zbl 1130.60065) Full Text: DOI Link
Wang, Yongtian; Yuan, Chenggui Convergence of the Euler-Maruyama method for stochastic differential equations with respect to semimartingales. (English) Zbl 1148.65007 Appl. Math. Sci., Ruse 1, No. 41-44, 2063-2077 (2007). Reviewer: Jialin Hong (Beijing) MSC: 65C30 60H10 60H35 34F05 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{C. Yuan}, Appl. Math. Sci., Ruse 1, No. 41--44, 2063--2077 (2007; Zbl 1148.65007)
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. (English) Zbl 1144.65005 SIAM J. Numer. Anal. 45, No. 2, 592-609 (2007). Reviewer: Grigori N. Milstein (Ekaterinburg) MSC: 65C30 60H10 60H35 34F05 65L20 65L06 PDFBibTeX XMLCite \textit{D. J. Higham} et al., SIAM J. Numer. Anal. 45, No. 2, 592--609 (2007; Zbl 1144.65005) Full Text: DOI Link
Yuan, Chenggui; Mao, Xuerong A note on numerical solutions of stochastic functional differential equations with Markovian switching. (English) Zbl 1153.34050 Funct. Differ. Equ. 14, No. 2-4, 161-172 (2007). Reviewer: Henri Schurz (Carbondale) MSC: 34K50 60H10 60H35 65C30 34F05 PDFBibTeX XMLCite \textit{C. Yuan} and \textit{X. Mao}, Funct. Differ. Equ. 14, No. 2--4, 161--172 (2007; Zbl 1153.34050)
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. (English) Zbl 1137.65007 Numer. Math. 108, No. 2, 295-325 (2007). Reviewer: Jialin Hong (Beijing) MSC: 65C30 65L20 60H10 60H35 PDFBibTeX XMLCite \textit{D. J. Higham} et al., Numer. Math. 108, No. 2, 295--325 (2007; Zbl 1137.65007) Full Text: DOI
Mao, Xuerong; Yuan, Chenggui; Yin, G. Approximations of Euler-Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions. (English) Zbl 1121.65011 J. Comput. Appl. Math. 205, No. 2, 936-948 (2007). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 60H35 60H10 34F05 60J65 PDFBibTeX XMLCite \textit{X. Mao} et al., J. Comput. Appl. Math. 205, No. 2, 936--948 (2007; Zbl 1121.65011) Full Text: DOI
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. (English) Zbl 1147.60320 J. Appl. Math. Stochastic Anal. 2006, Article ID 80967, 20 p. (2006). MSC: 60H30 60H10 91B28 PDFBibTeX XMLCite \textit{X. Mao} et al., J. Appl. Math. Stochastic Anal. 2006, Article ID 80967, 20 p. (2006; Zbl 1147.60320) Full Text: DOI EuDML
Yuan, Chenggui; Mao, Xuerong Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales. (English) Zbl 1121.60065 Stochastic Anal. Appl. 24, No. 6, 1169-1184 (2006). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H10 34K25 34K50 93D30 PDFBibTeX XMLCite \textit{C. Yuan} and \textit{X. Mao}, Stochastic Anal. Appl. 24, No. 6, 1169--1184 (2006; Zbl 1121.60065) Full Text: DOI
Mao, Xuerong; Yuan, Chenggui Stochastic differential equations with Markovian switching. (English) Zbl 1126.60002 Hackensack, NJ: World Scientific (ISBN 1-86094-701-8/hbk; 978-1-86094-884-8/ebook). xviii, 409 p. (2006). Reviewer: Markus Riedle (Berlin) MSC: 60-02 60H10 60H30 PDFBibTeX XMLCite \textit{X. Mao} and \textit{C. Yuan}, Stochastic differential equations with Markovian switching. Hackensack, NJ: World Scientific (2006; Zbl 1126.60002) Full Text: DOI
Yuan, Chenggui; Glover, William Approximate solutions of stochastic differential delay equations with Markovian switching. (English) Zbl 1098.65005 J. Comput. Appl. Math. 194, No. 2, 207-226 (2006). Reviewer: Dominique Lepingle (Orléans) MSC: 65C30 60H10 60H35 65C40 65L20 60J65 60J22 PDFBibTeX XMLCite \textit{C. Yuan} and \textit{W. Glover}, J. Comput. Appl. Math. 194, No. 2, 207--226 (2006; Zbl 1098.65005) Full Text: DOI
Yuan, Chenggui; Lygeros, John Stabilization of a class of stochastic differential equations with Markovian switching. (English) Zbl 1129.93517 Syst. Control Lett. 54, No. 9, 819-833 (2005). MSC: 93D15 60H10 60J10 93E15 PDFBibTeX XMLCite \textit{C. Yuan} and \textit{J. Lygeros}, Syst. Control Lett. 54, No. 9, 819--833 (2005; Zbl 1129.93517) Full Text: DOI
Yuan, Chenggui Stability in terms of two measures for stochastic differential equations with Markovian switching. (English) Zbl 1125.60056 Stochastic Anal. Appl. 23, No. 6, 1259-1276 (2005). MSC: 60H10 60J27 93E15 PDFBibTeX XMLCite \textit{C. Yuan}, Stochastic Anal. Appl. 23, No. 6, 1259--1276 (2005; Zbl 1125.60056) Full Text: DOI
Yuan, C.; Mao, X. Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. (English) Zbl 1076.65012 J. Difference Equ. Appl. 11, No. 1, 29-48 (2005). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{C. Yuan} and \textit{X. Mao}, J. Difference Equ. Appl. 11, No. 1, 29--48 (2005; Zbl 1076.65012) Full Text: DOI
Mao, Xuerong; Yuan, Chenggui; Yin, G. Numerical method for stationary distribution of stochastic differential equations with Markovian switching. (English) Zbl 1066.65016 J. Comput. Appl. Math. 174, No. 1, 1-27 (2005). Reviewer: Eckhard Platen (Broadway) MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{X. Mao} et al., J. Comput. Appl. Math. 174, No. 1, 1--27 (2005; Zbl 1066.65016) Full Text: DOI
Yuan, Chenggui; Mao, Xuerong Stability in distribution of numerical solutions for stochastic differential equations. (English) Zbl 1071.60062 Stochastic Anal. Appl. 22, No. 5, 1133-1150 (2004). Reviewer: Evelyn Buckwar (Berlin) MSC: 60H35 60H10 60J05 65C30 93D20 PDFBibTeX XMLCite \textit{C. Yuan} and \textit{X. Mao}, Stochastic Anal. Appl. 22, No. 5, 1133--1150 (2004; Zbl 1071.60062) Full Text: DOI