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Bao, Jianhai

  1. Permanence and extinction of regime-switching predator-prey models
    2015/06/30 by Bao, Jianhai, Shao, Jinghai · 4 citations
    #60H10 #60J60 #92D25 #FOS: Mathematics #Probability (math.PR)
  2. Approximation of Invariant Measures for Regime-Switching Diffusions
    2014/09/23 by Bao, Jianhai, Shao, Jinghai, Yuan, Chenggui · 3 citations
    #60H10 #60H35 #FOS: Mathematics #Probability (math.PR)
  3. Milstein schemes and antithetic multilevel Monte Carlo sampling for delay McKean-Vlasov equations and interacting particle systems
    2020/05/03 by Jianhai Bao, Bao, Jianhai, Christoph Reisinger +5 · 3 citations
    Economics, Econometrics and Finance · Mathematics · #60H30 #65C20 #65C30 #65C35 #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Markov Chains and Monte Carlo Methods #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic processes and financial applications
  4. Asymptotic Log-Harnack Inequality and Applications for Stochastic Systems of Infinite Memory
    2017/10/03 by Bao, Jianhai, Wang, Feng-Yu, Yuan, Chenggui · 2 citations
    #47G20 #60H10 #FOS: Mathematics #Probability (math.PR)
  5. Ergodicity for Neutral Type SDEs with Infinite Length of Memory
    2018/05/09 by Jianhai Bao, Bao, Jianhai, Feng‐Yu Wang +3 · 2 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
  6. Bismut Formula for Lions Derivative of Distribution-Path Dependent SDEs
    2020/04/30 by Bao, Jianhai, Ren, Panpan, Wang, Feng-Yu · 2 citations
    #FOS: Mathematics #Probability (math.PR)
  7. Uniform-in-time estimates for mean-field type SDEs and applications
    2024/05/07 by Jianhai Bao, Jiaqing Hao, Bao, Jianhai +1 · 4 citations
    Decision Sciences · Economics, Econometrics and Finance · Engineering · #FOS: Mathematics #Probabilistic and Robust Engineering Design #Probability (math.PR) #Stochastic processes and financial applications #Turbomachinery Performance and Optimization
  8. Geometric ergodicity of modified Euler schemes for SDEs with super-linearity
    2024/12/26 by Jianhai Bao, Bao, Jianhai, Mateusz B. Majka +3 · 4 citations
    Mathematics · #FOS: Mathematics #Gas Dynamics and Kinetic Theory #Probability (math.PR)
  9. Asymptotic Behavior of SIRS Models in State-dependent Random Environments
    2018/02/07 by Jianhai Bao, Bao, Jianhai, Jinghai Shao +1 · 1 citation
    Biochemistry, Genetics and Molecular Biology · Mathematics · Medicine · #60H35 #60J60 #65J05 #Evolution and Genetic Dynamics #FOS: Mathematics #Mathematical and Theoretical Epidemiology and Ecology Models #Probability (math.PR) #Stochastic processes and statistical mechanics
  10. Limit Theorems for Additive Functionals of Path-Dependent SDEs
    2019/04/05 by Bao, Jianhai, Wang, Feng-Yu, Yuan, Chenggui · 1 citation
    #34K50 #37A30 #60J05 #FOS: Mathematics #Probability (math.PR)
  11. Coupling approach for exponential ergodicity of stochastic Hamiltonian systems with Lévy noises
    2021/01/03 by Bao, Jianhai, Wang, Jian · 1 citation
    #FOS: Mathematics #Probability (math.PR)
  12. L2-Wasserstein contraction of modified Euler schemes for SDEs with high diffusivity and applications
    2024/11/04 by Jianhai Bao, Jiaqing Hao, Bao, Jianhai +1 · 3 citations
    Mathematics · Physics and Astronomy · #Navier-Stokes equation solutions #Advanced Mathematical Physics Problems #Black Holes and Theoretical Physics
  13. Existence of invariant probability measures for functional McKean-Vlasov SDEs
    2021/07/29 by Jianhai Bao, Bao, Jianhai, Michael Scheutzow +3 · 1 citation
    Economics, Econometrics and Finance · #47D07 (Secondary) #60J60 (Primary) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
  14. Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient
    2025/01/26 by Jianhai Bao, Yue Wu, Bao, Jianhai +1 · 2 citations
    Computer Science · Economics, Econometrics and Finance · #60H10 #60H35 #60L90 #65C05 #65C30 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR) #Stochastic Gradient Optimization Techniques #Stochastic processes and financial applications
  15. Stationary distributions of McKean-Vlasov SDEs with jumps: existence, uniqueness, and multiplicity
    2025/04/22 by Jianhai Bao, Bao, Jianhai, Jian Wang +1 · 2 citations
    Economics, Econometrics and Finance · #FOS: Mathematics #Market Dynamics and Volatility #Probability (math.PR) #Stochastic processes and financial applications
  16. A note on Lévy-driven McKean-Vlasov SDEs under monotonicity
    2024/12/02 by Jianhai Bao, Yao Liu, Bao, Jianhai +3 · 2 citations
    Economics, Econometrics and Finance · #Stochastic processes and financial applications #Economic theories and models #Financial Markets and Investment Strategies