80 citations · 136 across the 69 of their papers we have counts for
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Convergence Rate of EM Scheme for SDDEs
Jianhai Bao, Chenggui Yuan
In this paper we investigate the convergence rate of Euler-Maruyama scheme for a class of stochastic differential delay equations, where the corresponding coefficients may be highl…
Lyapunov Exponents of Hybrid Stochastic Heat Equations
Jianhai Bao, Xuerong Mao, Chenggui Yuan
In this paper, we investigate a class of hybrid stochastic heat equations. By explicit formulae of solutions, we not only reveal the sample Lyapunov exponents but also discuss the…
Long-Term Behaviors of Stochastic Interest Rate Models with Jumps and Memory
Jianhai Bao, Chenggui Yuan
In this paper we show the convergence of the long-term return $t^{-μ}\int_0^tX(s)\d s$ for some , where is the short-term interest rate which follows an extension of Co…
Bismut Formulae and Applications for Functional SPDEs
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan
By using Malliavin calculus, explicit derivative formulae are established for a class of semi-linear functional stochastic partial differential equations with additive or multiplic…
Derivative Formula and Harnack Inequality for Degenerate Functional SDEs
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan
By constructing successful couplings, the derivative formula, gradient estimates and Harnack inequalities are established for the semigroup associated with a class of degenerate fu…
On the Exponential Stability of Switching-Diffusion Processes with Jumps
Chenggui Yuan, Jianhai Bao
In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with j…