Stochastic Differential Equations: Theory, Numeric and Applications (Saltire Facilitation Award)

Mao, Xuerong (Principal Investigator)

Project: Knowledge Exchange

Status	Finished
Effective start/end date	1/01/22 → 31/12/23

Funding

Royal Society of Edinburgh: £20,000.00

8 Article

Structured stabilisation of superlinear delay systems by bounded discrete-time state feedback control
Xu, H. & Mao, X., 31 Jan 2024, In: Automatica. 159, 8 p., 111409.
Research output: Contribution to journal › Article › peer-review

Open Access
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32 Downloads (Pure)
Strong convergence of Euler-Maruyama schemes for McKean-Vlasov stochastic differential equations under local Lipschitz conditions of state variables
Li, Y., Mao, X., Song, Q., Wu, F. & Yin, G., 3 Apr 2023, In: IMA Journal of Numerical Analysis . 43, 2, p. 1001-1035 35 p.
Research output: Contribution to journal › Article › peer-review

Open Access
File
17 Citations (Scopus)

159 Downloads (Pure)
Asymptotic stability in distribution of highly nonlinear stochastic differential equations with G-Brownian motion
Fei, C., Fei, W., Deng, S. & Mao, X., 25 Feb 2023, In: Qualitative Theory of Dynamical Systems. 22, 2, 17 p., 57.
Research output: Contribution to journal › Article › peer-review

Open Access
File
3 Citations (Scopus)

6 Downloads (Pure)