+
|
Large deviations for regime-switching diffusions with infinite delay
|
2024
|
Ya Wang
Fuke Wu
Chao Zhu
|
+
|
Poisson Equation on Wasserstein Space and Diffusion Approximations for Multiscale McKeanâVlasov Equation
|
2024
|
Yun Li
Fuke Wu
Longjie Xie
|
+
|
Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations
|
2024
|
Banban Shi
Ya Wang
Xuerong Mao
Fuke Wu
|
+
PDF
Chat
|
A class of numerical algorithms for stochastic differential equations with randomly varying truncations
|
2024
|
Hongjiang Qian
Fuke Wu
George Yin
|
+
PDF
Chat
|
Weak convergence of Mckean-Vlasov stochastic differential equations with two-time-scale Markov switching
|
2024
|
Wenjie Cao
Fuke Wu
|
+
|
Weak convergence and stability of stochastic hybrid systems with random delay driven by a singularly perturbed Markov chain
|
2023
|
Wenjie Cao
Fuke Wu
Minyu Wu
|
+
|
An Averaging Principle for FastâSlow-Coupled Neutral Stochastic Differential Equations with Time-Varying Delay
|
2023
|
Minyu Wu
Wenjie Cao
Fuke Wu
|
+
|
Limit theorems of additive functionals for regime-switching diffusions with infinite delay
|
2023
|
Ya Wang
Fuke Wu
George Yin
|
+
|
On a class of McKean-Vlasov stochastic functional differential equations with applications
|
2023
|
Fuke Wu
Fubao Xi
Chao Zhu
|
+
PDF
Chat
|
The tamed EulerâMaruyama approximation of MckeanâVlasov stochastic differential equations and asymptotic error analysis
|
2023
|
Huagui Liu
Fuke Wu
Minyu Wu
|
+
PDF
Chat
|
Approximate properties of stochastic functional differential equations with singular perturbations
|
2023
|
Minyu Wu
Wenjie Cao
Fuke Wu
|
+
PDF
Chat
|
On the Existence and Asymptotic Stability of Hybrid Stochastic Systems with Neutral Term and Non-Differentiable Time Delay
|
2023
|
Wei Mao
Bo Chen
Fuke Wu
Xuerong Mao
|
+
PDF
Chat
|
Stabilisation with general decay rate by delay feedback control for nonlinear neutral stochastic functional differential equations with infinite delay
|
2022
|
Banban Shi
Xuerong Mao
Fuke Wu
|
+
|
Near Optimality of Stochastic Control for Singularly Perturbed McKean--Vlasov Systems
|
2022
|
Yun Li
Fuke Wu
JiâFeng Zhang
|
+
|
Stationary distribution of stochastic population dynamics with infinite delay
|
2022
|
Hao Yang
Fuke Wu
Peter E. Kloeden
|
+
|
Ergodicity of Regime-Switching Functional Diffusions with Infinite Delay and Application to a Numerical Algorithm for Stochastic Optimization
|
2022
|
Banban Shi
Ya Wang
Fuke Wu
|
+
|
Tamed EulerâMaruyama approximation of McKeanâVlasov stochastic differential equations with super-linear drift and Hölder diffusion coefficients
|
2022
|
Huagui Liu
Banban Shi
Fuke Wu
|
+
PDF
Chat
|
Fast-slow-coupled stochastic functional differential equations
|
2022
|
Fuke Wu
George Yin
|
+
PDF
Chat
|
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality
|
2022
|
Ya Wang
Fuke Wu
George Yin
Chao Zhu
|
+
|
Poisson equation on Wasserstein space and diffusion approximations for McKean-Vlasov equation
|
2022
|
Yun Li
Fuke Wu
Longjie Xie
|
+
|
Limit theorems for additive functionals of stochastic functional differential equations with infinite delay
|
2021
|
Ya Wang
Fuke Wu
Chao Zhu
|
+
PDF
Chat
|
Solving a Class of Mean-Field LQG Problems
|
2021
|
Yun Li
Qingshuo Song
Fuke Wu
George Yin
|
+
PDF
Chat
|
On strong Feller property, exponential ergodicity and large deviations principle for stochastic damping Hamiltonian systems with state-dependent switching
|
2021
|
Fubao Xi
Chao Zhu
Fuke Wu
|
+
|
An averaging principle for two-time-scale stochastic functional differential equations
|
2020
|
Fuke Wu
George Yin
|
+
|
On Strong Feller Property, Exponential Ergodicity and Large Deviations Principle for Stochastic Damping Hamiltonian Systems with State-Dependent Switching
|
2020
|
Fubao Xi
Chao Zhu
Fuke Wu
|
+
|
Solving A Class of McKean-Vlasov LQG Control Problems with Complete and Partial Observations
|
2019
|
Yun Li
Qingshuo Song
Fuke Wu
George Yin
|
+
PDF
Chat
|
Stability in distribution of stochastic functional differential equations
|
2019
|
Ya Wang
Fuke Wu
Xuerong Mao
|
+
|
The truncated EulerâMaruyama method for stochastic differential equations with Hölder diffusion coefficients
|
2019
|
Hao Yang
Fuke Wu
Peter E. Kloeden
Xuerong Mao
|
+
PDF
Chat
|
Advances in the LaSalle-type theorems for stochastic functional differential equations with infinite delay
|
2019
|
Ya Wang
Fuke Wu
Xuerong Mao
Enwen Zhu
|
+
|
Existence and approximation of strong solutions of SDEs with fractional diffusion coefficients
|
2019
|
Hao Yang
Fuke Wu
Peter E. Kloeden
|
+
|
Solving A Class of Mean-Field LQG Problems
|
2019
|
Yun Li
Qingshuo Song
Fuke Wu
George Yin
|
+
|
Weak solution of stochastic differential equations with fractional diffusion coefficient
|
2018
|
Hao Yang
Peter E. Kloeden
Fuke Wu
|
+
PDF
Chat
|
Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations
|
2018
|
Xiaofeng Zong
Fuke Wu
GuiâPing Xu
|
+
|
Asymptotic properties of integro-differential systems with wideband noise perturbations
|
2017
|
Fuke Wu
George Yin
|
+
|
Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity
|
2016
|
Fuke Wu
George Yin
Hongwei Mei
|
+
PDF
Chat
|
Kolmogorov-type systems with regime-switching jump diffusion perturbations
|
2016
|
Fuke Wu
George Yin
Zhuo Jin
|
+
|
Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense FokkerâPlanck equations
|
2016
|
Hongwei Mei
George Yin
Fuke Wu
|
+
|
Stochastic regularization and stabilization of hybrid functional differential equations
|
2015
|
Xiaofeng Zong
Fuke Wu
George Yin
|
+
|
Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations
|
2015
|
Xiaofeng Zong
Fuke Wu
|
+
|
The improved results on the stochastic Kolmogorov system with time-varying delay
|
2015
|
Yangzi Hu
Fuke Wu
|
+
PDF
Chat
|
Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion systems
|
2015
|
Guangliang Zhao
Fuke Wu
George Yin
|
+
|
Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations
|
2015
|
Xiaofeng Zong
Fuke Wu
Chengming Huang
|
+
|
Almost sure exponential stability of the backward EulerâMaruyama scheme for stochastic delay differential equations with monotone-type condition
|
2015
|
Lin Chen
Fuke Wu
|
+
|
Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations
|
2015
|
Xiaofeng Zong
Fuke Wu
GuiâPing Xu
|
+
|
Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach
|
2014
|
Fuke Wu
George Yin
Tianhai Tian
|
+
|
Stochastic consentability of continuous-time multi-agent systems with relative-state-dependent measurement noises
|
2014
|
Tao Li
Fuke Wu
JiâFeng Zhang
|
+
PDF
Chat
|
Multi-Agent Consensus With Relative-State-Dependent Measurement Noises
|
2014
|
Tao Li
Fuke Wu
JiâFeng Zhang
|
+
PDF
Chat
|
Some New Results on the Lotka-Volterra System with Variable Delay
|
2014
|
Yangzi Hu
Fuke Wu
Chengming Huang
|
+
|
Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems
|
2014
|
Xiaofeng Zong
Fuke Wu
George Yin
Zhuo Jin
|
+
|
Consensus Conditions of Multi-Agent Systems With Relative-State-Dependent Measurement Noises.
|
2013
|
Tao Li
Fuke Wu
JiâFeng Zhang
|
+
|
Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems
|
2013
|
Xiaofeng Zong
Fuke Wu
Tianhai Tian
|
+
PDF
Chat
|
The Boundedness and Exponential Stability Criterions for Nonlinear Hybrid Neutral Stochastic Functional Differential Equations
|
2013
|
Xiaofeng Zong
Fuke Wu
Chengming Huang
|
+
|
Multi-Agent Consensus With Relative-State-Dependent Measurement Noises
|
2013
|
Tao Li
Fuke Wu
JiâFeng Zhang
|
+
|
A class of stochastic differential equations with expectations in the coefficients
|
2012
|
Yangzi Hu
Fuke Wu
|
+
PDF
Chat
|
Discrete Razumikhin-type technique and stability of the Euler--Maruyama method to stochastic functional differential equations
|
2012
|
Fuke Wu
Xuerong Mao
Peter E. Kloeden
|
+
|
Choice of Ξ and its effects on stability in the stochastic Ξ-method of stochastic delay differential equations
|
2012
|
Lin Chen
Fuke Wu
|
+
|
Almost sure exponential stability of the <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si5.gif" display="inline" overflow="scroll"><mml:mi>Ξ</mml:mi></mml:math>-method for stochastic differential equations
|
2012
|
Lin Chen
Fuke Wu
|
+
|
The asymptotic properties of the suppressed system by Brownian noise
|
2012
|
Rongcheng Yin
Fuke Wu
Yi Shen
|
+
|
Regularization and Stabilization of Randomly Switching Dynamic Systems
|
2012
|
George Yin
Guangliang Zhao
Fuke Wu
|
+
|
The LaSalle-type theorem for neutral stochastic functional differential equations with infinite delay
|
2011
|
Fuke Wu
Shigeng Hu
|
+
|
Attraction, stability and robustness for stochastic functional differential equations with infinite delay
|
2011
|
Fuke Wu
Shigeng Hu
|
+
|
A note on order of convergence of numerical method for neutral stochastic functional differential equations
|
2011
|
Feng Jiang
Yi Shen
Fuke Wu
|
+
|
On a Class of Nonlocal Stochastic Functional Differential Equations with Infinite Delay
|
2011
|
Fuke Wu
Shigeng Hu
|
+
|
Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay
|
2011
|
Fuke Wu
Shigeng Hu
Xuerong Mao
|
+
PDF
Chat
|
A class of stochastic functional differential equations with Markovian switching
|
2011
|
Yangzi Hu
Fuke Wu
|
+
|
Khasminskii-type theorems for stochastic functional differential equations with infinite delay
|
2011
|
Fuke Wu
Shigeng Hu
|
+
|
JUMP SYSTEMS WITH THE MEAN-REVERTING Îł-PROCESS AND CONVERGENCE OF THE NUMERICAL APPROXIMATION
|
2011
|
Feng Jiang
Yi Shen
Fuke Wu
|
+
|
Razumikhinâtype theorems on general decay stability and robustness for stochastic functional differential equations
|
2011
|
Fuke Wu
Shigeng Hu
|
+
|
Unbounded delay stochastic functional Kolmogorov-type system
|
2010
|
Fuke Wu
|
+
|
Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate
|
2010
|
Yangzi Hu
Fuke Wu
Chengming Huang
|
+
|
Stochastic suppression and stabilization of functional differential equations
|
2010
|
Fuke Wu
Xuerong Mao
Shigeng Hu
|
+
|
Stochastic LotkaâVolterra models with multiple delays
|
2010
|
Yangzi Hu
Fuke Wu
Chengming Huang
|
+
|
Stochastic suppression and stabilization of delay differential systems
|
2010
|
Fuke Wu
Shigeng Hu
|
+
|
Existence and uniqueness of global positive solutions to the stochastic functional Kolmogorov-type system
|
2010
|
Fuke Wu
Yangzi Hu
|
+
|
Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay
|
2010
|
Fuke Wu
Shigeng Hu
Chengming Huang
|
+
|
A STUDY OF A CLASS OF NONLINEAR STOCHASTIC DELAY DIFFERENTIAL EQUATIONS
|
2010
|
Fuke Wu
Shigeng Hu
|
+
PDF
Chat
|
General Decay Stability for Stochastic Functional Differential Equations with Infinite Delay
|
2010
|
Yue Liu
Xuejing Meng
Fuke Wu
|
+
|
Stochastic Lotka-Volterra system with unbounded distributed delay
|
2010
|
Fuke Wu
Yangzi Hu
|
+
|
Positive solution and its asymptotic behaviour of stochastic functional Kolmogorov-type system
|
2009
|
Fuke Wu
Shigeng Hu
Yue Liu
|
+
|
Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay
|
2009
|
Yangzi Hu
Fuke Wu
Chengming Huang
|
+
|
Suppression and stabilisation of noise
|
2009
|
Fuke Wu
Shigeng Hu
|
+
|
Generalized Stochastic Delay LotkaâVolterra Systems
|
2009
|
Juliang Yin
Xuerong Mao
Fuke Wu
|
+
|
Stochastic LotkaâVolterra system with infinite delay
|
2009
|
Yong Xu
Fuke Wu
Yimin Tan
|
+
|
GLOBAL SOLUTIONS AND BOUNDEDNESS OF STOCHASTIC FUNCTIONAL KOLMOGOROV SYSTEM WITH INFINITE DELAY
|
2009
|
Yong Xu
Fuke Wu
Shigeng Hu
|
+
|
EXISTENCE, UNIQUENESS AND ASYMPTOTIC PROPERTIES OF A CLASS OF NONLINEAR STOCHASTIC DIFFERENTIAL DELAY EQUATIONS WITH MARKOVIAN SWITCHING
|
2009
|
Lin Wang
Fuke Wu
|
+
|
Pathwise estimation of the stochastic functional Kolmogorov-type system
|
2009
|
Fuke Wu
Yangzi Hu
|
+
|
Stochastic Kolmogorov-Type Population Dynamics with Variable Delay
|
2009
|
Fuke Wu
Shigeng Hu
|
+
|
Stochastic LotkaâVolterra Population Dynamics with Infinite Delay
|
2009
|
Fuke Wu
Yong Xu
|
+
|
Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
|
2008
|
Shaobo Zhou
Fuke Wu
|
+
|
Asymptotic Properties of Stochastic Functional Kolmogorov-Type System
|
2008
|
Fuke Wu
Yangzi Hu
|
+
|
Stochastic functional Kolmogorov-type population dynamics
|
2008
|
Fuke Wu
Shigeng Hu
|
+
PDF
Chat
|
Numerical Solutions of Neutral Stochastic Functional Differential Equations
|
2008
|
Fuke Wu
Xuerong Mao
|
+
|
Khasminskii-Type Theorems for Neutral Stochastic Functional Differential Equations
|
2008
|
Fuke Wu
|