Stochastic differential equations with Markovian switching M Xuerong, Y Chenggui World Scientific, 2006 | 2119* | 2006 |
Stochastic differential equations with Markovian switching X Mao, C Yuan Imperial college press, 2006 | 2119 | 2006 |
Competitive Lotka–Volterra population dynamics with jumps J Bao, X Mao, G Yin, C Yuan Nonlinear Analysis: Theory, Methods & Applications 74 (17), 6601-6616, 2011 | 319 | 2011 |
Robust stability and controllability of stochastic differential delay equations with Markovian switching C Yuan, X Mao Automatica 40 (3), 343-354, 2004 | 315 | 2004 |
Stabilization and destabilization of hybrid systems of stochastic differential equations X Mao, GG Yin, C Yuan Automatica 43 (2), 264-273, 2007 | 283 | 2007 |
Stochastic population dynamics driven by Lévy noise J Bao, C Yuan Journal of Mathematical Analysis and applications 391 (2), 363-375, 2012 | 248 | 2012 |
Asymptotic stability in distribution of stochastic differential equations with Markovian switching C Yuan, X Mao Stochastic processes and their applications 103 (2), 277-291, 2003 | 239 | 2003 |
Stochastic differential delay equations of population dynamics X Mao, C Yuan, J Zou Journal of Mathematical Analysis and Applications 304 (1), 296-320, 2005 | 221 | 2005 |
Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations DJ Higham, X Mao, C Yuan SIAM journal on numerical analysis 45 (2), 592-609, 2007 | 219 | 2007 |
Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching X Mao, Y Shen, C Yuan Stochastic processes and their applications 118 (8), 1385-1406, 2008 | 182 | 2008 |
Stabilization of a class of stochastic differential equations with Markovian switching C Yuan, J Lygeros Systems & Control Letters 54 (9), 819-833, 2005 | 158 | 2005 |
Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching C Yuan, X Mao Mathematics and Computers in Simulation 64 (2), 223-235, 2004 | 137 | 2004 |
Two-time-scale stochastic partial differential equations driven by -stable noises: Averaging principles J Bao, G Yin, C Yuan Bernoulli 23 (1), 645-669, 2017 | 94 | 2017 |
Stability in distribution of stochastic differential delay equations with Markovian switching C Yuan, J Zou, X Mao Systems & control letters 50 (3), 195-207, 2003 | 83 | 2003 |
Approximate solutions of stochastic differential delay equations with Markovian switching C Yuan, W Glover Journal of Computational and Applied Mathematics 194 (2), 207-226, 2006 | 70 | 2006 |
Numerical method for stationary distribution of stochastic differential equations with Markovian switching X Mao, C Yuan, G Yin Journal of Computational and Applied Mathematics 174 (1), 1-27, 2005 | 70 | 2005 |
Numerical solutions and stability of stochastic differential equations with Markovian switching C Yuan University of Strathclyde, 2004 | 70* | 2004 |
Harnack inequalities for functional SDEs with multiplicative noise and applications FY Wang, C Yuan Stochastic processes and their applications 121 (11), 2692-2710, 2011 | 69 | 2011 |
Stability in distribution of neutral stochastic differential delay equations with Markovian switching J Bao, Z Hou, C Yuan Statistics & probability letters 79 (15), 1663-1673, 2009 | 69 | 2009 |
Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching X Mao, A Truman, C Yuan International Journal of Stochastic Analysis 2006, 2006 | 64 | 2006 |