80 citations · 136 across the 69 of their papers we have counts for
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The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations
Yue Wu, Chenggui Yuan
In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a converg…
Stabilization of stochastic McKean-Vlasov equations with feedback control based on discrete-time state observation
Hao Wu, Junhao Hu, Shuaibin Gao +1
In this paper, we study the stability of solutions of stochastic McKean-Vlasov equations (SMVEs) via feedback control based on discrete-time state observation. By using a specific…
Comparison theorem for neutral stochastic functional differential equations driven by G-Brownian motion
Fen-Fen Yang, Chenggui Yuan
In this paper, we investigate suffcient and necessary conditions for the comparison theorem of neutral stochastic functional differential equations driven by G-Brownian motion (G-N…
Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations
Hao Wu, Junhao Hu, Chenggui Yuan
In this paper, we study the convergence of the Euler-Maruyama numerical solutions for pantograph stochastic functional differential equations which was proposed in [11]. We also sh…
Existence of invariant probability measures for functional McKean-Vlasov SDEs
Jianhai Bao, Michael Scheutzow, Chenggui Yuan
We show existence of an invariant probability measure for a class of functional McKean-Vlasov SDEs by applying Kakutani's fixed point theorem to a suitable class of probability mea…
Distribution dependent SDEs driven by fractional Brownian motions
Xiliang Fan, Xing Huang, Yongqiang Suo +1
In this paper we study a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst parameter H\in(1/2,1). We prove the well…