80 citations · 182 across the 44 of their papers we have counts for
5 papers · 2 filters
Convergence of EM Scheme for Neutral Stochastic Differential Delay Equations
Yanting Ji, Jianhai Bao, Chenggui Yuan
In this paper, we are concerned with convergence rate of Euler-Maruyama (EM) scheme for stochastic differential delay equations (SDDEs) of neutral type, where the neutral term, the…
A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations
Jianhai Bao, Qingshuo Song, George Yin +1
This paper focuses on a class of two-time-scale functional stochastic differential equations, where the phase space of the segment processes is infinite-dimensional. It develops er…
Permanence and extinction of regime-switching predator-prey models
Jianhai Bao, Jinghai Shao
In this work we study the permanence and extinction of a regime-switching predator-prey model with Beddington-DeAngelis functional response. The switching process is used to descri…
Hypercontractivity for Functional Stochastic Partial Differential Equations
Jianhai Bao, Feng-Yu Wang, Chenggui Yuan
Explicit sufficient conditions on the hypercontractivity are presented for two classes of functional stochastic partial differential equations driven by, respectively, non-degenera…
Hypercontractivity and Its Applications for Functional SDEs of Neutral Type
Jianhai Bao, Chenggui Yuan
In this paper, we discuss hypercontractivity for the Markov semigroup which is generated by segment processes associated with a range of functional SDEs of neutral type. As a…