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Author ID: yuan.chenggui Recent zbMATH articles by "Yuan, Chenggui"
Published as: Yuan, Chenggui; Yuan, Cheng-gui; Yuan, Cheng Gui; Yuan, C.
Homepage: https://www.swansea.ac.uk/staff/c.yuan/
External Links: MGP · Google Scholar · ResearchGate · dblp · IdRef
Documents Indexed: 165 Publications since 1993, including 2 Books and 21 Additional arXiv Preprints
Reviewing Activity: 1 Review
Co-Authors: 72 Co-Authors with 156 Joint Publications
2,603 Co-Co-Authors
all top 5

Serials

10 Stochastic Analysis and Applications
8 Stochastic Processes and their Applications
7 Journal of Computational and Applied Mathematics
6 Journal of Mathematical Analysis and Applications
5 Systems & Control Letters
4 SIAM Journal on Control and Optimization
4 Hunan Annals of Mathematics
4 Journal of Theoretical Probability
4 Stochastics
3 IEEE Transactions on Automatic Control
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Statistics & Probability Letters
3 Electronic Journal of Probability
3 Discrete and Continuous Dynamical Systems. Series B
3 Advances in Difference Equations
3 Open Mathematics
2 Applied Mathematics and Computation
2 Automatica
2 Proceedings of the American Mathematical Society
2 SIAM Journal on Numerical Analysis
2 Acta Applicandae Mathematicae
2 Numerical Algorithms
2 Fractional Calculus & Applied Analysis
2 Qualitative Theory of Dynamical Systems
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 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 Zeitschrift für Analysis und ihre Anwendungen
1 Insurance Mathematics & Economics
1 Chinese Journal of Applied Probability and Statistics
1 Annals of Differential Equations
1 Journal of Applied Mathematics and Stochastic Analysis
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 Applied Mathematics. Series B (English Edition)
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 Discrete and Continuous Dynamical Systems. Series S
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 Journal of Mathematical Research with Applications
1 SpringerBriefs in Mathematics

Publications by Year

Citations contained in zbMATH Open

121 Publications have been cited 3,318 times in 2,145 Documents Cited by Year
Stochastic differential equations with Markovian switching. Zbl 1126.60002
Mao, Xuerong; Yuan, Chenggui
971
2006
Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112
Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui
210
2011
Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063
Bao, Jianhai; Yuan, Chenggui
160
2012
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Zbl 1040.93069
Yuan, Chenggui; Mao, Xuerong
130
2004
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
124
2007
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. Zbl 1144.65005
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
111
2007
Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541
Yuan, Chenggui; Mao, Xuerong
95
2003
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
92
2008
Stochastic differential delay equations of population dynamics. Zbl 1062.92055
Mao, Xuerong; Yuan, Chenggui; Zou, Jiezhong
90
2005
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
61
2017
Stabilization of a class of stochastic differential equations with Markovian switching. Zbl 1129.93517
Yuan, Chenggui; Lygeros, John
58
2005
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Zbl 1044.65007
Yuan, Chenggui; Mao, Xuerong
57
2004
Stability in distribution of stochastic differential delay equations with Markovian switching. Zbl 1157.60330
Yuan, Chenggui; Zou, Jiezhong; Mao, Xuerong
41
2003
Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Zbl 1175.34103
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
41
2009
Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080
Wang, Feng-Yu; Yuan, Chenggui
37
2011
Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Zbl 1066.65016
Mao, Xuerong; Yuan, Chenggui; Yin, G.
34
2005
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
30
2014
Stability of stochastic delay hybrid systems with jumps. Zbl 1216.93095
Yuan, Chenggui; Mao, Xuerong
30
2010
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.
29
2007
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
27
2009
Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068
Bao, Jianhai; Yuan, Chenggui
26
2011
Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124
Bao, Jianhai; Yuan, Chenggui
25
2015
Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
25
2016
Convergence rate of EM scheme for SDDEs. Zbl 1277.65006
Bao, Jianhai; Yuan, Chenggui
25
2013
Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui
24
2011
Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
21
2013
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Zbl 1147.60320
Mao, Xuerong; Truman, Aubrey; Yuan, Chenggui
21
2006
The numerical invariant measure of stochastic differential equations with Markovian switching. Zbl 1388.60098
Li, Xiaoyue; Ma, Qianlin; Yang, Hongfu; Yuan, Chenggui
20
2018
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
20
2007
Stability in distribution of numerical solutions for stochastic differential equations. Zbl 1071.60062
Yuan, Chenggui; Mao, Xuerong
19
2004
Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. Zbl 1185.60069
Hou, Zhenting; Bao, Jianhai; Yuan, Chenggui
19
2010
Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Zbl 1343.93019
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
18
2015
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
18
2016
Approximate solutions of stochastic differential delay equations with Markovian switching. Zbl 1098.65005
Yuan, Chenggui; Glover, William
18
2006
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
18
2009
Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
18
2010
Exponential stability of the exact solutions and \(\theta\)-EM approximations to neutral SDDEs with Markov switching. Zbl 1319.60128
Lan, Guangqiang; Yuan, Chenggui
17
2015
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
17
2010
Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
17
2009
Bismut formulae and applications for functional SPDEs. Zbl 1281.60058
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
16
2013
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074
Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui
16
2012
Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence. Zbl 1076.65012
Yuan, C.; Mao, X.
16
2005
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
16
2019
A Zvonkin’s transformation for stochastic differential equations with singular drift and applications. Zbl 1491.60092
Zhang, Shao-Qin; Yuan, Chenggui
16
2021
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
15
2019
On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 1482.34170
Chen, Huabin; Yuan, Chenggui
14
2019
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
14
2014
On the exponential stability of switching diffusion processes. Zbl 1365.93432
Yuan, Chenggui; Lygeros, John
14
2005
Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
14
2011
A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040
Yuan, Chenggui; Mao, Xuerong
14
2008
Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065
Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui
13
2019
Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061
Bao, Jianhai; Yuan, Chenggui
12
2016
Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065
Yang, Zhe; Mao, Xuerong; Yuan, Chenggui
12
2008
Distribution dependent SDEs driven by fractional Brownian motions. Zbl 1492.60166
Fan, Xiliang; Huang, Xing; Suo, Yongqiang; Yuan, Chenggui
11
2022
Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
11
2013
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 1490.34082
Zhang, Xiaozhi; Yuan, Chenggui
10
2019
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
10
2017
Delay feedback control for switching diffusion systems based on discrete-time observations. Zbl 1511.93104
Li, Xiaoyue; Mao, Xuerong; Mukama, Denis S.; Yuan, Chenggui
10
2020
Numerical analysis for neutral SPDEs driven by {\(\alpha\)}-stable processes. Zbl 1322.65013
Bao, Jianhai; Yuan, Chenggui
9
2014
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.
9
2010
Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs. Zbl 1478.60103
Suo, Yongqiang; Yuan, Chenggui
9
2021
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010
Tan, Li; Yuan, Chenggui
8
2018
Hypercontractivity for functional stochastic differential equations. Zbl 1327.60093
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
8
2015
On the exponential stability of switching-diffusion processes with jumps. Zbl 1274.60209
Yuan, Chenggui; Bao, Jianhai
8
2013
Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558
Bao, Jianhai; Yuan, Chenggui
8
2013
Ergodicity for neutral type SDEs with infinite length of memory. Zbl 1522.60049
Bao, Jianhai; Wang, Feng-yu; Yuan, Chenggui
8
2020
Hypercontractivity for functional stochastic partial differential equations. Zbl 1328.60145
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
7
2015
Asymptotic stability and boundedness of delay switching diffusions. Zbl 1366.93453
Yuan, Chenggui; Lygeros, John
7
2006
Lyapunov exponents of hybrid stochastic heat equations. Zbl 1250.93122
Bao, Jianhai; Mao, Xuerong; Yuan, Chenggui
7
2012
Limit theorems for additive functionals of path-dependent SDEs. Zbl 1457.60042
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
7
2020
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077
Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Caraballo, Tomás
6
2019
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
6
2018
Numerical approximation of stationary distributions for stochastic partial differential equations. Zbl 1314.60124
Bao, Jianhai; Yuan, Chenggui
6
2014
Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044
Yuan, Chenggui; Mao, Xuerong; Lygeros, John
6
2009
Existence of invariant probability measures for functional McKean-Vlasov SDEs. Zbl 1487.60144
Bao, Jianhai; Scheutzow, Michael; Yuan, Chenggui
6
2022
Stability of regime-switching processes under perturbation of transition rate matrices. Zbl 1427.60166
Shao, Jinghai; Yuan, Chenggui
5
2019
Strong convergence of neutral stochastic functional differential equations with two time-scales. Zbl 1488.60144
Hu, Junhao; Yuan, Chenggui
5
2019
Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002
Ji, Yanting; Yuan, Chenggui
5
2017
Poincaré inequality on the path space of Poisson point processes. Zbl 1280.60029
Wang, Feng-Yu; Yuan, Chenggui
5
2010
Comparison theorem for distribution-dependent neutral SFDEs. Zbl 1468.65008
Huang, Xing; Yuan, Chenggui
5
2021
Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. Zbl 1469.60182
Gao, Shuaibin; Hu, Junhao; Tan, Li; Yuan, Chenggui
5
2021
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. Zbl 1507.60090
Zhang, Shao-Qin; Yuan, Chenggui
5
2021
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
Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138
Ji, Yanting; Song, Qingshuo; Yuan, Chenggui
4
2017
Stability in terms of two measures for stochastic differential equations. Zbl 1047.34064
Yuan, Chenggui
4
2003
Stabilization of partial differential equations by Lévy noise. Zbl 1251.60050
Bao, Jianhai; Yuan, Chenggui
4
2012
Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients. Zbl 07365323
Tan, Li; Yuan, Chenggui
4
2019
Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Zbl 1388.60076
Bao, Jianhai; Song, Qingshuo; Yin, George; Yuan, Chenggui
4
2017
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
3
2015
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
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096
Shao, Jinghai; Yuan, Chenggui
3
2015
Stability in terms of two measures for stochastic differential equations with Markovian switching. Zbl 1125.60056
Yuan, Chenggui
3
2005
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
3
2012
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
Stability of hybrid pantograph stochastic functional differential equations. Zbl 1485.93616
Wu, Hao; Hu, Junhao; Yuan, Chenggui
3
2022
Convergence rates of truncated theta-EM scheme for SDDEs. Zbl 1499.65023
Tan, Li; Yuan, Chenggui
3
2020
Fixed point results for \((\alpha, \eta, \psi, \xi)\)-contractive multi-valued mappings in Menger PM-spaces and their applications. Zbl 1477.54164
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
3
2017
Transportation cost inequalities for SDEs with irregular drifts. Zbl 1485.60057
Suo, Yongqiang; Yuan, Chenggui; Zhang, Shao-Qin
3
2022
Invariant probability measures for path-dependent random diffusions. Zbl 1511.37008
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
3
2023
Invariant probability measures for path-dependent random diffusions. Zbl 1511.37008
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
3
2023
Explicit numerical approximations for McKean-Vlasov neutral stochastic differential delay equations. Zbl 1514.65009
Cui, Yuanping; Li, Xiaoyue; Liu, Yi; Yuan, Chenggui
2
2023
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions. Zbl 1525.60071
Fan, Xiliang; Yu, Ting; Yuan, Chenggui
1
2023
Distribution dependent SDEs driven by fractional Brownian motions. Zbl 1492.60166
Fan, Xiliang; Huang, Xing; Suo, Yongqiang; Yuan, Chenggui
11
2022
Existence of invariant probability measures for functional McKean-Vlasov SDEs. Zbl 1487.60144
Bao, Jianhai; Scheutzow, Michael; Yuan, Chenggui
6
2022
Stability of hybrid pantograph stochastic functional differential equations. Zbl 1485.93616
Wu, Hao; Hu, Junhao; Yuan, Chenggui
3
2022
Transportation cost inequalities for SDEs with irregular drifts. Zbl 1485.60057
Suo, Yongqiang; Yuan, Chenggui; Zhang, Shao-Qin
3
2022
Stabilization of stochastic McKean-Vlasov equations with feedback control based on discrete-time state observation. Zbl 1498.60242
Wu, Hao; Hu, Junhao; Gao, Shuaibin; Yuan, Chenggui
2
2022
Weak convergence of Euler scheme for SDEs with low regular drift. Zbl 1496.65011
Suo, Yongqiang; Yuan, Chenggui; Zhang, Shao-Qin
2
2022
Stability of numerical solution to pantograph stochastic functional differential equations. Zbl 1510.60061
Wu, Hao; Hu, Junhao; Yuan, Chenggui
1
2022
A Zvonkin’s transformation for stochastic differential equations with singular drift and applications. Zbl 1491.60092
Zhang, Shao-Qin; Yuan, Chenggui
16
2021
Central limit theorem and moderate deviation principle for McKean-Vlasov SDEs. Zbl 1478.60103
Suo, Yongqiang; Yuan, Chenggui
9
2021
Comparison theorem for distribution-dependent neutral SFDEs. Zbl 1468.65008
Huang, Xing; Yuan, Chenggui
5
2021
Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. Zbl 1469.60182
Gao, Shuaibin; Hu, Junhao; Tan, Li; Yuan, Chenggui
5
2021
Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. Zbl 1507.60090
Zhang, Shao-Qin; Yuan, Chenggui
5
2021
Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching. Zbl 1475.60110
Zhang, Xiaozhi; Zhu, Zhangsheng; Yuan, Chenggui
2
2021
Averaging principle for a type of Caputo fractional stochastic differential equations. Zbl 1462.34012
Guo, Zhongkai; Hu, Junhao; Yuan, Chenggui
2
2021
Multiple solutions and ground state solutions for a class of generalized Kadomtsev-Petviashvili equation. Zbl 1483.35191
Zhu, Yuting; Chen, Chunfang; Chen, Jianhua; Yuan, Chenggui
1
2021
Delay feedback control for switching diffusion systems based on discrete-time observations. Zbl 1511.93104
Li, Xiaoyue; Mao, Xuerong; Mukama, Denis S.; Yuan, Chenggui
10
2020
Ergodicity for neutral type SDEs with infinite length of memory. Zbl 1522.60049
Bao, Jianhai; Wang, Feng-yu; Yuan, Chenggui
8
2020
Limit theorems for additive functionals of path-dependent SDEs. Zbl 1457.60042
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
7
2020
Convergence rates of truncated theta-EM scheme for SDDEs. Zbl 1499.65023
Tan, Li; Yuan, Chenggui
3
2020
Large deviations for neutral stochastic functional differential equations. Zbl 1434.60079
Suo, Yongqiang; Yuan, Chenggui
1
2020
Convergence rate of Euler-Maruyama scheme for SDEs with Hölder-Dini continuous drifts. Zbl 1433.60072
Bao, Jianhai; Huang, Xing; Yuan, Chenggui
16
2019
Asymptotic log-Harnack inequality and applications for stochastic systems of infinite memory. Zbl 1433.60032
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
15
2019
On the asymptotic behavior for neutral stochastic differential delay equations. Zbl 1482.34170
Chen, Huabin; Yuan, Chenggui
14
2019
Dynamical behaviors of the tumor-immune system in a stochastic environment. Zbl 1439.92065
Li, Xiaoyue; Song, Guoting; Xia, Yang; Yuan, Chenggui
13
2019
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Zbl 1490.34082
Zhang, Xiaozhi; Yuan, Chenggui
10
2019
On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Zbl 1420.60077
Zhang, Tian; Chen, Huabin; Yuan, Chenggui; Caraballo, Tomás
6
2019
Stability of regime-switching processes under perturbation of transition rate matrices. Zbl 1427.60166
Shao, Jinghai; Yuan, Chenggui
5
2019
Strong convergence of neutral stochastic functional differential equations with two time-scales. Zbl 1488.60144
Hu, Junhao; Yuan, Chenggui
5
2019
Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients. Zbl 07365323
Tan, Li; Yuan, Chenggui
4
2019
Numerical solutions of neutral stochastic functional differential equations with Markovian switching. Zbl 1458.65009
Hu, Yuru; Chen, Huabin; Yuan, Chenggui
2
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
20
2018
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Zbl 1427.65010
Tan, Li; Yuan, Chenggui
8
2018
Fixed point results for cyclic contractions in Menger PM-spaces and generalized Menger PM-spaces. Zbl 06859083
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
6
2018
Two-time-scale stochastic partial differential equations driven by \(\alpha\)-stable noises: averaging principles. Zbl 1360.60118
Bao, Jianhai; Yin, George; Yuan, Chenggui
61
2017
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
10
2017
Tamed EM scheme of neutral stochastic differential delay equations. Zbl 1370.65002
Ji, Yanting; Yuan, Chenggui
5
2017
Neutral stochastic differential delay equations with locally monotone coefficients. Zbl 1365.34138
Ji, Yanting; Song, Qingshuo; 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
4
2017
Fixed point results for \((\alpha, \eta, \psi, \xi)\)-contractive multi-valued mappings in Menger PM-spaces and their applications. Zbl 1477.54164
Wu, Zhaoqi; Zhu, Chuanxi; Yuan, Chenggui
3
2017
Controllability of fractional impulsive neutral stochastic functional differential equations via Kuratowski measure of noncompactness. Zbl 1415.93047
Hu, Junhao; Yang, Jiashun; Yuan, Chenggui
1
2017
Approximation of invariant measures for regime-switching diffusions. Zbl 1342.60087
Bao, Jianhai; Shao, Jinghai; Yuan, Chenggui
25
2016
Asymptotic analysis for functional stochastic differential equations. Zbl 06630614
Bao, Jianhai; Yin, George; Yuan, Chenggui
18
2016
Blow-up for stochastic reaction-diffusion equations with jumps. Zbl 1341.60061
Bao, Jianhai; Yuan, Chenggui
12
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
2
2016
Stochastic delay differential equations with jump reflection: invariant measure. Zbl 1352.60082
Bo, Lijun; Yuan, Chenggui
1
2016
Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124
Bao, Jianhai; Yuan, Chenggui
25
2015
Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Zbl 1343.93019
Zhang, Xiaozhi; Zhu, Chuanxi; 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
17
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
Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions. Zbl 1422.93021
Zhang, Xiaozhi; Zhu, Chuanxi; Yuan, Chenggui
3
2015
Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Zbl 1322.60096
Shao, Jinghai; Yuan, Chenggui
3
2015
Ergodicity for functional stochastic differential equations and applications. Zbl 1292.60058
Bao, Jianhai; Yin, George; Yuan, Chenggui
30
2014
Exponential ergodicity for retarded stochastic differential equations. Zbl 1314.60110
Bao, Jianhai; Yin, George; Yuan, Chenggui; Wang, Le Yi
14
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
6
2014
Convergence rate of EM scheme for SDDEs. Zbl 1277.65006
Bao, Jianhai; Yuan, Chenggui
25
2013
Transportation cost inequalities for neutral functional stochastic equations. Zbl 1290.65004
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
21
2013
Bismut formulae and applications for functional SPDEs. Zbl 1281.60058
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
16
2013
Derivative formula and Harnack inequality for degenerate functional SDEs. Zbl 1262.60052
Bao, Jianhai; Wang, Feng-Yu; Yuan, Chenggui
11
2013
On the exponential stability of switching-diffusion processes with jumps. Zbl 1274.60209
Yuan, Chenggui; Bao, Jianhai
8
2013
Long-term behavior of stochastic interest rate models with jumps and memory. Zbl 1284.91558
Bao, Jianhai; Yuan, Chenggui
8
2013
Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Zbl 1279.60069
Hu, Junhao; Mao, Xuerong; Yuan, Chenggui
2
2013
Stochastic population dynamics driven by Lévy noise. Zbl 1316.92063
Bao, Jianhai; Yuan, Chenggui
160
2012
Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Zbl 1287.60074
Shao, Jinghai; Wang, Feng-Yu; Yuan, Chenggui
16
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
3
2012
Competitive Lotka-Volterra population dynamics with jumps. Zbl 1228.93112
Bao, Jianhai; Mao, Xuerong; Yin, Geroge; Yuan, Chenggui
210
2011
Harnack inequalities for functional SDEs with multiplicative noise and applications. Zbl 1227.60080
Wang, Feng-Yu; Yuan, Chenggui
37
2011
Comparison theorem for stochastic differential delay equations with jumps. Zbl 1230.34068
Bao, Jianhai; Yuan, Chenggui
26
2011
Convergence rate of numerical solutions to SFDEs with jumps. Zbl 1236.65005
Bao, Jianhai; Böttcher, Björn; Mao, Xuerong; Yuan, Chenggui
24
2011
Almost sure asymptotic stability of stochastic partial differential equations with jumps. Zbl 1222.60045
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
14
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
30
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
19
2010
Stability in distribution of mild solutions to stochastic partial differential equations. Zbl 1195.60087
Bao, Jianhai; Hou, Zhenting; Yuan, Chenggui
18
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
17
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.
9
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
41
2009
Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Zbl 1186.60057
Bao, Jianhai; Truman, Aubrey; Yuan, Chenggui
27
2009
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
18
2009
Numerical solutions of stochastic differential delay equations with jumps. Zbl 1168.60356
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
17
2009
Stochastic hybrid delay population dynamics: well-posed models and extinction. Zbl 1155.92044
Yuan, Chenggui; Mao, Xuerong; Lygeros, John
6
2009
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041
Mao, Xuerong; Shen, Yi; Yuan, Chenggui
92
2008
A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Zbl 1136.60040
Yuan, Chenggui; Mao, Xuerong
14
2008
Comparison theorem of one-dimensional stochastic hybrid delay systems. Zbl 1130.60065
Yang, Zhe; Mao, Xuerong; Yuan, Chenggui
12
2008
Stabilization and destabilization of hybrid systems of stochastic differential equations. Zbl 1111.93082
Mao, Xuerong; Yin, G. George; Yuan, Chenggui
124
2007
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. Zbl 1144.65005
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
111
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.
29
2007
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Zbl 1137.65007
Higham, Desmond J.; Mao, Xuerong; Yuan, Chenggui
20
2007
Convergence of the Euler-Maruyama method for stochastic differential equations with respect to semimartingales. Zbl 1148.65007
Wang, Yongtian; Yuan, Chenggui
1
2007
A note on numerical solutions of stochastic functional differential equations with Markovian switching. Zbl 1153.34050
Yuan, Chenggui; Mao, Xuerong
1
2007
...and 21 more Documents
all top 5

Cited by 2,349 Authors

130 Mao, Xuerong
73 Yuan, Chenggui
62 Wu, Fuke
60 Yin, George Gang
57 Liu, Meng
55 Jiang, Daqing
50 Wang, Ke
45 Zhu, Quanxin
37 Wang, Feng-Yu
32 Xi, Fubao
31 Deng, Feiqi
30 Bao, Jianhai
29 Li, Xiaoyue
28 Liu, Qun
27 Shao, Jinghai
26 Hu, Liangjian
26 Liu, Wei
25 Hayat, Tasawar
25 Su, Huan
24 Huang, Xing
24 Li, Wenxue
23 Cao, Jinde
23 Hu, Junhao
22 Zhang, Weihai
21 Shen, Yi
20 Zhou, Wuneng
19 Li, Zhi
19 Mao, Wei
19 Song, Minghui
18 Fei, Weiyin
18 Zhu, Chao
17 Kao, Yonggui
17 Liu, Lei
17 Tran, Ky Quan
17 Yin, Gang George
16 Hu, Guixin
16 Meng, Xinzhu
16 Nguyen, Dang Hai
16 Tong, Jinying
16 Zhang, Qimin
16 Zhang, Zhenzhong
15 Lu, Chun
15 Yuan, Sanling
15 Zhang, Xinhong
15 Zou, Xiaoling
14 Al-saedi, Ahmed Eid Salem
14 Yan, Litan
13 Chen, Huabin
13 Ding, Xiaohua
13 Fei, Chen
13 Huang, Chengming
13 Nguyen, Son Luu
13 Shen, Guangjun
13 Wang, Pengfei
13 Xu, Liping
13 Zhang, Chunmei
12 Feng, Lichao
12 Guo, Qian
12 Jiang, Feng
12 Liu, Mingzhu
12 Nguyen Huu Du
12 O’Regan, Donal
12 Yang, Hua
11 Deng, Meiling
11 Fang, Jian’an
11 Gao, Shuaibin
11 Lu, Jianqiu
11 Ren, Yong
11 Wang, Sheng
11 Wang, Zidong
11 Xu, Yong
11 Zhang, Qingling
11 Zong, Xiaofeng
10 Caraballo Garrido, Tomás
10 Fan, Xiliang
10 Lan, Guangqiang
10 Milošević, Marija
10 Pei, Bin
10 Wang, Linshan
10 Yang, Hongfu
10 Yang, Jun
10 You, Surong
10 Zhang, Shaoqin
10 Zhang, Tonghua
10 Zhou, Shaobo
10 Zhu, Min
10 Zu, Li
9 Bai, Chuanzhi
9 Feng, Jiqiang
9 Hu, Shigeng
9 Jiang, Yanan
9 Li, Guangjie
9 Li, Shihu
9 Li, Wuquan
9 Li, Yuyuan
9 Liu, Chao
9 Liu, Wei
9 Liu, Xinzhi
9 Shen, Mingxuan
9 Sun, Xiaobin
...and 2,249 more Authors
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Cited in 244 Serials

116 Applied Mathematics and Computation
81 Advances in Difference Equations
74 Journal of the Franklin Institute
70 Nonlinear Analysis. Hybrid Systems
64 Physica A
64 Communications in Nonlinear Science and Numerical Simulation
63 Journal of Computational and Applied Mathematics
62 Journal of Mathematical Analysis and Applications
59 Discrete and Continuous Dynamical Systems. Series B
57 Systems & Control Letters
56 Automatica
48 Stochastic Analysis and Applications
43 Mathematical Problems in Engineering
43 Abstract and Applied Analysis
40 Statistics & Probability Letters
36 International Journal of Control
35 Journal of Differential Equations
34 Stochastic Processes and their Applications
29 SIAM Journal on Control and Optimization
29 International Journal of Robust and Nonlinear Control
28 International Journal of Systems Science. Principles and Applications of Systems and Integration
27 Chaos, Solitons and Fractals
27 Applied Mathematics Letters
25 Stochastics and Dynamics
23 International Journal of Biomathematics
21 Nonlinear Dynamics
21 Discrete Dynamics in Nature and Society
19 Applied Mathematical Modelling
19 Stochastics
18 Mathematical Methods in the Applied Sciences
18 Journal of Applied Mathematics and Computing
17 Mathematics and Computers in Simulation
17 Applied Numerical Mathematics
17 Journal of Inequalities and Applications
15 Asian Journal of Control
14 Applied Mathematics and Optimization
14 Complexity
14 Frontiers of Mathematics in China
14 Discrete and Continuous Dynamical Systems. Series S
13 Filomat
13 Journal of Nonlinear Science and Applications
12 Neural Networks
11 Applicable Analysis
11 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
11 Numerical Algorithms
11 Potential Analysis
11 Communications on Pure and Applied Analysis
11 Mathematical Biosciences and Engineering
11 Journal of Applied Analysis and Computation
10 Journal of Theoretical Probability
10 International Journal of Computer Mathematics
10 Journal of Nonlinear Science
10 Methodology and Computing in Applied Probability
10 Qualitative Theory of Dynamical Systems
10 Journal of Applied Mathematics
9 International Journal of Systems Science
9 Information Sciences
9 Discrete and Continuous Dynamical Systems
9 Journal of Systems Science and Complexity
9 Science China. Mathematics
8 Journal of Difference Equations and Applications
8 Electronic Journal of Probability
8 Bernoulli
7 Computers & Mathematics with Applications
7 Journal of Applied Probability
7 Fractional Calculus & Applied Analysis
7 Journal of Biological Dynamics
6 Journal of Statistical Physics
6 BIT
6 SIAM Journal on Numerical Analysis
6 Acta Applicandae Mathematicae
6 Journal of Biological Systems
6 Bulletin of the Malaysian Mathematical Sciences Society. Second Series
6 Mathematical Control and Related Fields
5 Journal of Mathematical Biology
5 Acta Mathematicae Applicatae Sinica. English Series
5 The Annals of Applied Probability
5 European Journal of Control
5 Acta Mathematica Sinica. English Series
5 Nonlinear Analysis. Real World Applications
5 Journal of Evolution Equations
5 Stochastic Models
5 IET Control Theory & Applications
5 Journal of Theoretical Biology
5 Computational Methods for Differential Equations
5 Open Mathematics
5 AIMS Mathematics
4 ZAMP. Zeitschrift für angewandte Mathematik und Physik
4 Calcolo
4 Fuzzy Sets and Systems
4 Journal of Optimization Theory and Applications
4 Optimal Control Applications & Methods
4 Mathematical and Computer Modelling
4 International Journal of Adaptive Control and Signal Processing
4 Communications in Statistics. Theory and Methods
4 SIAM Journal on Mathematical Analysis
4 Journal of Dynamics and Differential Equations
4 Electronic Journal of Differential Equations (EJDE)
4 Computational and Applied Mathematics
4 Random Operators and Stochastic Equations
...and 144 more Serials
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Cited in 35 Fields

1,514 Probability theory and stochastic processes (60-XX)
747 Systems theory; control (93-XX)
656 Ordinary differential equations (34-XX)
532 Biology and other natural sciences (92-XX)
316 Numerical analysis (65-XX)
135 Dynamical systems and ergodic theory (37-XX)
124 Partial differential equations (35-XX)
67 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
35 Statistical mechanics, structure of matter (82-XX)
34 Operator theory (47-XX)
32 Calculus of variations and optimal control; optimization (49-XX)
32 Operations research, mathematical programming (90-XX)
28 Statistics (62-XX)
26 Mechanics of particles and systems (70-XX)
19 Computer science (68-XX)
18 Difference and functional equations (39-XX)
18 Integral equations (45-XX)
13 Combinatorics (05-XX)
12 Fluid mechanics (76-XX)
10 Information and communication theory, circuits (94-XX)
8 Linear and multilinear algebra; matrix theory (15-XX)
8 Real functions (26-XX)
8 Global analysis, analysis on manifolds (58-XX)
6 General topology (54-XX)
4 Approximations and expansions (41-XX)
4 Geophysics (86-XX)
3 Special functions (33-XX)
3 Functional analysis (46-XX)
2 Harmonic analysis on Euclidean spaces (42-XX)
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1 Measure and integration (28-XX)
1 Abstract harmonic analysis (43-XX)
1 Integral transforms, operational calculus (44-XX)
1 Mechanics of deformable solids (74-XX)

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