Chenggui Yuan
- The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
2018/04/06 by Xiaoyue Li, Li, Xiaoyue, Qianlin Ma +5 · 6 citations
Economics, Econometrics and Finance · Mathematics · Social Sciences · #34F05 #60H10 #FOS: Mathematics #Insurance, Mortality, Demography, Risk Management #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
- Approximation of Invariant Measures for Regime-Switching Diffusions
2014/09/23 by Jianhai Bao, Jinghai Shao, Bao, Jianhai +3 · 3 citations
Economics, Econometrics and Finance · Mathematics · #60H10 #60H35 #FOS: Mathematics #Geometric Analysis and Curvature Flows #Markov Chains and Monte Carlo Methods #Probability (math.PR) #Stochastic processes and financial applications
- Competitive Lotka–Volterra population dynamics with jumps
2011/07/24 by Jianhai Bao, Xuerong Mao, Geroge Yin +1 · 3 citations
Biochemistry, Genetics and Molecular Biology · Mathematics · Medicine · #Evolution and Genetic Dynamics #Mathematical Biology Tumor Growth #Mathematical and Theoretical Epidemiology and Ecology Models
- Asymptotic Log-Harnack Inequality and Applications for Stochastic Systems of Infinite Memory
2017/10/03 by Jianhai Bao, Bao, Jianhai, Feng‐Yu Wang +3 · 3 citations
Mathematics · #47G20 #60H10 #FOS: Mathematics #Geometric Analysis and Curvature Flows #Markov Chains and Monte Carlo Methods #Nonlinear Partial Differential Equations #Probability (math.PR)
- Tamed EM scheme of Neutral Stochastic Differential Delay Equations
2016/03/22 by Yanting Ji, Ji, Yanting, Chenggui Yuan +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60H10 #65C30 #65L20 #Differential Equations and Numerical Methods #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications
- Ergodicity for Neutral Type SDEs with Infinite Length of Memory
2018/05/09 by Jianhai Bao, Bao, Jianhai, Feng‐Yu Wang +3 · 3 citations
Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Nonlinear Partial Differential Equations #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
2022/07/04 by Xiliang Fan, Fan, Xiliang, Ting Yu +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #60G22 #60H10 #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Hypercontractivity for Functional Stochastic Differential Equations
2014/06/30 by Jianhai Bao, Feng‐Yu Wang, Bao, Jianhai +3 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- Delay Feedback Control for Switching Diffusion Systems Based on Discrete Time Observations
2020/01/14 by Xiaoyue Li, Li, Xiaoyue, Xuerong Mao +5 · 1 citation
Computer Science · Engineering · #60H10 #60J10 #93D15 #FOS: Mathematics #Neural Networks Stability and Synchronization #Optimization and Control (math.OC) #Probability (math.PR) #Stability and Control of Uncertain Systems #Stability and Controllability of Differential Equations
- Existence of invariant probability measures for functional McKean-Vlasov SDEs
2021/07/29 by Jianhai Bao, Michael Scheutzow, Bao, Jianhai +3 · 1 citation
Economics, Econometrics and Finance · #47D07 (Secondary) #60J60 (Primary) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
- Comparison Theorem for Distribution Dependent Neutral SFDEs
2019/03/06 by Xing Huang, Huang, Xing, Chenggui Yuan +1 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #FOS: Mathematics #Nonlinear Differential Equations Analysis #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise
2023/11/20 by Xing Chen, Chen, Xing, Xiaoyue Li +3 · 1 citation
Economics, Econometrics and Finance · Engineering · Mathematics · #60H10 #60K35 #93D15 #FOS: Mathematics #Mathematical Biology Tumor Growth #Probability (math.PR) #Stability and Controllability of Differential Equations #Stochastic processes and financial applications