Wentao Xu

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All published works

Action	Title	Year	Authors
+	An Averaging Principle for Stochastic Differential Delay Equations Driven by Time-Changed Lévy Noise	2022	Guangjun Shen Wentao Xu Jiang-Lun Wu
+	Least squares estimator for stochastic differential equations driven by small fractional Lévy noises from discrete observations	2021	Qian Yu Guangjun Shen Wentao Xu
+	Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects	2021	Xiuwei Yin Wentao Xu Guangjun Shen
+	The stability with general decay rate of neutral stochastic functional hybrid differential equations with Lévy noise	2020	Guangjun Shen Wentao Xu Dongjin Zhu

Common Coauthors

Coauthor	Papers Together
Guangjun Shen	4
Qian Yu	1
Xiuwei Yin	1
Jiang-Lun Wu	1
Dongjin Zhu	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Stochastic solution of fractional Fokker–Planck equations with space–time-dependent coefficients	2016	Erkan Nane Yinan Ni	2
+ PDF Chat	Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations	2020	Wei Liu Xuerong Mao Jingwen Tang Yue Wu	2
+ PDF Chat	Stochastic Calculus for a Time-Changed Semimartingale and the Associated Stochastic Differential Equations	2010	Kei Kobayashi	2
+ PDF Chat	On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations	2011	Marjorie G. Hahn Jelena Ryvkina Kei Kobayashi Sabir Umarov	2
+ PDF Chat	Semi-implicit Euler–Maruyama method for non-linear time-changed stochastic differential equations	2020	Chang‐Song Deng Wei Liu	2
+	Stability of the solution of stochastic differential equation driven by time-changed Lévy noise	2016	Erkan Nane Yinan Ni	2
+	Space–time fractional stochastic partial differential equations	2015	Jebessa B. Mijena Erkan Nane	2
+	Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients	2019	Sixian Jin Kei Kobayashi	2
+ PDF Chat	A Sufficient Condition for Asymptotic Sufficiency of Incomplete Observations of a Diffusion Process	1990	Catherine Larédo	1
+	Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate	2010	Yangzi Hu Fuke Wu Chengming Huang	1
+ PDF Chat	Small-diffusion asymptotics for discretely sampled stochastic differential equations	2003	Michael Sørensen Masayuki Uchida	1
+	Existence and joint continuity of local time of multi-parameter fractional Lévy processes	2009	Zhengyan Lin Zongmao Cheng	1
+ PDF Chat	Fractional Lévy Processes as a Result of Compact Interval Integral Transformation	2011	Heikki Tikanmäki Yuliya Mishura	1
+	Stochastic stabilization of hybrid differential equations	2012	Feiqi Deng Qi Luo Xuerong Mao	1
+	Least squares estimator for discretely observed Ornstein–Uhlenbeck processes with small Lévy noises	2009	Hongwei Long	1
+ PDF Chat	Mean square polynomial stability of numerical solutions to a class of stochastic differential equations	2014	Wei Liu Mohammud Foondun Xuerong Mao	1
+	Stochastic Differential Equations: With Applications to Physics and Engineering	1991	K. Sobczyk	1
+ PDF Chat	Parameter estimation for fractional Ornstein–Uhlenbeck processes	2010	Yaozhong Hu David Nualart	1
+ PDF Chat	Fractional Lévy processes with an application to long memory moving average processes	2006	Tina Marquardt	1
+ PDF Chat	Parameter estimation for the discretely observed fractional Ornstein–Uhlenbeck process and the Yuima R package	2012	Alexandre Brouste‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌‌ Stefano M. Iacus	1
+	Razumikhin-type theorems on general decay stability of stochastic functional differential equations with infinite delay	2011	Gorica Pavlović Svetlana Janković	1
+	Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching	2005	Chenggui Yuan	1
+ PDF Chat	Stochastic stabilization of differential systems with general decay rate	2003	Tomás Caraballo María J. Garrido–Atienza José Real	1
+	Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions	2004	Masayuki Uchida	1
+	Robust Stability and Boundedness of Nonlinear Hybrid Stochastic Differential Delay Equations	2013	Liangjian Hu Xuerong Mao Liguo Zhang	1
+	Global exponential stability of impulsive stochastic functional differential systems	2010	Pei Cheng Feiqi Deng	1
+	Apporoximate solutions for stochastic differential equations with pathwise uniqueness	1994	Xuerong Mao	1
+	Maximnm contrast estimation for diffusion processes from discrete observations	1990	Valentine Genon‐Catalot	1
+	Least squares estimators for discretely observed stochastic processes driven by small Lévy noises	2013	Hongwei Long Yasutaka Shimizu Wei Sun	1
+ PDF Chat	Simple Estimators for Parametric Markovian Trend of Ergodic Processes Based on Sampled Data	2005	H. Masuda	1
+	A note on attraction and stability of neutral stochastic delay differential equations with Markovian switching	2013	Yinfang Song Quan Yin Yi Shen	1
+	Almost Sure and $p$th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems	2014	Xiaofeng Zong Fuke Wu George Yin Zhuo Jin	1
+ PDF Chat	Parameter estimation for fractional Ornstein–Uhlenbeck processes of general Hurst parameter	2017	Yaozhong Hu David Nualart Hongjuan Zhou	1
+	Almost sure exponential stability of hybrid stochastic functional differential equations	2017	Minghui Song Xuerong Mao	1
+ PDF Chat	Asymptotic Behaviour of the Trajectory Fitting Estimator for Reflected Ornstein–Uhlenbeck Processes	2017	Qing-pei Zang Zhang Li	1
+ PDF Chat	Almost sure exponential stability of dynamical systems driven by Lévy processes and its application to control design for magnetic bearings	2018	K.D. Do Huong Ly Nguyen	1
+	Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein–Uhlenbeck process	2018	Hui Jiang Junfeng Liu Shaochen Wang	1
+	Fractional Lévy Cox–Ingersoll–Ross and Jacobi processes	2018	Holger Fink Georg Schlüchtermann	1
+ PDF Chat	Finite Variation of Fractional Lévy Processes	2011	Christian Bender Alexander Lindner Markus Schicks	1
+	Path stability of stochastic differential equations driven by time-changed Lévy noises	2018	Erkan Nane Yinan Ni	1
+ PDF Chat	Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching	2019	Xiaozhi Zhang Chenggui Yuan	1
+	Averaging principle for one dimensional stochastic Burgers equation	2018	Zhao Dong Xiaobin Sun Hui Xiao Jianliang Zhai	1
+	Stochastic population dynamics driven by Lévy noise	2012	Jianhai Bao Chenggui Yuan	1
+ PDF Chat	Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion	2019	Yaozhong Hu David Nualart Hongjuan Zhou	1
+	Stability analysis for a class of nonlinear time-changed systems	2016	Qiong Wu	1
+ PDF Chat	Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control	2019	Xiaoyue Li Xuerong Mao	1
+	An averaging principle for two-time-scale stochastic functional differential equations	2020	Fuke Wu George Yin	1
+	An averaging principle for stochastic fractional differential equations with time-delays	2020	Danfeng Luo Quanxin Zhu Zhiguo Luo	1
+	Averaging principle for fractional heat equations driven by stochastic measures	2020	Guangjun Shen Jiang-Lun Wu Xiuwei Yin	1
+ PDF Chat	Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion	2010	Marjorie G. Hahn Kei Kobayashi Sabir Umarov	1