W. Fei

发表

On solutions to fuzzy stochastic differential equations with local martingales

Wei Zhang, Weiyin Fei, Hongjian Liu, 2014, Syst. Control. Lett..

Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition

W. Fei, 2013 .

Doob's Decomposition Theorem for Fuzzy (Super) Submartingales

W. Fei, Rangquan Wu, 2004 .

On the Theory of (Dual) Projection for Fuzzy Stochastic Processes

W. Fei, 2005 .

On solutions to stochastic set differential equations of It^o type under the non-Lipschitzian condition

W. Fei, D. Xia, 2013 .

Optimal reinsurance and investment for an insurer with the jump diffusion risk model in A-C case

W. Fei, D. Xia, Weijie Yuan, 2019, Systems Science & Control Engineering.

On existence and uniqueness of solutions to uncertain backward stochastic differential equations

W. Fei, 2014, 1401.7403.

Stability of highly nonlinear hybrid stochastic integro-differential delay equations

X. Mao, W. Fei, Mingxuan Shen, 2019, Nonlinear Analysis: Hybrid Systems.

STABILITY ANALYSIS OF HIGHLY NONLINEAR HYBRID MULTIPLE-DELAY STOCHASTIC DIFFERENTIAL EQUATIONS

X. Mao, W. Fei, Mingxuan Shen, 2019, Journal of Applied Analysis & Computation.

Optimal stochastic control and optimal consumption and portfolio with G-Brownian motion

W. Fei, Chen Fei, 2013, 1309.0209.

Exponential Stability of Highly Nonlinear Neutral Pantograph Stochastic Differential Equations

X. Mao, W. Fei, Mingxuan Shen, 2018, Asian Journal of Control.

Anticipative portfolio optimization under constraints and a higher interest rate for borrowing

Weiyin Fei, Rangquan Wu, W. Fei, 2002 .

N A ] 2 9 M ay 2 01 8 The truncated EM method for stochastic di ff erential equations with Poisson jumps

X. Mao, W. Fei, Wei Liu, 2018 .

Optimal consumption-leisure, portfolio and retirement selection based on α-maxmin expected CES utility with ambiguity

W. Fei, 2012 .

On exponential stability for stochastic differential equations disturbed by G-Brownian motion

W. Fei, Chen Fei, 2013, 1311.7311.

Existence and Uniqueness of Solution for Uncertain Dierential Equations with Non-Lipschitz Coecients

W. Fei, Hongjian Liu, Yong Liang, 2010 .

Existence and Uniqueness of Solution for Uncertain Differential Equations with Non-Lipschitz Coefficients

W. Fei, Hongjian Liu, 2010 .

Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching

X. Mao, W. Fei, Mingxuan Shen, 2022, Inf. Sci..

Boundedness and stability of highly nonlinear hybrid neutral stochastic systems with multiple delays

Chen Fei, Weiyin Fei, Xuerong Mao, 2019, Science China Information Sciences.

Delay-dependent Asymptotic Stability of Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion

X. Mao, W. Fei, Chen Fei, 2020, J. Frankl. Inst..

Solutions to BSDEs driven by both standard and fractional Brownian motions

W. Fei, D. Xia, Shuguang Zhang, 2013 .

On uniqueness and existence of solutions to stochastic set-valued differential equations with fractional Brownian motions

W. Fei, Yong Liang, Jialu Zhu, 2020 .

Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation

X. Mao, W. Fei, Chen Fei, 2018, Physica A: Statistical Mechanics and its Applications.

Stabilisation of highly non‐linear continuous‐time hybrid stochastic differential delay equations by discrete‐time feedback control

X. Mao, W. Fei, Chen Fei, 2020, IET Control Theory & Applications.

Optimal consumption and portfolio under inflation and Markovian switching

W. Fei, 2013 .

OPTIMAL CONTROL OF MARKOVIAN SWITCHING SYSTEMS WITH APPLICATIONS TO PORTFOLIO DECISIONS UNDER INFLATION

W. Fei, Chen Fei, 2015 .

Non-explosion of solutions to fuzzy stochastic differential equations with non- Lipschitz coefficients

W. Fei, Hongjian Liu, Dandan He, 2013, ICIST 2013.

Properties of Solutions to Stochastic Set Differential Equations under Non-Lipschitzian Coefficients

W. Fei, Chen Fei, Yunhe Li, 2014 .

Estimating the shareholder’s terminal payoff based on insurer’s solvency ratio in mixed fractional Brownian market

W. Fei, Hongjian Liu, D. Xia, 2015 .

ADVANCES IN THE TRUNCATED EULER–MARUYAMA METHOD FOR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS Dedicated to Prof. Dr. Tomás Caraballo’s 60th birthday

X. Mao, W. Fei, HU L.J., 2020 .

Study on the model of an insurer’s solvency ratio in Markov-modulated Brownian markets

W. Fei, D. Xia, Yong Liang, 2011 .

WITHDRAWN: Existence of solutions to stochastic set differential equations driven by local martingales

W. Fei, Hongjian Liu, 2012 .

Stability of stochastic Hopfield neural networks driven by G-Brownian motion with time-varying and distributed delays

W. Fei, Chen Fei, Fanhong Zhang, 2022, Neurocomputing.

Solutions to BSDEs driven by both standard and fractional Brownian motions

W. Fei, D. Xia, Shu-guang Zhang, 2013, Acta Mathematicae Applicatae Sinica, English Series.

Convergence of the split-step θ-method for stochastic age-dependent population equations with Markovian switching and variable delay

Xuerong Mao, Weiyin Fei, Shounian Deng, 2019, Applied Numerical Mathematics.

Optimal Contract for the Principal-Agent Under Knightian Uncertainty

W. Fei, Chen Fei, Kun Wang, 2020, Journal of the Operations Research Society of China.

Doob's stopping theorem for fuzzy (super, sub) martingales with discrete time

Weiyin Fei, Shihuang Shao, Rangquan Wu, 2003, Fuzzy Sets Syst..

A Generalization of Bihari's inequality and Fuzzy Random Differential Equations with Non-Lipschitz Coefficients

Weiyin Fei, W. Fei, 2007, Int. J. Uncertain. Fuzziness Knowl. Based Syst..

Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients

Weiyin Fei, W. Fei, 2007, Inf. Sci..

Structured Robust Stability and Boundedness of Nonlinear Hybrid Delay Systems

Liangjian Hu, Xuerong Mao, Weiyin Fei, 2018, SIAM J. Control. Optim..

Stability of highly nonlinear neutral stochastic differential delay equations

Xuerong Mao, Yong Liang, Weiyin Fei, 2018, Syst. Control. Lett..

Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay

Xuerong Mao, Weiyin Fei, Chen Fei, 2021 .

Stability equivalence between the stochastic differential delay equations driven by G-Brownian motion and the Euler-Maruyama method

Xuerong Mao, Weiyin Fei, Chen Fei, 2019, Appl. Math. Lett..

Optimal Portfolio Choice Based on α-MEU Under Ambiguity

W. Fei, 2009 .

Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations

Chen Fei, Weiyin Fei, Xuerong Mao, 2020, IEEE Transactions on Automatic Control.

Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations

Xuerong Mao, Zhenyu Lu, Junhao Hu, 2019, Syst. Control. Lett..

On finite-horizon H∞ state estimation for discrete-time delayed memristive neural networks under stochastic communication protocol

Fuad E. Alsaadi, Zidong Wang, Weiyin Fei, 2020, Inf. Sci..

H∞ and l2-l∞ state estimation for delayed memristive neural networks on finite horizon: The Round-Robin protocol

Zidong Wang, Hongjian Liu, Jiahui Li, 2020, Neural Networks.

Delay dependent stability of highly nonlinear hybrid stochastic systems

Liangjian Hu, Xuerong Mao, Weiyin Fei, 2017, Autom..

Almost sure stability for uncertain differential equation

Hua Ke, Weiyin Fei, Hongjian Liu, 2014, Fuzzy Optimization and Decision Making.

Almost sure stability for uncertain differential equation

W. Fei, Hua Ke, Hongjian Liu, 2014, Fuzzy Optimization and Decision Making.

Mixed Fractional Heat Equation Driven by Fractional Brownian Sheet and Lévy Process

W. Fei, D. Xia, Litan Yan, 2017 .

On State Estimation for Discrete Time-Delayed Memristive Neural Networks Under the WTOD Protocol: A Resilient Set-Membership Approach

Hongli Dong, Weiyin Fei, Hongjian Liu, 2021, IEEE Transactions on Systems, Man, and Cybernetics: Systems.

The truncated EM method for stochastic differential equations with Poisson jumps

Wei Liu, Xuerong Mao, Weiyin Fei, 2018, J. Comput. Appl. Math..

A study on optimal consumption and portfolio with labour income under inflation

W. Fei, Mingxuan Shen, Fanhong Zhang, 2019, Systems Science & Control Engineering.

Optimal consumption and portfolio choice with ambiguity and anticipation

Weiyin Fei, W. Fei, 2007, Inf. Sci..

Asymptotic Stability in Distribution of Highly Nonlinear Stochastic Differential Equations with G-Brownian Motion

X. Mao, W. Fei, Chen Fei, 2023, Qualitative Theory of Dynamical Systems.

A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion

X. Mao, W. Fei, Chen Fei, 2022, Appl. Math. Lett..

A Stabilization Analysis for Highly Nonlinear Neutral Stochastic Delay Hybrid Systems with Superlinearly Growing Jump Coefficients by Variable-Delay Feedback Control

W. Fei, Mingxuan Shen, Chen Fei, 2023, Journal of the Franklin Institute.

On LaSalle-type theorems for fuzzy differential delay equations

Derui Ding, W. Fei, Hongjian Liu, 2010, 2010 International Conference on Computer Application and System Modeling (ICCASM 2010).

Delay feedback stabilisation of stochastic differential equations driven by G-Brownian motion

Weiyin Fei, Shounian Deng, Yuyuan Li, 2021, Int. J. Control.

The truncated EM method for stochastic differential delay equations with variable delay pdf

Xuerong Mao, Weiyin Fei, Shounian Deng, 2021, ArXiv.

Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients

Xuerong Mao, Weiyin Fei, Shounian Deng, 2021, J. Comput. Appl. Math..

Feedback delay control of highly nonlinear stochastic functional differential equations with discrete‐time state observations

X. Mao, W. Fei, Yong Liang, 2021, Mathematical Methods in the Applied Sciences.

Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations

X. Mao, W. Fei, Mingxuan Shen, 2022, International Journal of Robust and Nonlinear Control.

Fei, Weiyin and Hu, Liangjian and Mao, Xuerong and Shen, Mingxuan (2018) Structured robust stability and boundedness of nonlinear hybrid

X. Mao, W. Fei, Liangjian Hu, 2018 .

On Small Time Large Deviation Principle for Diffusion Processes on Hilbert Spaces under Non-Lipschitzian Condition

W. Fei, 2011 .

Research on investment incorporating both environmental performance and long (short) term financial performance of firms

W. Fei, Chen Fei, Liang Li, 2023, Int. J. Syst. Sci..

Resilient H∞ State Estimation for Discrete-Time Stochastic Delayed Memristive Neural Networks: A Dynamic Event-Triggered Mechanism

Zidong Wang, Weiyin Fei, Hongjian Liu, 2020, IEEE Transactions on Cybernetics.

An Application of the Forward Integral to an Insider's Optimal Portfolio with the Dividend

Yong Liang, Weiyin Fei, Dengfeng Xia, 2011, NL-MUA.

Agent’s Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model

W. Fei, Xiaoguang Yang, Chen Fei, 2021, Journal of Systems Science and Complexity.

Neutral uncertain delay differential equations

Weiyin Fei, Hongjian Liu, W. Fei, 2012 .