Chenggui Yuan

发表

Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift

Li Tan, Chenggui Yuan, C. Yuan, 2016, Appl. Math. Comput..

Incorporating trait-based mechanisms, alternative interaction modes and forbidden links increases the minimum dimensionality of ecological networks

Lynne Boddy, Mike S. Fowler, Chenggui Yuan, 2019 .

Convergence rate of numerical solutions to SFDEs with jumps

Xuerong Mao, Björn Böttcher, Chenggui Yuan, 2011, J. Comput. Appl. Math..

Stabilization and destabilization of hybrid systems of stochastic differential equations

Gang George Yin, Xuerong Mao, Chenggui Yuan, 2007, Autom..

Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

Desmond J. Higham, Xuerong Mao, Chenggui Yuan, 2007, SIAM J. Numer. Anal..

Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching

Xuerong Mao, Chenggui Yuan, 2004, Math. Comput. Simul..

Tamed EM scheme of neutral stochastic differential delay equations

Chenggui Yuan, Yanting Ji, C. Yuan, 2016, J. Comput. Appl. Math..

Strong convergence rate of truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps pdf

Li Tan, Chenggui Yuan, Shuaibin Gao, 2020, Frontiers of Mathematics in China.

Comparison theorem of one-dimensional stochastic hybrid delay systems

Zhe Yang, Xuerong Mao, Chenggui Yuan, 2008, Syst. Control. Lett..

Stability in distribution of stochastic differential delay equations with Markovian switching

Xuerong Mao, Chenggui Yuan, Jiezhong Zou, 2003, Syst. Control. Lett..

The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching

Xiaoyue Li, Chenggui Yuan, Hongfu Yang, 2018, SIAM J. Numer. Anal..

Stabilization of a class of stochastic differential equations with Markovian switching

John Lygeros, Chenggui Yuan, J. Lygeros, 2005, Syst. Control. Lett..

On the exponential stability of switching diffusion processes

John Lygeros, Chenggui Yuan, J. Lygeros, 2005, IEEE Transactions on Automatic Control.

Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations

Chenggui Yuan, Jianhai Bao, C. Yuan, 2014, Journal of Applied Probability.

Asymptotic stability and boundedness of delay switching diffusions

John Lygeros, Chenggui Yuan, J. Lygeros, 2004, IEEE Transactions on Automatic Control.

Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps

Chenggui Yuan, Jianhai Bao, Aubrey Truman, 2011, SIAM J. Control. Optim..

Robust stability and controllability of stochastic differential delay equations with Markovian switching

Xuerong Mao, Chenggui Yuan, X. Mao, 2004, Autom..

Stability of Stochastic Delay Hybrid Systems with Jumps

Xuerong Mao, Chenggui Yuan, C. Yuan, 2010, Eur. J. Control.

Author's Personal Copy Computers and Mathematics with Applications a Note on Stability in Distribution of Markov-modulated Stochastic Differential Equations with Reflection

Lijun Bo, Chenggui Yuan, C. Yuan, 2022 .

Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations

Desmond J. Higham, Xuerong Mao, Chenggui Yuan, 2007, Numerische Mathematik.

Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions

Gang George Yin, Xuerong Mao, Dingzhou Cao, 2010, SIAM J. Math. Anal..

Stochastic Hybrid Delay Population Dynamics

John Lygeros, Xuerong Mao, Chenggui Yuan, 2006, HSCC.

On the Asymptotic Behavior for Neutral Stochastic Differential Delay Equations

Huabin Chen, Chenggui Yuan, C. Yuan, 2019, IEEE Transactions on Automatic Control.

Asymptotic Stability and Boundedness of Delay Switching Diffusions

John Lygeros, Chenggui Yuan, 2004, HSCC.

Author response for "Incorporating alternative interaction modes, forbidden links and trait‐based mechanisms increases the minimum trait dimensionality of ecological networks"

Lynne Boddy, Mike S. Fowler, Chenggui Yuan, 2020 .

Exponential stability of the exact solutions and θ-EM approximations to neutral SDDEs with Markov switching

Guangqiang Lan, Chenggui Yuan, 2015, J. Comput. Appl. Math..

Stochastic Interval Systems with Markovian Switching

Xuerong Mao, Chenggui Yuan, X. Mao, 2006 .

Lyapunov exponents of hybrid stochastic heat equations

Xuerong Mao, Chenggui Yuan, Jianhai Bao, 2011, Syst. Control. Lett..

A Zvonkin's transformation for stochastic differential equations with singular drift and applications

Chenggui Yuan, Shao-Qin Zhang, C. Yuan, 2021 .

Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation

Chenggui Yuan, Hao Wu, Junhao Hu, 2021, SIAM J. Control. Optim..

Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations

Chenggui Yuan, Hao Wu, Junhao Hu, 2021 .

Existence of invariant probability measures for functional McKean-Vlasov SDEs

Michael Scheutzow, Chenggui Yuan, Jianhai Bao, 2021, Electronic Journal of Probability.

Estimate of Heat Kernel for Euler-Maruyama Scheme of SDEs Driven by {\alpha}-Stable Noise and Applications

Chenggui Yuan, Xing Huang, Yongqiang Suo, 2021 .

Explicit Numerical Approximations for McKean-Vlasov Neutral Stochastic Differential Delay Equations

Xiaoyue Li, Chenggui Yuan, Yi Liu, 2021 .

Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation

Chenggui Yuan, Shao-Qin Zhang, 2021, Proceedings of the Royal Society of Edinburgh: Section A Mathematics.

Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion

Chenggui Yuan, Fen-Fen Yang, 2021 .

Distribution dependent SDEs driven by fractional Brownian motions

Chenggui Yuan, Xiliang Fan, Yongqiang Suo, 2021, Stochastic Processes and their Applications.

Stability of hybrid pantograph stochastic functional differential equations

Hao Wu, Chenggui Yuan, Junhao Hu, 2021, Syst. Control. Lett..

Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs

Chenggui Yuan, Yongqiang Suo, C. Yuan, 2021, Acta Applicandae Mathematicae.

A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions

Chenggui Yuan, Li Tan, C. Yuan, 2018, Int. J. Comput. Math..

The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations pdf

Chenggui Yuan, Yue Wu, C. Yuan, 2021, Journal of theoretical probability.

Weak convergence of Euler scheme for SDEs with low regular drift

Chenggui Yuan, Yongqiang Suo, Shao-Qin Zhang, 2021, Numerical Algorithms.

Stabilization of Partial Differential Equations by Lévy Noise

Chenggui Yuan, Jianhai Bao, C. Yuan, 2011, 1104.2779.

Stationary distributions for retarded stochastic differential equations without dissipativity

George Yin, Chenggui Yuan, Jianhai Bao, 2013, 1308.2018.

Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence

Xuerong Mao, Chenggui Yuan, X. Mao, 2005 .

Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps

Chenggui Yuan, Jianhai Bao, Zhenting Hou, 2010 .

Convergence Rate of Euler–Maruyama Scheme for SDEs with Hölder–Dini Continuous Drifts

Xing Huang, Chenggui Yuan, Jianhai Bao, 2018, Journal of Theoretical Probability.

Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching

Chenggui Yuan, 2003 .

Stochastic hybrid delay population dynamics: Well-posed models and extinction

John Lygeros, Xuerong Mao, Chenggui Yuan, 2009, Journal of biological dynamics.

Ergodicity for functional stochastic differential equations and applications

George Yin, Chenggui Yuan, Jianhai Bao, 2014 .

Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions

Chuanxi Zhu, Chenggui Yuan, C. Yuan, 2015, Advances in Difference Equations.

Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales

Chenggui Yuan, C. Yuan, 2007 .

Convergence rates of truncated EM scheme for NSDDEs

Chenggui Yuan, Li Tan, C. Yuan, 2018, 1801.05952.

Convergence rate of EM scheme for SDDEs

Chenggui Yuan, Jianhai Bao, 2011 .

Comparison Theorem for Stochastic Differential Delay Equations with Jumps

Chenggui Yuan, Jianhai Bao, C. Yuan, 2011, 1102.2165.

Transient Distribution of the Length of GI/G/N Queueing Systems

Zaiming Liu, Chenggui Yuan, Jiaowan Luo, 2003 .

Stability in distribution of mild solutions to stochastic partial differential equations

Chenggui Yuan, Jianhai Bao, C. Yuan, 2010 .

MOMENT ASYMPTOTIC STABILITY OF STOCHASTIC HYBRID DELAY SYSTEMS

John Lygeros, Jan M. Maciejowski, Chenggui Yuan, 2005 .

Invariant measure of stochastic hybrid processes

John Lygeros, Chenggui Yuan, J. Lygeros, 2004, 2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601).

Two-time-scale stochastic partial differential equations driven by $\alpha $-stable noises: Averaging principles

George Yin, Chenggui Yuan, Jianhai Bao, 2016, 1609.09287.

Numerical Solutions of Stochastic Differential Delay Equations with Jumps

Chenggui Yuan, Niels Jacob, Yongtian Wang, 2009 .

Exponential ergodicity for retarded stochastic differential equations

George Yin, Chenggui Yuan, Jianhai Bao, 2014 .

Stochastic differential delay equations of population dynamics

Xuerong Mao, Chenggui Yuan, Jiezhong Zou, 2005 .

Numerical method for stationary distribution of stochastic differential equations with Markovian switching

G. Yin, Xuerong Mao, Chenggui Yuan, 2005 .

Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching

Xuerong Mao, Yi Shen, Chenggui Yuan, 2008 .

Stability in Distribution of Numerical Solutions for Stochastic Differential Equations

Xuerong Mao, Chenggui Yuan, X. Mao, 2004 .

Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients

Chenggui Yuan, Feng-Yu Wang, Jinghai Shao, 2012 .

Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes☆

Chenggui Yuan, Jinghai Shao, C. Yuan, 2015 .

Harnack inequalities for functional SDEs with multiplicative noise and applications

Chenggui Yuan, Feng-Yu Wang, C. Yuan, 2010, 1012.5688.

A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations

Xuerong Mao, Chenggui Yuan, X. Mao, 2008 .

Harnack inequalities for functional SDEs with multiplicative noise and applications

Chenggui Yuan, Feng-Yu Wang, 2011 .

Stochastic differential delay equations with jumps, under nonlinear growth condition

Chenggui Yuan, Niels Jacob, C. Yuan, 2009 .