# zbMATH — the first resource for mathematics

## Fei, Weiyin

Compute Distance To:
 Author ID: fei.weiyin Published as: Fei, W.; Fei, Wei Yin; Fei, Wei-Yin; Fei, Wei-yin; Fei, Weiyin
 Documents Indexed: 87 Publications since 1991
all top 5

#### Co-Authors

 20 single-authored 15 Fei, Chen 15 Xia, Dengfeng 13 Mao, Xuerong 9 Liang, Yong 8 Wu, Rangquan 7 Liu, Hongjian 7 Shen, Mingxuan 6 Yan, Litan 4 Deng, Shounian 4 Hu, Liangjian 4 Li, Yu 4 Shi, Xueqin 3 Ding, Derui 3 Li, Juan 3 Liang, Yan 3 Yu, Minxiu 2 Gao, Guiyun 2 Hu, Huimin 2 Liu, Peng 2 Lü, Huiying 2 Pan, Lei 2 Zhu, Yongwang 1 Bao, Pinjuan 1 Cai, Zhenqiu 1 Chen, Chao 1 Chen, Yahao 1 Du, Hongjun 1 Jiang, Kui 1 Ke, Hua 1 Li, Shuai 1 Li, Yunhe 1 Liu, Wei 1 Lu, Qinyun 1 Luo, Xu 1 Lv, Huiying 1 Shao, Shihuang 1 Su, Kai 1 Tang, Shibing 1 Wang, Kunlun 1 Wang, Rujin 1 Wu, Rangqun 1 Zhang, Shuguang 1 Zhang, Wei 1 Zheng, Anman 1 Zhou, Shaofu 1 Zhu, Qiming 1 Zhu, Taotao 1 Zu, Fen
all top 5

#### Serials

 6 Journal of Mathematics. Wuhan University 6 Chinese Journal of Applied Probability and Statistics 5 Applied Mathematics. Series B (English Edition) 5 Chinese Journal of Engineering Mathematics 4 Stochastic Analysis and Applications 4 Journal of Systems Engineering 4 Journal of Nanjing University of Information Science and Technology. Natural Science Edition 3 Information Sciences 3 Systems & Control Letters 3 Mathematica Applicata 3 Journal of University of Science and Technology of China 2 Journal of Computational and Applied Mathematics 2 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Automatica 1 Fuzzy Sets and Systems 1 IEEE Transactions on Automatic Control 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Control and Optimization 1 Cybernetics and Systems 1 Acta Mathematicae Applicatae Sinica 1 Journal of Mathematical Research & Exposition 1 Chinese Annals of Mathematics. Series A 1 Journal of Engineering Mathematics (Xi’an) 1 Applied Numerical Mathematics 1 Journal of Systems Science and Mathematical Sciences 1 Acta Mathematicae Applicatae Sinica. English Series 1 Annals of Differential Equations 1 Applied Mathematics Letters 1 Dynamic Systems and Applications 1 International Journal of Robust and Nonlinear Control 1 Applied Mathematics. Series A (Chinese Edition) 1 Pure and Applied Mathematics 1 Mathematical Problems in Engineering 1 Journal of Anhui Normal University. Natural Science 1 Abstract and Applied Analysis 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Stochastic Models 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Communications on Pure and Applied Analysis 1 Fuzzy Optimization and Decision Making 1 Stochastics 1 Acta Mathematica Sinica. Chinese Series 1 Nonlinear Analysis. Hybrid Systems 1 Communication on Applied Mathematics and Computation 1 Fuzzy Systems and Mathematics 1 Operations Research Transactions 1 Journal of Applied Analysis and Computation 1 Journal of the Operations Research Society of China
all top 5

#### Fields

 57 Probability theory and stochastic processes (60-XX) 49 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Systems theory; control (93-XX) 8 Ordinary differential equations (34-XX) 7 Statistics (62-XX) 6 Operations research, mathematical programming (90-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Numerical analysis (65-XX) 2 Real functions (26-XX) 2 Biology and other natural sciences (92-XX) 1 Mathematical logic and foundations (03-XX) 1 Measure and integration (28-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX)

#### Citations contained in zbMATH Open

38 Publications have been cited 208 times in 129 Documents Cited by Year
Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1129.60063
Fei, Weiyin
2007
Almost sure stability for uncertain differential equation. Zbl 1449.60118
Liu, Hongjian; Ke, Hua; Fei, Weiyin
2014
Delay dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1376.93115
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan
2017
Stability of highly nonlinear neutral stochastic differential delay equations. Zbl 1390.93843
Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Liang, Yong
2018
Optimal consumption and portfolio choice with ambiguity and anticipation. Zbl 1305.91216
Fei, Weiyin
2007
Doob’s stopping theorem for fuzzy (super, sub) martingales with discrete time. Zbl 1020.60035
Fei, Weiyin; Wu, Rangquan; Shao, Shihuang
2003
Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007
Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan
2019
Solutions to BSDEs driven by both standard and fractional Brownian motions. Zbl 1329.60180
Fei, Weiyin; Xia, Dengfeng; Zhang, Shuguang
2013
A generalization of Bihari’s inequality and fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1149.26038
Fei, Weiyin
2007
Doob’s decomposition theorem for fuzzy (super) submartingales. Zbl 1056.60041
Fei, Weiyin; Wu, Rangquan
2004
Structured robust stability and boundedness of nonlinear hybrid delay systems. Zbl 1394.93343
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan
2018
Regularity and stopping theorem for fuzzy martingales with continuous parameters. Zbl 1092.60019
Fei, Weiyin
2005
On solutions to fuzzy stochastic differential equations with local martingales. Zbl 1285.93088
Fei, Weiyin; Liu, Hongjian; Zhang, Wei
2014
On solutions to stochastic set differential equations of Ito type under the non-Lipschitzian condition. Zbl 1306.37053
Fei, Weiyin; Xia, Dengfeng
2013
Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition. Zbl 1255.60093
Fei, Weiyin
2013
Optimal portfolio choice based on $$\alpha$$-MEU under ambiguity. Zbl 1170.91380
Fei, Weiyin
2009
Anticipative portfolio optimization under constraints and a higher interest rate for borrowing. Zbl 1012.91021
Fei, Weiyin; Wu, Rangquan
2002
The truncated EM method for stochastic differential equations with Poisson jumps. Zbl 1426.60070
Deng, Shounian; Fei, Weiyin; Liu, Wei; Mao, Xuerong
2019
On the theory of (dual) projection for fuzzy stochastic processes. Zbl 1072.60029
Fei, Weiyin
2005
Optimization of utility for “larger investor” with anticipation. Zbl 1050.91042
Fei, Weiyin; Wu, Rangquan
2003
Stability equivalence between the stochastic differential delay equations driven by $$G$$-Brownian motion and the Euler-Maruyama method. Zbl 1425.34090
Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong
2019
Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by $$G$$-Brownian motion. Zbl 1438.60071
Fei, Chen; Fei, Wei-yin; Yan, Li-tan
2019
Generalized criteria on delay-dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1410.93135
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan
2019
Optimal consumption and portfolio under inflation and Markovian switching. Zbl 1285.91117
Fei, Weiyin
2013
Optimal investment consumption model with a higher interest rate for borrowing. Zbl 0971.91025
Fei, Weiyin; Wu, Rangquan
2000
Stabilization of highly nonlinear hybrid systems by feedback control based on discrete-time state observations. Zbl 07256402
Fei, Chen; Fei, Weiyin; Mao, Xuerong; Xia, Dengfeng; Yan, Litan
2020
Advances in the truncated Euler-Maruyama method for stochastic differential delay equations. Zbl 07195130
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Xia, Dengfeng
2020
Convergence of the split-step $$\theta$$-method for stochastic age-dependent population equations with Markovian switching and variable delay. Zbl 1415.92147
Deng, Shounian; Fei, Weiyin; Liang, Yong; Mao, Xuerong
2019
Optimal control of Markovian switching systems with applications to portfolio decisions under inflation. Zbl 1340.93210
Fei, Chen; Fei, Weiyin
2015
Study of constrained portfolio model on optimization of utility from terminal wealth. Zbl 1051.91029
Fei, Weiyin
2000
A new sequential design based on the Robbins-Monro procedure. Zbl 0743.62076
Moser, B. K.; Fei, W.
1991
Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions. Zbl 1331.93224
Fei, Weiyin
2014
On existence and uniqueness of solutions to uncertain backward stochastic differential equations. Zbl 1313.60099
Fei, Weiyin
2014
Stochastic set differential equations driven by a local martingale under the non-Lipschitzian condition. Zbl 1299.60064
Fei, Weiyin; Liang, Yong
2013
An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty. Zbl 1289.91109
Fei, Weiyin; Chen, Chao; Liang, Yong
2013
Optimal consumption-leisure, portfolio and retirement selection based on $$\alpha$$-maxmin expected CES utility with ambiguity. Zbl 1289.91147
Fei, Weiyin
2012
Study on the insurer’s solvency ratio model under a jump diffusion process. Zbl 1240.91075
Xia, Dengfeng; Fei, Weiyin; Liu, Hongjian
2011
Optimal consumption choices with anticipation: Methods of martingale. Zbl 0992.91049
Fei, Weiyin; Wu, Rangquan; Zhou, Shaofu
2001
Stabilization of highly nonlinear hybrid systems by feedback control based on discrete-time state observations. Zbl 07256402
Fei, Chen; Fei, Weiyin; Mao, Xuerong; Xia, Dengfeng; Yan, Litan
2020
Advances in the truncated Euler-Maruyama method for stochastic differential delay equations. Zbl 07195130
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Xia, Dengfeng
2020
Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Zbl 1409.45007
Fei, Chen; Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Yan, Litan
2019
The truncated EM method for stochastic differential equations with Poisson jumps. Zbl 1426.60070
Deng, Shounian; Fei, Weiyin; Liu, Wei; Mao, Xuerong
2019
Stability equivalence between the stochastic differential delay equations driven by $$G$$-Brownian motion and the Euler-Maruyama method. Zbl 1425.34090
Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong
2019
Existence and stability of solutions to highly nonlinear stochastic differential delay equations driven by $$G$$-Brownian motion. Zbl 1438.60071
Fei, Chen; Fei, Wei-yin; Yan, Li-tan
2019
Generalized criteria on delay-dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1410.93135
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan
2019
Convergence of the split-step $$\theta$$-method for stochastic age-dependent population equations with Markovian switching and variable delay. Zbl 1415.92147
Deng, Shounian; Fei, Weiyin; Liang, Yong; Mao, Xuerong
2019
Stability of highly nonlinear neutral stochastic differential delay equations. Zbl 1390.93843
Shen, Mingxuan; Fei, Weiyin; Mao, Xuerong; Liang, Yong
2018
Structured robust stability and boundedness of nonlinear hybrid delay systems. Zbl 1394.93343
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan
2018
Delay dependent stability of highly nonlinear hybrid stochastic systems. Zbl 1376.93115
Fei, Weiyin; Hu, Liangjian; Mao, Xuerong; Shen, Mingxuan
2017
Optimal control of Markovian switching systems with applications to portfolio decisions under inflation. Zbl 1340.93210
Fei, Chen; Fei, Weiyin
2015
Almost sure stability for uncertain differential equation. Zbl 1449.60118
Liu, Hongjian; Ke, Hua; Fei, Weiyin
2014
On solutions to fuzzy stochastic differential equations with local martingales. Zbl 1285.93088
Fei, Weiyin; Liu, Hongjian; Zhang, Wei
2014
Optimal control of uncertain stochastic systems with Markovian switching and its applications to portfolio decisions. Zbl 1331.93224
Fei, Weiyin
2014
On existence and uniqueness of solutions to uncertain backward stochastic differential equations. Zbl 1313.60099
Fei, Weiyin
2014
Solutions to BSDEs driven by both standard and fractional Brownian motions. Zbl 1329.60180
Fei, Weiyin; Xia, Dengfeng; Zhang, Shuguang
2013
On solutions to stochastic set differential equations of Ito type under the non-Lipschitzian condition. Zbl 1306.37053
Fei, Weiyin; Xia, Dengfeng
2013
Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition. Zbl 1255.60093
Fei, Weiyin
2013
Optimal consumption and portfolio under inflation and Markovian switching. Zbl 1285.91117
Fei, Weiyin
2013
Stochastic set differential equations driven by a local martingale under the non-Lipschitzian condition. Zbl 1299.60064
Fei, Weiyin; Liang, Yong
2013
An optimal consumption-portfolio and retirement problem with disutility under Knightian uncertainty. Zbl 1289.91109
Fei, Weiyin; Chen, Chao; Liang, Yong
2013
Optimal consumption-leisure, portfolio and retirement selection based on $$\alpha$$-maxmin expected CES utility with ambiguity. Zbl 1289.91147
Fei, Weiyin
2012
Study on the insurer’s solvency ratio model under a jump diffusion process. Zbl 1240.91075
Xia, Dengfeng; Fei, Weiyin; Liu, Hongjian
2011
Optimal portfolio choice based on $$\alpha$$-MEU under ambiguity. Zbl 1170.91380
Fei, Weiyin
2009
Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1129.60063
Fei, Weiyin
2007
Optimal consumption and portfolio choice with ambiguity and anticipation. Zbl 1305.91216
Fei, Weiyin
2007
A generalization of Bihari’s inequality and fuzzy random differential equations with non-Lipschitz coefficients. Zbl 1149.26038
Fei, Weiyin
2007
Regularity and stopping theorem for fuzzy martingales with continuous parameters. Zbl 1092.60019
Fei, Weiyin
2005
On the theory of (dual) projection for fuzzy stochastic processes. Zbl 1072.60029
Fei, Weiyin
2005
Doob’s decomposition theorem for fuzzy (super) submartingales. Zbl 1056.60041
Fei, Weiyin; Wu, Rangquan
2004
Doob’s stopping theorem for fuzzy (super, sub) martingales with discrete time. Zbl 1020.60035
Fei, Weiyin; Wu, Rangquan; Shao, Shihuang
2003
Optimization of utility for “larger investor” with anticipation. Zbl 1050.91042
Fei, Weiyin; Wu, Rangquan
2003
Anticipative portfolio optimization under constraints and a higher interest rate for borrowing. Zbl 1012.91021
Fei, Weiyin; Wu, Rangquan
2002
Optimal consumption choices with anticipation: Methods of martingale. Zbl 0992.91049
Fei, Weiyin; Wu, Rangquan; Zhou, Shaofu
2001
Optimal investment consumption model with a higher interest rate for borrowing. Zbl 0971.91025
Fei, Weiyin; Wu, Rangquan
2000
Study of constrained portfolio model on optimization of utility from terminal wealth. Zbl 1051.91029
Fei, Weiyin
2000
A new sequential design based on the Robbins-Monro procedure. Zbl 0743.62076
Moser, B. K.; Fei, W.
1991
all top 5