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20192021
most citedConsistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty

8 citations · 10 across the 3 of their papers we have counts for

collaborators

3 papers

math.NA2021

The truncated EM method for stochastic differential delay equations with variable delay

Shounian Deng, Chen Fei, Weiyin Fei +1

This paper mainly investigates the strong convergence and stability of the truncated Euler-Maruyama (EM) method for stochastic differential delay equations with variable delay whos…

math.OC2020★ 2 cited

Delay-dependent Asymptotic Stability of Highly Nonlinear Stochastic Differential Delay Equations Driven by -Brownian Motion

Chen Fei, Weiyin Fei, Xuerong Mao +1

Based on the classical probability, the stability criteria for stochastic differential delay equations (SDDEs) where their coefficients are either linear or nonlinear but bounded b…

math.ST2019★ 8 cited

Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty

Chen Fei, Weiyin Fei

Under distribution uncertainty, on the basis of discrete data we investigate the consistency of the least squares estimator (LSE) of the parameter for the stochastic differential e…