4 citations · 8 across the 14 of their papers we have counts for
14 papers
Stabilization of highly nonlinear hybrid stochastic differential delay equations by periodically intermittent feedback controls based on discrete-time observations with asynchronous switching
Guangqiang Lan, Fansai Meng
In this paper, we will investigate the moment exponential stabilization of highly nonlinear hybrid stochastic differential delay equations. A periodically intermittent controller b…
Mean square exponential stability of numerical methods for stochastic differential delay equations
Guangqiang Lan, Qi Liu
Mean square exponential stability of -EM and modified truncated Euler-Maruyama (MTEM) methods for stochastic differential delay equations (SDDEs) are investigated in this paper.…
Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations
Yu Jiang, Guangqiang Lan
In this paper, we develop a new explicit scheme called modified truncated Milstein method which is motivated by truncated Milstein method proposed by Guo (2018) and modified trunca…
Strong convergence rates of modified truncated EM methods for neutral stochastic differential delay equations
Guangqiang Lan, Qiushi Wang
The aim of this paper is to investigate strong convergence of modified truncated Euler-Maruyama method for neutral stochastic differential delay equations introduced in Lan (2018).…
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay
Guangqiang Lan, Fang Xia, Qiushi Wang
Polynomial stability of exact solution and modified truncated Euler-Maruyama method for stochastic differential equations with time-dependent delay are investigated in this paper.…
Exponential stability of modified truncated EM method for stochastic differential equations
Guangqiang Lan, Fang Xia
Exponential stability of modified truncated Euler-Maruyama method for stochastic differential equations are investigated in this paper. Sufficient conditions for the -th moment…
Strong convergence rates of modified truncated EM method for stochastic differential equations
Guangqiang Lan, Fang Xia
Motivated by truncated EM method introduced by Mao (2015), a new explicit numerical method named modified truncated Euler-Maruyama method is developed in this paper. Strong converg…
Exponential stability of the exact solutions and -EM approximations to neutral SDDEs with Markov switching
Guangqiang Lan, Chenggui Yuan
Exponential stability of the exact solutions as well as -EM () approximations to neutral stochastic differential delay equations with Markov switching will b…
The explicit solution and precise distribution of CKLS model under Girsanov transform
Guangqiang Lan, Yunjiao Hu, Chong Zhang
We study the relation between CKLS model and CIR model. We prove that under a suitable transformation, any CKLS model of order or corresponds to a CIR mode…
Stochastic continuity, irreducibility and non confluence for SDEs with jumps
Guangqiang Lan, Jiang-Lun Wu
In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equa…
Polynomial and exponential stability of -EM approximations to a class of stochastic differential equations
Yunjiao Hu, Guangqiang Lan, Chong Zhang
Both the mean square polynomial stability and exponential stability of Euler-Maruyama approximation solutions of stochastic differential equations will be investigated for each…
Existence and uniqueness of global strong solutions for SDEs with jumps under a new sufficient condition
Guangqiang Lan, Jiang-Lun Wu
In this paper, we investigate new sufficient conditions to ensure the existence of a unique global strong solution of stochastic differential equations with jumps. By using Euler a…
Large deviation principle of SDEs with non-Lipschitzian coefficients under localized conditions
Yunjiao Hu, Guangqiang Lan
Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Li…
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
Guangqiang Lan, Jiang-Lun Wu
The object of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equatio…