X. Mao

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20112022

most citedDelay-dependent Asymptotic Stability of Highly Nonlinear Stochastic Differential Delay Equations Driven by

G

-Brownian Motion

2 citations · 4 across the 5 of their papers we have counts for

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math.PR2022

On the Analysis of a Generalised Rough Ait-Sahalia Interest Rate Model

Emmanuel Coffie, Xuerong Mao, Frank Proske

Fractional Brownian motion with the Hurst parameter $H < \frac{1}{2}$ is used widely, for instance, to describe a 'rough' stochastic volatility process in finance. In this paper, we…

math.PR2011★ 1 cited

Competitive Lotka-Volterra Population Dynamics with Jumps

Jianhai Bao, Xuerong Mao, Geroge Yin +1

This paper considers competitive Lotka-Volterra population dynamics with jumps. The contributions of this paper are as follows. (a) We show stochastic differential equation (SDE) w…