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ORCIDChenggui Yuan
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2020 – today
- 2024
[j33]Ulises Botija-Munoz, Chenggui Yuan:
Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability. Appl. Math. Comput. 478: 128853 (2024)- [j32]Shuaibin Gao
, Qian Guo, Junhao Hu, Chenggui Yuan:
Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. J. Comput. Appl. Math. 441: 115682 (2024) - [j31]Huabin Chen, Chenggui Yuan:
Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations. SIAM J. Control. Optim. 62(2): 924-952 (2024) - [i6]Shuaibin Gao, Qian Guo, Zhuoqi Liu, Chenggui Yuan:
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. CoRR abs/2405.16232 (2024) - 2023
- [j30]Xing Huang, Yongqiang Suo, Chenggui Yuan:
Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by α-stable noise and applications. Numer. Algorithms 94(3): 1381-1402 (2023) - [i5]Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan:
Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. CoRR abs/2302.09724 (2023) - [i4]Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan, Qian Guo:
Stability of the numerical scheme for stochastic McKean-Vlasov equations. CoRR abs/2312.12699 (2023) - 2022
- [j29]Hao Wu, Junhao Hu, Chenggui Yuan:
Stability of numerical solution to pantograph stochastic functional differential equations. Appl. Math. Comput. 431: 127326 (2022) - [j28]Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang:
Weak convergence of Euler scheme for SDEs with low regular drift. Numer. Algorithms 90(2): 731-747 (2022) - [j27]Hao Wu, Junhao Hu, Chenggui Yuan:
Stability of hybrid pantograph stochastic functional differential equations. Syst. Control. Lett. 160: 105105 (2022) - [j26]Hao Wu, Junhao Hu, Shuaibin Gao, Chenggui Yuan:
Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation. SIAM J. Control. Optim. 60(5): 2884-2901 (2022) - [i3]Ulises Botija-Munoz, Chenggui Yuan:
Explicit Numerical Approximations for SDDEs in Finite and Infinite Horizons using the Adaptive EM Method: Strong Convergence and Almost Sure Exponential Stability. CoRR abs/2211.03771 (2022) - 2021
- [j25]Li Tan, Chenggui Yuan:
A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions. Int. J. Comput. Math. 98(2): 238-251 (2021) - [i2]Yue Wu, Chenggui Yuan:
The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations. CoRR abs/2111.14118 (2021) - 2020
- [j24]Xiaoyue Li, Xuerong Mao, Denis Sospeter Mukama, Chenggui Yuan:
Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations. SIAM J. Control. Optim. 58(5): 2900-2926 (2020) - [i1]Shuaibin Gao, Junhao Hu, Li Tan, Chenggui Yuan:
Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. CoRR abs/2009.03049 (2020)
2010 – 2019
- 2019
- [j23]Xiaoyue Li, Guoting Song, Yang Xia, Chenggui Yuan:
Dynamical Behaviors of the Tumor-Immune System in a Stochastic Environment. SIAM J. Appl. Math. 79(6): 2193-2217 (2019) - [j22]Huabin Chen, Chenggui Yuan:
On the Asymptotic Behavior for Neutral Stochastic Differential Delay Equations. IEEE Trans. Autom. Control. 64(4): 1671-1678 (2019) - 2018
- [j21]Li Tan, Chenggui Yuan:
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Appl. Math. Comput. 338: 607-623 (2018) - [j20]Xiaoyue Li, Qianlin Ma, Hongfu Yang, Chenggui Yuan:
The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching. SIAM J. Numer. Anal. 56(3): 1435-1455 (2018) - 2017
- [j19]Yanting Ji, Chenggui Yuan:
Tamed EM scheme of neutral stochastic differential delay equations. J. Comput. Appl. Math. 326: 337-357 (2017) - 2015
- [j18]Guangqiang Lan, Chenggui Yuan:
Exponential stability of the exact solutions and θ-EM approximations to neutral SDDEs with Markov switching. J. Comput. Appl. Math. 285: 230-242 (2015) - 2014
- [j17]Jianhai Bao, Chenggui Yuan:
Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations. J. Appl. Probab. 51(3): 858-873 (2014) - 2012
- [j16]Jianhai Bao, Xuerong Mao, Chenggui Yuan:
Lyapunov exponents of hybrid stochastic heat equations. Syst. Control. Lett. 61(1): 165-172 (2012) - 2011
- [j15]Lijun Bo, Chenggui Yuan:
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Comput. Math. Appl. 61(10): 3010-3016 (2011) - [j14]Jianhai Bao, Björn Böttcher, Xuerong Mao, Chenggui Yuan:
Convergence rate of numerical solutions to SFDEs with jumps. J. Comput. Appl. Math. 236(2): 119-131 (2011) - [j13]Jianhai Bao, Aubrey Truman, Chenggui Yuan:
Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps. SIAM J. Control. Optim. 49(2): 771-787 (2011) - 2010
- [j12]Chenggui Yuan, Xuerong Mao:
Stability of Stochastic Delay Hybrid Systems with Jumps. Eur. J. Control 16(6): 595-608 (2010)
2000 – 2009
- 2009
- [j11]Gang George Yin, Xuerong Mao, Chenggui Yuan, Dingzhou Cao:
Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions. SIAM J. Math. Anal. 41(6): 2335-2352 (2009) - 2008
- [j10]Zhe Yang, Xuerong Mao, Chenggui Yuan:
Comparison theorem of one-dimensional stochastic hybrid delay systems. Syst. Control. Lett. 57(1): 56-63 (2008) - 2007
- [j9]Xuerong Mao, Gang George Yin, Chenggui Yuan:
Stabilization and destabilization of hybrid systems of stochastic differential equations. Autom. 43(2): 264-273 (2007) - [j8]Desmond J. Higham, Xuerong Mao, Chenggui Yuan:
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Numerische Mathematik 108(2): 295-325 (2007) - [j7]Desmond J. Higham, Xuerong Mao, Chenggui Yuan:
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations. SIAM J. Numer. Anal. 45(2): 592-609 (2007) - 2006
- [j6]Chenggui Yuan, John Lygeros:
Asymptotic stability and boundedness of delay switching diffusions. IEEE Trans. Autom. Control. 51(1): 171-175 (2006) - [c3]John Lygeros, Xuerong Mao, Chenggui Yuan:
Stochastic Hybrid Delay Population Dynamics. HSCC 2006: 436-450 - 2005
- [j5]Chenggui Yuan, John Lygeros:
Stabilization of a class of stochastic differential equations with Markovian switching. Syst. Control. Lett. 54(9): 819-833 (2005) - [j4]Chenggui Yuan, John Lygeros:
On the exponential stability of switching diffusion processes. IEEE Trans. Autom. Control. 50(9): 1422-1426 (2005) - 2004
- [j3]Chenggui Yuan, Xuerong Mao:
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Autom. 40(3): 343-354 (2004) - [j2]Chenggui Yuan, Xuerong Mao:
Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching. Math. Comput. Simul. 64(2): 223-235 (2004) - [c2]Chenggui Yuan, John Lygeros:
Invariant measure of stochastic hybrid processes. CDC 2004: 3209-3214 - [c1]Chenggui Yuan, John Lygeros:
Asymptotic Stability and Boundedness of Delay Switching Diffusions. HSCC 2004: 646-659 - 2003
- [j1]Chenggui Yuan, Jiezhong Zou, Xuerong Mao:
Stability in distribution of stochastic differential delay equations with Markovian switching. Syst. Control. Lett. 50(3): 195-207 (2003)
Coauthor Index
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