80 citations · 182 across the 44 of their papers we have counts for
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math.PR2013
Stationary Distributions for Retarded Stochastic Differential Equations without Dissipativity
Jianhai Bao, George Yin, Chenggui Yuan
Retarded stochastic differential equations (SDEs) constitute a large collection of systems arising in various real-life applications. Most of the existing results make crucial use…
math.PR2013★ 2 cited
Exponential Mixing for Retarded Stochastic Differential Equations
Jianhai Bao, George Yin, Leyi Wang +1
In this paper, we discuss exponential mixing property for Markovian semigroups generated by segment processes associated with several class of retarded Stochastic Differential Equa…
math.PR2013★ 1 cited
Numerical Approximation of Stationary Distribution for SPDEs
Jianhai Bao, Chenggui Yuan
In this paper, we show that the exponential integrator scheme both in spatial discretization and time discretization for a class of stochastic partial differential equations has a…