Long-time dynamics of numerical solutions of stochastic differential equations

Project: Research

Project Details

StatusActive
Effective start/end date1/10/1630/09/21

Funding

  • Royal Society: £25,000.00

Research Output

Advances in the truncated Euler-Maruyama method for stochastic differential delay equations

Fei, W., Hu, L., Mao, X. & Xia, D., 30 Apr 2020, In : Communications on Pure and Applied Analysis. 19, 4, p. 2081-2100 20 p.

Research output: Contribution to journalArticle

  • 2 Citations (Scopus)

    On exponential stability of hybrid neutral stochastic differential delay equations with different structures

    Wu, A., You, S., Mao, W., Mao, X. & Hu, L., 15 Sep 2020, (Accepted/In press) In : Nonlinear Analysis: Hybrid Systems.

    Research output: Contribution to journalArticle

  • Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control

    Mei, C., Fei, C., Fei, W. & Mao, X., 29 Jan 2020, In : IET Control Theory and Applications . 14, 2, p. 313-323 11 p.

    Research output: Contribution to journalArticle

    Open Access
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