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20182025
most citedExplicit approximations for nonlinear switching diffusion systems in finite and infinite horizons

45 citations · 49 across the 12 of their papers we have counts for

collaborators

12 papers

math.PR2025

Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics

Guozhen Li, Xiaoyue Li, Xuerong Mao +1

This paper is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the correspon…

math.DS2023

Wolbachia invasion to wild mosquito population in stochastic environment

Yuanping Cui, Xiaoyue Li, Xuerong Mao +1

Releasing sterile Wolbachia-infected mosquitoes to invade wild mosquito population is a method of mosquito control. In this paper, a stochastic mosquito population model with Wolba…

math.PR2023

Explicit approximation of the invariant measure for SDDEs with the nonlinear diffusion term

Li Xiaoyue, Mao Xuerong, Song guoting

To our knowledge, the existing measure approximation theory requires the diffusion term of the stochastic delay differential equations (SDDEs) to be globally Lipschitz continuous.…

math.NA2022★ 1 cited

An explicit approximation for super-linear stochastic functional differential equations

Xiaoyue Li, Xuerong Mao, Guoting Song

Since it is difficult to implement implicit schemes on the infinite-dimensional space, we aim to develop the explicit numerical method for approximating super-linear stochastic fun…

math.NA2021★ 45 cited

Explicit approximations for nonlinear switching diffusion systems in finite and infinite horizons

Hongfu Yang, Xiaoyue Li

Focusing on hybrid diffusion dynamics involving continuous dynamics as well as discrete events, this article investigates the explicit approximations for nonlinear switching diffus…

math.NA2021★ 1 cited

Explicit numerical approximation for logistic models with regime switching in finite and infinite horizons

Xiaoyue Li, Hongfu Yang

The stochastic logistic model with regime switching is an important model in the ecosystem. While analytic solution to this model is positive, current numerical methods are unable…

math.PR2021

Explicit Numerical Approximations for McKean-Vlasov Neutral Stochastic Differential Delay Equations

Yuanping Cui, Xiaoyue Li, Yi Liu +1

This paper studies the numerical methods to approximate the solutions for a sort of McKean-Vlasov neutral stochastic differential delay equations (MV-NSDDEs) that the growth of the…

math.NA2020

The Strong Convergence and Stability of Explicit Approximations for Nonlinear Stochastic Delay Differential Equations

Guoting Song, Junhao Hu, Shuaibin Gao +1

This paper focuses on explicit approximations for nonlinear stochastic delay differential equations (SDDEs). Under the weakly local Lipschitz and some suitable conditions, a generi…

math.NA2020★ 1 cited

Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations

Xiaoyue Li, Xuerong Mao, Hongfu Yang

In this article we introduce several kinds of easily implementable explicit schemes, which are amenable to Khasminski's techniques and are particularly suitable for highly nonlinea…

math.OC2020

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

Xiaoyue Li, Xuerong Mao, Denis S. Mukama +1

For the sake of saving time and costs the feedback control based on discrete-time observations is used to stabilize the switching diffusion systems. Response lags are required by m…

math.PR2019

Dynamical Behaviors of the Tumor-immune System in a Stochastic Environment

Xiaoyue Li, Guoting Song, Yang Xia +1

This paper investigates dynamic behaviors of the tumor-immune system perturbed by environmental noise. The model describes the response of the cytotoxic T lymphocyte (CTL) to the g…

math.PR2018★ 1 cited

The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching

Xiaoyue Li, Qianlin Ma, Hongfu Yang +1

The existence and uniqueness of the numerical invariant measure of the backward Euler-Maruyama method for stochastic differential equations with Markovian switching is yielded, and…