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Chenggui Yuan
Chenggui Yuan
Department of mathematics, Swansea University
Verified email at swansea.ac.uk
Title
Cited by
Cited by
Year
Stochastic differential equations with Markovian switching
M Xuerong, Y Chenggui
World Scientific, 2006
2107*2006
Stochastic differential equations with Markovian switching
X Mao, C Yuan
Imperial college press, 2006
21072006
Competitive Lotka–Volterra population dynamics with jumps
J Bao, X Mao, G Yin, C Yuan
Nonlinear Analysis: Theory, Methods & Applications 74 (17), 6601-6616, 2011
3192011
Robust stability and controllability of stochastic differential delay equations with Markovian switching
C Yuan, X Mao
Automatica 40 (3), 343-354, 2004
3142004
Stabilization and destabilization of hybrid systems of stochastic differential equations
X Mao, GG Yin, C Yuan
Automatica 43 (2), 264-273, 2007
2832007
Stochastic population dynamics driven by Lévy noise
J Bao, C Yuan
Journal of Mathematical Analysis and applications 391 (2), 363-375, 2012
2472012
Asymptotic stability in distribution of stochastic differential equations with Markovian switching
C Yuan, X Mao
Stochastic processes and their applications 103 (2), 277-291, 2003
2382003
Stochastic differential delay equations of population dynamics
X Mao, C Yuan, J Zou
Journal of Mathematical Analysis and Applications 304 (1), 296-320, 2005
2212005
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations
DJ Higham, X Mao, C Yuan
SIAM journal on numerical analysis 45 (2), 592-609, 2007
2182007
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
X Mao, Y Shen, C Yuan
Stochastic processes and their applications 118 (8), 1385-1406, 2008
1812008
Stabilization of a class of stochastic differential equations with Markovian switching
C Yuan, J Lygeros
Systems & Control Letters 54 (9), 819-833, 2005
1582005
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching
C Yuan, X Mao
Mathematics and Computers in Simulation 64 (2), 223-235, 2004
1362004
Two-time-scale stochastic partial differential equations driven by -stable noises: Averaging principles
J Bao, G Yin, C Yuan
Bernoulli 23 (1), 645-669, 2017
942017
Stability in distribution of stochastic differential delay equations with Markovian switching
C Yuan, J Zou, X Mao
Systems & control letters 50 (3), 195-207, 2003
832003
Harnack inequalities for functional SDEs with multiplicative noise and applications
FY Wang, C Yuan
Stochastic processes and their applications 121 (11), 2692-2710, 2011
692011
Stability in distribution of neutral stochastic differential delay equations with Markovian switching
J Bao, Z Hou, C Yuan
Statistics & probability letters 79 (15), 1663-1673, 2009
692009
Approximate solutions of stochastic differential delay equations with Markovian switching
C Yuan, W Glover
Journal of Computational and Applied Mathematics 194 (2), 207-226, 2006
692006
Numerical method for stationary distribution of stochastic differential equations with Markovian switching
X Mao, C Yuan, G Yin
Journal of Computational and Applied Mathematics 174 (1), 1-27, 2005
692005
Numerical solutions and stability of stochastic differential equations with Markovian switching
C Yuan
University of Strathclyde, 2004
69*2004
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching
X Mao, A Truman, C Yuan
International Journal of Stochastic Analysis 2006, 2006
642006
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