Chenggui Yuan

48 papers Journal 45Unranked 3
YearRankTypeTitle / Venue / Authors
2026 J jnl
Exponential stability and instability of stochastic delay differential equation with Markovian switching.
Syst. Control. Lett.
Huabin Chen, Junhao Hu, Chenggui Yuan
2026 J jnl
McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos.
CoRR
Zhuoqi Liu, Qian Guo, Shuaibin Gao, Chenggui Yuan
2026 J jnl
Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations.
Commun. Nonlinear Sci. Numer. Simul.
Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan, Qian Guo
2025 J jnl
Euler-Maruyama scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion.
Commun. Nonlinear Sci. Numer. Simul.
Shuaibin Gao, Qian Guo, Zhuoqi Liu, Chenggui Yuan
2025 J jnl
Stochastic Differential Equations with Low Regularity Growing Drifts and Applications.
SIAM J. Math. Anal.
Jinlong Wei, Junhao Hu, Chenggui Yuan
2025 J jnl
The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise.
Syst. Control. Lett.
Xing Chen, Xiaoyue Li, Chenggui Yuan
2024 J jnl
Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations.
J. Comput. Appl. Math.
Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan
2024 J jnl
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.
Ulises Botija-Munoz, Chenggui Yuan
2024 J jnl
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion.
CoRR
Shuaibin Gao, Qian Guo, Zhuoqi Liu, Chenggui Yuan
2024 J jnl
Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations.
SIAM J. Control. Optim.
Huabin Chen, Chenggui Yuan
2023 J jnl
Convergence rate in L
CoRR
Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan
2023 J jnl
Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by α-stable noise and applications.
Numer. Algorithms
Xing Huang, Yongqiang Suo, Chenggui Yuan
2023 J jnl
Stability of the numerical scheme for stochastic McKean-Vlasov equations.
CoRR
Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan, Qian Guo
2022 J jnl
Explicit Numerical Approximations for SDDEs in Finite and Infinite Horizons using the Adaptive EM Method: Strong Convergence and Almost Sure Exponential Stability.
CoRR
Ulises Botija-Munoz, Chenggui Yuan
2022 J jnl
Stability of hybrid pantograph stochastic functional differential equations.
Syst. Control. Lett.
Hao Wu, Junhao Hu, Chenggui Yuan
2022 J jnl
Stability of numerical solution to pantograph stochastic functional differential equations.
Appl. Math. Comput.
Hao Wu, Junhao Hu, Chenggui Yuan
2022 J jnl
Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation.
SIAM J. Control. Optim.
Hao Wu, Junhao Hu, Shuaibin Gao, Chenggui Yuan
2022 J jnl
Weak convergence of Euler scheme for SDEs with low regular drift.
Numer. Algorithms
Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang
2021 J jnl
A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions.
Int. J. Comput. Math.
Li Tan, Chenggui Yuan
2021 J jnl
The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations.
CoRR
Yue Wu, Chenggui Yuan
2020 J jnl
Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations.
SIAM J. Control. Optim.
Xiaoyue Li, Xuerong Mao, Denis Sospeter Mukama, Chenggui Yuan
2020 J jnl
Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps.
CoRR
Shuaibin Gao, Junhao Hu, Li Tan, Chenggui Yuan
2019 J jnl
Dynamical Behaviors of the Tumor-Immune System in a Stochastic Environment.
SIAM J. Appl. Math.
Xiaoyue Li, Guoting Song, Yang Xia, Chenggui Yuan
2019 J jnl
On the Asymptotic Behavior for Neutral Stochastic Differential Delay Equations.
IEEE Trans. Autom. Control.
Huabin Chen, Chenggui Yuan
2018 J jnl
Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift.
Appl. Math. Comput.
Li Tan, Chenggui Yuan
2018 J jnl
The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching.
SIAM J. Numer. Anal.
Xiaoyue Li, Qianlin Ma, Hongfu Yang, Chenggui Yuan
2017 J jnl
Tamed EM scheme of neutral stochastic differential delay equations.
J. Comput. Appl. Math.
Yanting Ji, Chenggui Yuan
2015 J jnl
Exponential stability of the exact solutions and θ-EM approximations to neutral SDDEs with Markov switching.
J. Comput. Appl. Math.
Guangqiang Lan, Chenggui Yuan
2014 J jnl
Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations.
J. Appl. Probab.
Jianhai Bao, Chenggui Yuan
2012 J jnl
Lyapunov exponents of hybrid stochastic heat equations.
Syst. Control. Lett.
Jianhai Bao, Xuerong Mao, Chenggui Yuan
2011 J jnl
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection.
Comput. Math. Appl.
Lijun Bo, Chenggui Yuan
2011 J jnl
Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps.
SIAM J. Control. Optim.
Jianhai Bao, Aubrey Truman, Chenggui Yuan
2011 J jnl
Convergence rate of numerical solutions to SFDEs with jumps.
J. Comput. Appl. Math.
Jianhai Bao, Björn Böttcher, Xuerong Mao, Chenggui Yuan
2010 J jnl
Stability of Stochastic Delay Hybrid Systems with Jumps.
Eur. J. Control
Chenggui Yuan, Xuerong Mao
2009 J jnl
Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions.
SIAM J. Math. Anal.
Gang George Yin, Xuerong Mao, Chenggui Yuan, Dingzhou Cao
2008 J jnl
Comparison theorem of one-dimensional stochastic hybrid delay systems.
Syst. Control. Lett.
Zhe Yang, Xuerong Mao, Chenggui Yuan
2007 J jnl
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations.
SIAM J. Numer. Anal.
Desmond J. Higham, Xuerong Mao, Chenggui Yuan
2007 J jnl
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations.
Numerische Mathematik
Desmond J. Higham, Xuerong Mao, Chenggui Yuan
2007 J jnl
Stabilization and destabilization of hybrid systems of stochastic differential equations.
Autom.
Xuerong Mao, Gang George Yin, Chenggui Yuan
2006 J jnl
Asymptotic stability and boundedness of delay switching diffusions.
IEEE Trans. Autom. Control.
Chenggui Yuan, John Lygeros
2006 — conf
Stochastic Hybrid Delay Population Dynamics.
HSCC
John Lygeros, Xuerong Mao, Chenggui Yuan
2005 J jnl
On the exponential stability of switching diffusion processes.
IEEE Trans. Autom. Control.
Chenggui Yuan, John Lygeros
2005 J jnl
Stabilization of a class of stochastic differential equations with Markovian switching.
Syst. Control. Lett.
Chenggui Yuan, John Lygeros
2004 — conf
Asymptotic Stability and Boundedness of Delay Switching Diffusions.
HSCC
Chenggui Yuan, John Lygeros
2004 J jnl
Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching.
Math. Comput. Simul.
Chenggui Yuan, Xuerong Mao
2004 — conf
Invariant measure of stochastic hybrid processes.
CDC
Chenggui Yuan, John Lygeros
2004 J jnl
Robust stability and controllability of stochastic differential delay equations with Markovian switching.
Autom.
Chenggui Yuan, Xuerong Mao
2003 J jnl
Stability in distribution of stochastic differential delay equations with Markovian switching.
Syst. Control. Lett.
Chenggui Yuan, Jiezhong Zou, Xuerong Mao