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2020 – today
- 2024
[j140]Henglei Xu
, Xuerong Mao:
Structured stabilisation of superlinear delay systems by bounded discrete-time state feedback control. Autom. 159: 111409 (2024)- [j139]Yongmei Cai, Xuerong Mao, Fengying Wei:
An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients. J. Comput. Appl. Math. 437: 115472 (2024) - [j138]Yiyi Tang, Xuerong Mao:
The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients. J. Comput. Appl. Math. 440: 115660 (2024) - [j137]Can Lv, Surong You, Liangjian Hu, Xuerong Mao:
A new criterion on stability in distribution for a hybrid stochastic delay differential equation. J. Frankl. Inst. 361(17): 107169 (2024) - [j136]Yongmei Cai, Qian Guo, Xuerong Mao:
Strong convergence of an explicit numerical approximation for n-dimensional superlinear SDEs with positive solutions. Math. Comput. Simul. 216: 198-212 (2024) - [j135]Shijie Zhou, Xiaoxiao Peng, Wei Lin, Xuerong Mao:
Adaptive Control and Synchronization of Complex Dynamical Systems with Various Types of Delays and Stochastic Disturbances. SIAM J. Appl. Math. 84(4): 1515-1531 (2024) - [j134]Xiaoxiao Peng, Shijie Zhou, Wei Lin, Xuerong Mao:
Invariance Principles for \(G\)-Brownian-Motion-Driven Stochastic Differential Equations and Their Applications to \(G\)-Stochastic Control. SIAM J. Control. Optim. 62(3): 1569-1589 (2024) - [j133]Shijie Zhou, Wei Lin, Xuerong Mao, Jianhong Wu:
Generalized Invariance Principles for Stochastic Dynamical Systems and Their Applications. IEEE Trans. Autom. Control. 69(1): 85-99 (2024) - [i7]Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao:
Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients. CoRR abs/2410.05614 (2024) - 2023
- [j132]Chen Fei, Weiyin Fei, Xuerong Mao:
A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion. Appl. Math. Lett. 136: 108448 (2023) - [j131]Junhao Hu, Wei Mao, Xuerong Mao:
Advances in nonlinear hybrid stochastic differential delay equations: Existence, boundedness and stability. Autom. 147: 110682 (2023) - [j130]Yuyuan Li, Surong You, Jianqiu Lu, Yanan Jiang, Liangjian Hu, Xuerong Mao:
Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations. Int. J. Syst. Sci. 54(5): 1070-1086 (2023) - [j129]Wenrui Li, Weiyin Fei, Yong Liang, Xuerong Mao:
Stabilization and destabilization of hybrid systems by periodic stochastic controls based on Lévy noise. IMA J. Math. Control. Inf. 40(2): 232-252 (2023) - [j128]Wenrui Li, Chen Fei, Mingxuan Shen, Weiyin Fei, Xuerong Mao:
A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control. J. Frankl. Inst. 360(16): 11932-11964 (2023) - [j127]Banban Shi, Xuerong Mao, Fuke Wu:
Stabilisation with general decay rate by delay feedback control for nonlinear neutral stochastic functional differential equations with infinite delay. Syst. Control. Lett. 172: 105435 (2023) - [j126]Yuyuan Li, Ran Dong, Xuerong Mao:
Discrete-time feedback control for highly nonlinear hybrid stochastic systems with non-differentiable delays. Syst. Control. Lett. 175: 105507 (2023) - [j125]Wenrui Li, Chen Fei, Chunhui Mei, Weiyin Fei, Xuerong Mao:
Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique. Syst. Control. Lett. 176: 105530 (2023) - [j124]Wei Mao, Bo Chen, Fuke Wu, Xuerong Mao:
On the existence and asymptotic stability of hybrid stochastic systems with neutral term and non-differentiable time delay. Syst. Control. Lett. 178: 105586 (2023) - [j123]Wei Mao, Junhao Hu, Xuerong Mao:
Stabilization in Distribution of Hybrid Systems by Intermittent Noise. IEEE Trans. Autom. Control. 68(8): 4919-4924 (2023) - [j122]Henglei Xu, Xuerong Mao:
Advances in Discrete-State-Feedback Stabilization of Highly Nonlinear Hybrid Systems by Razumikhin Technique. IEEE Trans. Autom. Control. 68(10): 6098-6113 (2023) - [i6]Xiaoyue Li, Xuerong Mao, Guoting Song:
Explicit approximation of the invariant measure for SDDEs with the nonlinear diffusion term. CoRR abs/2303.05702 (2023) - 2022
- [j121]Hailing Dong, Xuerong Mao:
Advances in stabilization of highly nonlinear hybrid delay systems. Autom. 136: 110086 (2022) - [j120]Xiaoyue Li, Wei Liu, Qi Luo, Xuerong Mao:
Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations. Autom. 140: 110210 (2022) - [j119]Chunhui Mei, Chen Fei, Mingxuan Shen, Weiyin Fei, Xuerong Mao:
Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching. Inf. Sci. 592: 123-136 (2022) - [j118]Chen Fei, Weiyin Fei, Xuerong Mao, Litan Yan:
Delay-dependent Asymptotic Stability of Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion. J. Frankl. Inst. 359(9): 4366-4392 (2022) - [j117]Dan Li, Fengying Wei, Xuerong Mao:
Stationary distribution and density function of a stochastic SVIR epidemic model. J. Frankl. Inst. 359(16): 9422-9449 (2022) - [j116]Hailing Dong, Juan Tang, Xuerong Mao:
Stabilization of Highly Nonlinear Hybrid Stochastic Differential Delay Equations with Lévy Noise by Delay Feedback Control. SIAM J. Control. Optim. 60(6): 3302-3325 (2022) - [j115]Surong You, Liangjian Hu, Jianqiu Lu, Xuerong Mao:
Stabilization in Distribution by Delay Feedback Control for Hybrid Stochastic Differential Equations. IEEE Trans. Autom. Control. 67(2): 971-977 (2022) - [i5]Wei Liu, Xuerong Mao, Yue Wu:
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients. CoRR abs/2206.09970 (2022) - [i4]Xiaoyue Li, Xuerong Mao, Guoting Song:
An explicit approximation for super-linear stochastic functional differential equations. CoRR abs/2208.10214 (2022) - 2021
- [j114]Emmanuel Coffie, Xuerong Mao:
Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay. J. Comput. Appl. Math. 383: 113137 (2021) - [j113]Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao:
Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients. J. Comput. Appl. Math. 388: 113269 (2021) - [j112]Xuerong Mao, Fengying Wei, Teerapot Wiriyakraikul:
Positivity preserving truncated Euler-Maruyama Method for stochastic Lotka-Volterra competition model. J. Comput. Appl. Math. 394: 113566 (2021) - [j111]Xiaoyue Li, Xuerong Mao, Hongfu Yang:
Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations. Math. Comput. 90(332): 2827-2872 (2021) - [j110]Xiaoyue Li, Wei Liu, Xuerong Mao, Junsheng Zhao:
Stabilization and destabilization of hybrid systems by periodic stochastic controls. Syst. Control. Lett. 152: 104929 (2021) - [i3]Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao:
The truncated EM method for stochastic differential delay equations with variable delay. CoRR abs/2108.03860 (2021) - 2020
- [j109]Xiaoyue Li, Xuerong Mao:
Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control. Autom. 112 (2020) - [j108]Hao Yang, Fuke Wu, Peter E. Kloeden, Xuerong Mao:
The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients. J. Comput. Appl. Math. 366 (2020) - [j107]Wei Mao, Liangjian Hu, Xuerong Mao:
The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise. J. Frankl. Inst. 357(2): 1174-1198 (2020) - [j106]Mingxuan Shen, Chen Fei, Weiyin Fei, Xuerong Mao:
Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations. Syst. Control. Lett. 137: 104645 (2020) - [j105]Junhao Hu, Wei Liu, Feiqi Deng, Xuerong Mao:
Advances in Stabilization of Hybrid Stochastic Differential Equations by Delay Feedback Control. SIAM J. Control. Optim. 58(2): 735-754 (2020) - [j104]Xiaoyue Li, Xuerong Mao, Denis Sospeter Mukama, Chenggui Yuan:
Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations. SIAM J. Control. Optim. 58(5): 2900-2926 (2020) - [j103]Chen Fei, Weiyin Fei, Xuerong Mao, Dengfeng Xia, Litan Yan:
Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations. IEEE Trans. Autom. Control. 65(7): 2899-2912 (2020) - [i2]Xiaoyue Li, Xuerong Mao, Hongfu Yang:
Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations. CoRR abs/2002.06756 (2020)
2010 – 2019
- 2019
- [j102]Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao:
Stability equivalence between the stochastic differential delay equations driven by G-Brownian motion and the Euler-Maruyama method. Appl. Math. Lett. 96: 138-146 (2019) - [j101]Mengling Li, Feiqi Deng, Xuerong Mao:
Basic theory and stability analysis for neutral stochastic functional differential equations with pure jumps. Sci. China Inf. Sci. 62(1): 12204:1-12204:15 (2019) - [j100]Mingxuan Shen, Chen Fei, Weiyin Fei, Xuerong Mao:
Boundedness and stability of highly nonlinear hybrid neutral stochastic systems with multiple delays. Sci. China Inf. Sci. 62(10): 202205:1-202205:16 (2019) - [j99]Gongfei Song, Xuerong Mao, Tao Li:
Robust quantised control of hybrid stochastic systems based on discrete-time state and mode observations. Int. J. Control 92(8): 1836-1845 (2019) - [j98]Shounian Deng, Weiyin Fei, Wei Liu, Xuerong Mao:
The truncated EM method for stochastic differential equations with Poisson jumps. J. Comput. Appl. Math. 355: 232-257 (2019) - [j97]Ya Wang, Fuke Wu, Xuerong Mao:
Stability in distribution of stochastic functional differential equations. Syst. Control. Lett. 132 (2019) - 2018
- [j96]Feiqi Deng, Xuerong Mao:
Special focus on modeling, analysis and control of stochastic systems. Sci. China Inf. Sci. 61(7): 70210:1-70210:2 (2018) - [j95]Gongfei Song, Zhenyu Lu, Bo-Chao Zheng, Xuerong Mao:
Almost sure stabilization of hybrid systems by feedback control based on discrete-time observations of mode and state. Sci. China Inf. Sci. 61(7): 70213:1-70213:16 (2018) - [j94]Haoyi Mo, Mengling Li, Feiqi Deng, Xuerong Mao:
Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps. Sci. China Inf. Sci. 61(7): 70214:1-70214:15 (2018) - [j93]Qian Guo, Wei Liu, Xuerong Mao, Weijun Zhan:
Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations. Int. J. Comput. Math. 95(9): 1715-1726 (2018) - [j92]Liangjian Hu, Xiaoyue Li, Xuerong Mao:
Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations. J. Comput. Appl. Math. 337: 274-289 (2018) - [j91]Qian Guo, Wei Liu, Xuerong Mao, Rong-Xian Yue:
The truncated Milstein method for stochastic differential equations with commutative noise. J. Comput. Appl. Math. 338: 298-310 (2018) - [j90]Linna Li, Dongwang Zhong, Xuerong Mao:
Research on dynamic response of explosion containment vessels. J. Intell. Fuzzy Syst. 34(2): 1225-1234 (2018) - [j89]Qian Guo, Xuerong Mao, Rong-Xian Yue:
The truncated Euler-Maruyama method for stochastic differential delay equations. Numer. Algorithms 78(2): 599-624 (2018) - [j88]Mingxuan Shen, Weiyin Fei, Xuerong Mao, Yong Liang:
Stability of highly nonlinear neutral stochastic differential delay equations. Syst. Control. Lett. 115: 1-8 (2018) - [j87]Weiyin Fei, Liangjian Hu, Xuerong Mao, Mingxuan Shen:
Structured Robust Stability and Boundedness of Nonlinear Hybrid Delay Systems. SIAM J. Control. Optim. 56(4): 2662-2689 (2018) - [j86]Xiaotai Wu, Yang Tang, Jinde Cao, Xuerong Mao:
Stability Analysis for Continuous-Time Switched Systems With Stochastic Switching Signals. IEEE Trans. Autom. Control. 63(9): 3083-3090 (2018) - 2017
- [j85]Weiyin Fei, Liangjian Hu, Xuerong Mao, Mingxuan Shen:
Delay dependent stability of highly nonlinear hybrid stochastic systems. Autom. 82: 165-170 (2017) - [j84]Wei Liu, Xuerong Mao:
Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations. Numer. Algorithms 74(2): 573-592 (2017) - 2016
- [j83]Ling Feng, Zhigang Huang, Xuerong Mao:
Mean percentage of returns for stock market linked savings accounts. Appl. Math. Comput. 273: 1130-1147 (2016) - [j82]David Greenhalgh, Yanfeng Liang, Xuerong Mao:
SDE SIS epidemic model with demographic stochasticity and varying population size. Appl. Math. Comput. 276: 218-238 (2016) - [j81]Yanfeng Liang, David Greenhalgh, Xuerong Mao:
A Stochastic Differential Equation Model for the Spread of HIV amongst People Who Inject Drugs. Comput. Math. Methods Medicine 2016: 6757928:1-6757928:14 (2016) - [j80]Xuerong Mao:
Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations. J. Comput. Appl. Math. 296: 362-375 (2016) - [j79]Wei Mao, Surong You, Xuerong Mao:
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps. J. Comput. Appl. Math. 301: 1-15 (2016) - [j78]Lichao Feng, Shoumei Li, Xuerong Mao:
Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching. J. Frankl. Inst. 353(18): 4924-4949 (2016) - [j77]Qian Guo, Xuerong Mao, Rong-Xian Yue:
Almost Sure Exponential Stability of Stochastic Differential Delay Equations. SIAM J. Control. Optim. 54(4): 1919-1933 (2016) - [j76]Xuerong Mao:
Almost Sure Exponential Stabilization by Discrete-Time Stochastic Feedback Control. IEEE Trans. Autom. Control. 61(6): 1619-1624 (2016) - 2015
- [j75]Wei Mao, Quanxin Zhu, Xuerong Mao:
Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps. Appl. Math. Comput. 254: 252-265 (2015) - [j74]Surong You, Wei Mao, Xuerong Mao, Liangjian Hu:
Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients. Appl. Math. Comput. 263: 73-83 (2015) - [j73]Wei Mao, Liangjian Hu, Xuerong Mao:
The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps. Appl. Math. Comput. 268: 883-896 (2015) - [j72]Wei Liu, Xuerong Mao:
Numerical stationary distribution and its convergence for nonlinear stochastic differential equations. J. Comput. Appl. Math. 276: 16-29 (2015) - [j71]Xuerong Mao:
The truncated Euler-Maruyama method for stochastic differential equations. J. Comput. Appl. Math. 290: 370-384 (2015) - [j70]Surong You, Wei Liu, Jianqiu Lu, Xuerong Mao, Qinwei Qiu:
Stabilization of Hybrid Systems by Feedback Control Based on Discrete-Time State Observations. SIAM J. Control. Optim. 53(2): 905-925 (2015) - [j69]Xuerong Mao:
Almost Sure Exponential Stability in the Numerical Simulation of Stochastic Differential Equations. SIAM J. Numer. Anal. 53(1): 370-389 (2015) - 2014
- [j68]Wei Mao, Xuerong Mao:
On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions. Appl. Math. Comput. 230: 104-119 (2014) - [j67]Xuerong Mao, Wei Liu, Liangjian Hu, Qi Luo, Jianqiu Lu:
Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations. Syst. Control. Lett. 73: 88-95 (2014) - [j66]Junlin Xiong, James Lam, Zhan Shu, Xuerong Mao:
Stability Analysis of Continuous-Time Switched Systems With a Random Switching Signal. IEEE Trans. Autom. Control. 59(1): 180-186 (2014) - 2013
- [j65]Wei Liu, Xuerong Mao:
Strong convergence of the stopped Euler-Maruyama method for nonlinear stochastic differential equations. Appl. Math. Comput. 223: 389-400 (2013) - [j64]Xuerong Mao:
Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control. Autom. 49(12): 3677-3681 (2013) - [j63]Ying Lu, Liguo Zhang, Xuerong Mao:
Distributed Information Consensus Filters for Simultaneous Input and State Estimation. Circuits Syst. Signal Process. 32(2): 877-888 (2013) - [j62]Xuerong Mao, Lukasz Szpruch:
Strong convergence and stability of implicit numerical methods for stochastic differential equations with non-globally Lipschitz continuous coefficients. J. Comput. Appl. Math. 238: 14-28 (2013) - [j61]Wei Liu, Xuerong Mao:
Asymptotic moment boundedness of the numerical solutions of stochastic differential equations. J. Comput. Appl. Math. 251: 22-32 (2013) - [j60]Desmond J. Higham, Xuerong Mao, Mikolaj Roj, Qingshuo Song, George Yin:
Mean Exit Times and the Multilevel Monte Carlo Method. SIAM/ASA J. Uncertain. Quantification 1(1): 2-18 (2013) - [j59]Liangjian Hu, Xuerong Mao, Yi Shen:
Stability and boundedness of nonlinear hybrid stochastic differential delay equations. Syst. Control. Lett. 62(2): 178-187 (2013) - [j58]Liangjian Hu, Xuerong Mao, Liguo Zhang:
Robust Stability and Boundedness of Nonlinear Hybrid Stochastic Differential Delay Equations. IEEE Trans. Autom. Control. 58(9): 2319-2332 (2013) - [i1]Junlin Xiong, James Lam, Zhan Shu, Xuerong Mao:
Stability Analysis of Continuous-Time Switched Systems with a Random Switching Signal. CoRR abs/1307.2350 (2013) - 2012
- [j57]Feiqi Deng, Qi Luo, Xuerong Mao:
Stochastic stabilization of hybrid differential equations. Autom. 48(9): 2321-2328 (2012) - [j56]Xiaoyue Li, Xuerong Mao:
A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching. Autom. 48(9): 2329-2334 (2012) - [j55]Chaminda H. Baduraliya, Xuerong Mao:
The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model. Comput. Math. Appl. 64(7): 2209-2223 (2012) - [j54]Jianhai Bao, Xuerong Mao, Chenggui Yuan:
Lyapunov exponents of hybrid stochastic heat equations. Syst. Control. Lett. 61(1): 165-172 (2012) - [j53]Chanying Li, Michael Z. Q. Chen, James Lam, Xuerong Mao:
On Exponential Almost Sure Stability of Random Jump Systems. IEEE Trans. Autom. Control. 57(12): 3064-3077 (2012) - 2011
- [j52]Xuerong Mao:
Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions. Appl. Math. Comput. 217(12): 5512-5524 (2011) - [j51]Qi Luo, Xuerong Mao, Yi Shen:
Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations. Autom. 47(9): 2075-2081 (2011) - [j50]Xuerong Mao, Yi Shen, Alison J. Gray:
Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations. J. Comput. Appl. Math. 235(5): 1213-1226 (2011) - [j49]Jianhai Bao, Björn Böttcher, Xuerong Mao, Chenggui Yuan:
Convergence rate of numerical solutions to SFDEs with jumps. J. Comput. Appl. Math. 236(2): 119-131 (2011) - [j48]Xuerong Mao:
Stationary distribution of stochastic population systems. Syst. Control. Lett. 60(6): 398-405 (2011) - [j47]Alison J. Gray, David Greenhalgh, Liangjian Hu, Xuerong Mao, J. Pan:
A Stochastic Differential Equation SIS Epidemic Model. SIAM J. Appl. Math. 71(3): 876-902 (2011) - [j46]Lirong Huang, Xuerong Mao:
Stability of Singular Stochastic Systems With Markovian Switching. IEEE Trans. Autom. Control. 56(2): 424-429 (2011) - 2010
- [j45]Lirong Huang, Xuerong Mao:
SMC design for robust H∞ control of uncertain stochastic delay systems. Autom. 46(2): 405-412 (2010) - [j44]Chenggui Yuan, Xuerong Mao:
Stability of Stochastic Delay Hybrid Systems with Jumps. Eur. J. Control 16(6): 595-608 (2010) - [j43]Fuke Wu, Xuerong Mao, Lukasz Szpruch:
Almost sure exponential stability of numerical solutions for stochastic delay differential equations. Numerische Mathematik 115(4): 681-697 (2010) - [j42]Fuke Wu, Xuerong Mao, Shigeng Hu:
Stochastic suppression and stabilization of functional differential equations. Syst. Control. Lett. 59(12): 745-753 (2010) - [j41]John A. D. Appleby, Xuerong Mao, Huizhong Wu:
On the Almost Sure Running Maxima of Solutions of Affine Stochastic Functional Differential Equations. SIAM J. Math. Anal. 42(2): 646-678 (2010) - [j40]Lirong Huang, Xuerong Mao:
On Almost Sure Stability of Hybrid Stochastic Systems With Mode-Dependent Interval Delays. IEEE Trans. Autom. Control. 55(8): 1946-1952 (2010)
2000 – 2009
- 2009
- [j39]Lirong Huang, Xuerong Mao:
Robust delayed-state-feedback stabilization of uncertain stochastic systems. Autom. 45(5): 1332-1339 (2009) - [j38]Michael B. Giles, Desmond J. Higham, Xuerong Mao:
Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff. Finance Stochastics 13(3): 403-413 (2009) - [j37]Xiaoyue Li, Daqing Jiang, Xuerong Mao:
Population dynamical behavior of Lotka-Volterra system under regime switching. J. Comput. Appl. Math. 232(2): 427-448 (2009) - [j36]Somkid Intep, Desmond J. Higham, Xuerong Mao:
Switching and Diffusion Models for Gene Regulation Networks. Multiscale Model. Simul. 8(1): 30-45 (2009) - [j35]Guang-Da Hu, Mingzhu Liu, Xuerong Mao, Minghui Song:
Noise expresses exponential growth under regime switching. Syst. Control. Lett. 58(9): 691-699 (2009) - [j34]Gang George Yin, Xuerong Mao, Chenggui Yuan, Dingzhou Cao:
Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions. SIAM J. Math. Anal. 41(6): 2335-2352 (2009) - [j33]Lirong Huang, Xuerong Mao:
Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems. IEEE Trans. Autom. Control. 54(1): 147-152 (2009) - [j32]Lirong Huang, Xuerong Mao:
Correction to: "Delay-Dependent Exponential Stability of Neutral Stochastic Delay Systems" [Jan 09 147-152]. IEEE Trans. Autom. Control. 54(7): 1733 (2009) - [j31]Lirong Huang, Xuerong Mao:
On Input-to-State Stability of Stochastic Retarded Systems With Markovian Switching. IEEE Trans. Autom. Control. 54(8): 1898-1902 (2009) - 2008
- [j30]Fuke Wu, Xuerong Mao, Kan Chen:
Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump. Appl. Math. Comput. 206(1): 494-505 (2008) - [j29]Liangjian Hu, Xuerong Mao:
Almost sure exponential stabilisation of stochastic systems by state-feedback control. Autom. 44(2): 465-471 (2008) - [j28]Qi Luo, Feiqi Deng, Xuerong Mao, Jundong Bao, Yu-Tian Zhang:
Theory and application of stability for stochastic reaction diffusion systems. Sci. China Ser. F Inf. Sci. 51(2): 158-170 (2008) - [j27]Zhe Yang, Xuerong Mao, Chenggui Yuan:
Comparison theorem of one-dimensional stochastic hybrid delay systems. Syst. Control. Lett. 57(1): 56-63 (2008) - [j26]Feiqi Deng, Qi Luo, Xuerong Mao, Sulin Pang:
Noise suppresses or expresses exponential growth. Syst. Control. Lett. 57(3): 262-270 (2008) - [j25]Xuerong Mao, James Lam, Lirong Huang:
Stabilisation of hybrid stochastic differential equations by delay feedback control. Syst. Control. Lett. 57(11): 927-935 (2008) - [j24]Fuke Wu, Xuerong Mao:
Numerical Solutions of Neutral Stochastic Functional Differential Equations. SIAM J. Numer. Anal. 46(4): 1821-1841 (2008) - [j23]John A. D. Appleby, Xuerong Mao, Alexandra Rodkina:
Stabilization and Destabilization of Nonlinear Differential Equations by Noise. IEEE Trans. Autom. Control. 53(3): 683-691 (2008) - [j22]Lirong Huang, Xuerong Mao, Feiqi Deng:
Stability of Hybrid Stochastic Retarded Systems. IEEE Trans. Circuits Syst. I Regul. Pap. 55-I(11): 3413-3420 (2008) - 2007
- [j21]Xuerong Mao, Gang George Yin, Chenggui Yuan:
Stabilization and destabilization of hybrid systems of stochastic differential equations. Autom. 43(2): 264-273 (2007) - [j20]Desmond J. Higham, Xuerong Mao, Chenggui Yuan:
Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Numerische Mathematik 108(2): 295-325 (2007) - [j19]Desmond J. Higham, Xuerong Mao, Chenggui Yuan:
Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations. SIAM J. Numer. Anal. 45(2): 592-609 (2007) - [j18]Shengyuan Xu, James Lam, Xuerong Mao:
Delay-Dependent H∞ Control and Filtering for Uncertain Markovian Jump Systems With Time-Varying Delays. IEEE Trans. Circuits Syst. I Regul. Pap. 54-I(9): 2070-2077 (2007) - 2006
- [j17]Xuerong Mao, Markus Riedle:
Mean square stability of stochastic Volterra integro-differential equations. Syst. Control. Lett. 55(6): 459-465 (2006) - [j16]Qi Luo, Xuerong Mao, Yi Shen:
New criteria on exponential stability of neutral stochastic differential delay equations. Syst. Control. Lett. 55(10): 826-834 (2006) - [c2]John Lygeros, Xuerong Mao, Chenggui Yuan:
Stochastic Hybrid Delay Population Dynamics. HSCC 2006: 436-450 - 2005
- [j15]John A. D. Appleby, Xuerong Mao:
Stochastic stabilisation of functional differential equations. Syst. Control. Lett. 54(11): 1069-1081 (2005) - [j14]Gang George Yin, Xuerong Mao, K. Karen Yin:
Numerical approximation of invariant measures for hybrid diffusion systems. IEEE Trans. Autom. Control. 50(7): 934-946 (2005) - [c1]Yi Shen, Guoying Zhao, Minghui Jiang, Xuerong Mao:
Stochastic Lotka-Volterra Competitive Systems with Variable Delay. ICIC (2) 2005: 238-247 - 2004
- [j13]Chenggui Yuan, Xuerong Mao:
Robust stability and controllability of stochastic differential delay equations with Markovian switching. Autom. 40(3): 343-354 (2004) - [j12]Xiaoxin Liao, Xuerong Mao, Jun Wang, Zhigang Zeng:
Algebraic conditions of stability for hopfield neural network. Sci. China Ser. F Inf. Sci. 47(1): 113-125 (2004) - [j11]Chenggui Yuan, Xuerong Mao:
Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching. Math. Comput. Simul. 64(2): 223-235 (2004) - 2003
- [j10]Xuerong Mao:
Numerical Solutions of Stochastic Functional Differential Equations. LMS J. Comput. Math. 6: 141-161 (2003) - [j9]Desmond J. Higham, Xuerong Mao, Andrew M. Stuart:
Exponential Mean-Square Stability of Numerical Solutions to Stochastic Differential Equations. LMS J. Comput. Math. 6: 297-313 (2003) - [j8]Chenggui Yuan, Jiezhong Zou, Xuerong Mao:
Stability in distribution of stochastic differential delay equations with Markovian switching. Syst. Control. Lett. 50(3): 195-207 (2003) - 2002
- [j7]Desmond J. Higham, Xuerong Mao, Andrew M. Stuart:
Strong Convergence of Euler-Type Methods for Nonlinear Stochastic Differential Equations. SIAM J. Numer. Anal. 40(3): 1041-1063 (2002) - [j6]Xuerong Mao:
Exponential stability of stochastic delay interval systems with Markovian switching. IEEE Trans. Autom. Control. 47(10): 1604-1612 (2002) - 2001
- [j5]Steve Blythe, Xuerong Mao, Xiaoxin Liao:
Stability of stochastic delay neural networks. J. Frankl. Inst. 338(4): 481-495 (2001) - 2000
- [j4]Alexei B. Piunovskiy, Xuerong Mao:
Constrained Markovian decision processes: the dynamic programming approach. Oper. Res. Lett. 27(3): 119-126 (2000)
1990 – 1999
- 1997
- [j3]Xuerong Mao, Bugong Xu:
Comments on "An improved Razumikhin-type theorem and its applications" [with reply]. IEEE Trans. Autom. Control. 42(3): 429-430 (1997) - 1996
- [j2]Xiaoxin Liao, Xuerong Mao:
Stability of stochastic neural networks. Neural Parallel Sci. Comput. 4(2): 205-224 (1996) - [j1]Xuerong Mao:
Robustness of exponential stability of stochastic differential delay equations. IEEE Trans. Autom. Control. 41(3): 442-447 (1996)
Coauthor Index
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