Chenggui Yuan

According to our database, Chenggui Yuan authored at least 40 papers between 2003 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations.

Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan

J. Comput. Appl. Math., May, 2024

Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations.

Huabin Chen, Chenggui Yuan

SIAM J. Control. Optim., 2024

Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion.

Shuaibin Gao, Qian Guo, Zhuoqi Liu, Chenggui Yuan

CoRR, 2024

Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability.

Ulises Botija-Munoz, Chenggui Yuan

Appl. Math. Comput., 2024

2023

Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by α-stable noise and applications.

Xing Huang, Yongqiang Suo, Chenggui Yuan

Numer. Algorithms, November, 2023

Stability of the numerical scheme for stochastic McKean-Vlasov equations.

Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan, Qian Guo

CoRR, 2023

Convergence rate in L^p sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations.

Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan

CoRR, 2023

2022

Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation.

Hao Wu, Junhao Hu, Shuaibin Gao, Chenggui Yuan

SIAM J. Control. Optim., October, 2022

Stability of hybrid pantograph stochastic functional differential equations.

Hao Wu, Junhao Hu, Chenggui Yuan

Syst. Control. Lett., 2022

Weak convergence of Euler scheme for SDEs with low regular drift.

Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang

Numer. Algorithms, 2022

Stability of numerical solution to pantograph stochastic functional differential equations.

Hao Wu, Junhao Hu, Chenggui Yuan

Appl. Math. Comput., 2022

2021

A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions.

Li Tan, Chenggui Yuan

Int. J. Comput. Math., 2021

The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations.

Yue Wu, Chenggui Yuan

CoRR, 2021

2020

Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations.

Xiaoyue Li, Xuerong Mao, Denis Sospeter Mukama, Chenggui Yuan

SIAM J. Control. Optim., 2020

Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps.

Shuaibin Gao, Junhao Hu, Li Tan, Chenggui Yuan

CoRR, 2020

2019

On the Asymptotic Behavior for Neutral Stochastic Differential Delay Equations.

Huabin Chen, Chenggui Yuan

IEEE Trans. Autom. Control., 2019

Dynamical Behaviors of the Tumor-Immune System in a Stochastic Environment.

Xiaoyue Li, Guoting Song, Yang Xia, Chenggui Yuan

SIAM J. Appl. Math., 2019

2018

The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching.

Xiaoyue Li, Qianlin Ma, Hongfu Yang, Chenggui Yuan

SIAM J. Numer. Anal., 2018

Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift.

Li Tan, Chenggui Yuan

Appl. Math. Comput., 2018

2017

Tamed EM scheme of neutral stochastic differential delay equations.

Yanting Ji, Chenggui Yuan

J. Comput. Appl. Math., 2017

2015

Exponential stability of the exact solutions and θ-EM approximations to neutral SDDEs with Markov switching.

Guangqiang Lan, Chenggui Yuan

J. Comput. Appl. Math., 2015

2014

Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations.

Jianhai Bao, Chenggui Yuan

J. Appl. Probab., 2014

2012

Lyapunov exponents of hybrid stochastic heat equations.

Jianhai Bao, Xuerong Mao, Chenggui Yuan

Syst. Control. Lett., 2012

2011

Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps.

Jianhai Bao, Aubrey Truman, Chenggui Yuan

SIAM J. Control. Optim., 2011

Convergence rate of numerical solutions to SFDEs with jumps.

Jianhai Bao, Björn Böttcher, Xuerong Mao, Chenggui Yuan

J. Comput. Appl. Math., 2011

A note on stability in distribution of Markov-modulated stochastic differential equations with reflection.

Lijun Bo, Chenggui Yuan

Comput. Math. Appl., 2011

2010

Stability of Stochastic Delay Hybrid Systems with Jumps.

Chenggui Yuan, Xuerong Mao

Eur. J. Control, 2010

2009

Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions.

Gang George Yin, Xuerong Mao, Chenggui Yuan, Dingzhou Cao

SIAM J. Math. Anal., 2009

2008

Comparison theorem of one-dimensional stochastic hybrid delay systems.

Zhe Yang, Xuerong Mao, Chenggui Yuan

Syst. Control. Lett., 2008

2007

Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations.

Desmond J. Higham, Xuerong Mao, Chenggui Yuan

SIAM J. Numer. Anal., 2007

Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations.

Desmond J. Higham, Xuerong Mao, Chenggui Yuan

Numerische Mathematik, 2007

Stabilization and destabilization of hybrid systems of stochastic differential equations.

Xuerong Mao, Gang George Yin, Chenggui Yuan

Autom., 2007

2006

Asymptotic stability and boundedness of delay switching diffusions.

Chenggui Yuan, John Lygeros

IEEE Trans. Autom. Control., 2006

Stochastic Hybrid Delay Population Dynamics.

John Lygeros, Xuerong Mao, Chenggui Yuan

Proceedings of the Hybrid Systems: Computation and Control, 9th International Workshop, 2006

2005

On the exponential stability of switching diffusion processes.

Chenggui Yuan, John Lygeros

IEEE Trans. Autom. Control., 2005

Stabilization of a class of stochastic differential equations with Markovian switching.

Chenggui Yuan, John Lygeros

Syst. Control. Lett., 2005

2004

Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching.

Chenggui Yuan, Xuerong Mao

Math. Comput. Simul., 2004

Robust stability and controllability of stochastic differential delay equations with Markovian switching.

Chenggui Yuan, Xuerong Mao

Autom., 2004

Invariant measure of stochastic hybrid processes.

Chenggui Yuan, John Lygeros

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

2003

Stability in distribution of stochastic differential delay equations with Markovian switching.

Chenggui Yuan, Jiezhong Zou, Xuerong Mao

Syst. Control. Lett., 2003