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2020
3 Downloads (Pure)

Exponential stabilisation of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations

Dong, R., Mao, X. & Birrell, S. A., 2 Jan 2020, (Accepted/In press) In : IET Control Theory and Applications . 11 p.

Research output: Contribution to journalArticle

Open Access
File
Discrete Time Observations
Exponential Stabilization
Stochastic systems
Periodic Systems
Asymptotic stability

Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations

Shen, M., Fei, C., Fei, W. & Mao, X., 2 Feb 2020, (Accepted/In press) In : Systems and Control Letters. 10 p.

Research output: Contribution to journalArticle

Growth Conditions
Feedback Control
Feedback control
Stochastic Equations
Stabilization

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
File
Stochastic Differential Delay Equations
State feedback
Feedback Control
Feedback control
Continuous Time

Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations

Liu, W., Mao, X., Tang, J. & Wu, Y., 12 Feb 2020, In : Applied Numerical Mathematics. 28 p.

Research output: Contribution to journalArticle

Euler-Maruyama Method
Strong Convergence
Stochastic Equations
Differential equations
Differential equation
2019
1 Downloads (Pure)

Advances in stabilisation of hybrid stochastic differential equations by delay feedback control

Hu, J., Liu, W., Deng, F. & Mao, X., 27 Dec 2019, (Accepted/In press) In : SIAM Journal on Control and Optimization. 21 p.

Research output: Contribution to journalArticle

Open Access
File
Feedback Control
Feedback control
Stochastic Equations
Stabilization
Differential equations

Advances in the LaSalle-type theorems for stochastic functional differential equations with infinite delay

Wang, Y., Wu, F., Mao, X. & Zhu, E., 18 Mar 2019, (Accepted/In press) In : Discrete and Continuous Dynamical Systems - Series B. 14 p.

Research output: Contribution to journalArticle

Stochastic Functional Differential Equations
Infinite Delay
Differential equations
Theorem
Lyapunov functions

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

Fei, W., Hu, L., Mao, X. & Xia, D., 30 Dec 2019, (Accepted/In press) In : Communications on Pure and Applied Analysis. 19, 4, p. 2081-2100 20 p.

Research output: Contribution to journalArticle

Euler-Maruyama Method
Stochastic Differential Delay Equations
Numerical methods
Explicit Methods
Strong Convergence
3 Downloads (Pure)
Open Access
File
Almost Sure Stability
Pantograph Equation
Pantographs
Markovian Switching
Decay Rate
2 Citations (Scopus)
Predator prey systems
Foraging
Predator-prey System
Stochastic Systems
Stochastic Perturbation
1 Citation (Scopus)
5 Downloads (Pure)

A stochastic differential equation SIS epidemic model with two correlated Brownian motions

Cai, S., Cai, Y. & Mao, X., 30 Sep 2019, In : Nonlinear Dynamics. 97, 4, p. 2175-2187 13 p.

Research output: Contribution to journalArticle

Open Access
File
SIS Model
Brownian movement
Epidemic Model
Stochastic Equations
Brownian motion
2 Citations (Scopus)
Open Access
File
SIS Model
Brownian movement
Epidemic Model
Stochastic Equations
Brownian motion

Asymptotic stabilization of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations

Dong, R. & Mao, X., 17 Nov 2019, (Accepted/In press) In : Mathematical Control and Related Files. 20 p.

Research output: Contribution to journalArticle

Discrete Time Observations
Periodic Systems
Stochastic Systems
Feedback Control
Continuous Time
1 Citation (Scopus)
Open Access
File
Stochastic Functional Differential Equations
Neutral Functional Differential Equation
Growth Conditions
Almost Sure Exponential Stability
Stability Analysis

Boundedness and stability of highly nonlinear neutral stochastic systems with multiple delays

Shen, M., Fei, C., Fei, W. & Mao, X., 14 Jan 2019, (Accepted/In press) In : Science in China Series F - Information Sciences. 16 p.

Research output: Contribution to journalArticle

Open Access
File
Multiple Delays
Neutral Systems
Stochastic systems
Exponential Stability
Asymptotic stability
1 Downloads (Pure)

Convergence of the split-step θ-method for stochastic age-dependent population equations with Markovian switching and variable delay

Deng, S., Fei, W., Liang, Y. & Mao, X., 2 Jan 2019, (Accepted/In press) In : Applied Numerical Mathematics. 25 p.

Research output: Contribution to journalArticle

Open Access
File
Markovian Switching
Variable Delay
Dependent
Population Model
Numerical methods

Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation

Deng, S., Fei, C., Fei, W. & Mao, X., 1 Nov 2019, In : Physica A: Statistical Mechanics and its Applications. 533, 18 p., 122057.

Research output: Contribution to journalArticle

Interest Rate Models
Numerical Approximation
Siméon Denis Poisson
Jump
approximation

Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function

Liu, L., Mao, X. & Cao, J., 15 Nov 2019, In : Journal of Mathematical Analysis and Applications. 479, 2, p. 1986-2006 21 p.

Research output: Contribution to journalArticle

Vector Lyapunov Functions
Lyapunov functions
Differential System
Exponential Stability
Theorem

Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay

Mao, W., Hu, L. & Mao, X., 8 Oct 2019, (Accepted/In press) In : Discrete and Continuous Dynamical Systems - Series B. 15 p.

Research output: Contribution to journalArticle

Pantograph
Pantographs
Stochastic systems
Hybrid Systems
Stochastic Systems

Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control

Li, X. & Mao, X., 23 Sep 2019, (Accepted/In press) In : Automatica.

Research output: Contribution to journalArticle

Stochastic Differential Delay Equations
Feedback Control
Feedback control
Stabilization
Unstable
6 Downloads (Pure)

Stabilisation of highly nonlinear hybrid systems by feedback control based on discrete-time state observations

Fei, C., Fei, W., Mao, X., Xia, D. & Yan, L., 30 Jul 2019, (Accepted/In press) In : IEEE Transactions on Automatic Control.

Research output: Contribution to journalArticle

Open Access
File
Hybrid systems
Hybrid Systems
Feedback Control
Feedback control
Discrete-time

Stability equivalence between the stochastic dierential delay equations driven by G-Brownian motion and the Euler-Maruyama method

Deng, S., Fei, C., Fei, W. & Mao, X., 23 Apr 2019, (Accepted/In press) In : Applied Mathematics Letters.

Research output: Contribution to journalArticle

Euler-Maruyama Method
Brownian movement
Delay Equations
Lyapunov functions
Asymptotic stability

Stability in distribution of stochastic functional differential equations

Wang, Y., Wu, F. & Mao, X., 23 Jul 2019, (Accepted/In press) In : Systems and Control Letters. 22 p.

Research output: Contribution to journalArticle

Stochastic Functional Differential Equations
Differential equations
Stochastic Differential Delay Equations
Linear Function
Sufficient
9 Citations (Scopus)

Stability of highly nonlinear hybrid stochastic integro-differential delay equations

Fei, C., Shen, M., Fei, W., Mao, X. & Yan, L., 28 Feb 2019, In : Nonlinear Analysis: Hybrid Systems. 31, p. 180-199 20 p.

Research output: Contribution to journalArticle

Open Access
File
Differential Delay Equations
Stability criteria
Integro-differential Equation
Stability Criteria
Stochastic Differential Delay Equations
Predator prey systems
Markov Switching
Telegraph
Foraging
Predator-prey System

The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise

Mao, W., Hu, L. & Mao, X., 26 Nov 2019, (Accepted/In press) In : Journal of the Franklin Institute.

Research output: Contribution to journalArticle

Pantograph
Pantographs
Non-Gaussian Noise
Stochastic systems
Asymptotic stability
3 Citations (Scopus)

The truncated EM method for stochastic differential equations with Poisson jumps

Deng, S., Fei, W., Liu, W. & Mao, X., 1 Aug 2019, In : Journal of Computational and Applied Mathematics. 355, p. 232-257 26 p.

Research output: Contribution to journalArticle

Open Access
File
Convergence Order
Stochastic Equations
Siméon Denis Poisson
Jump
Differential equations

The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients

Yang, H., Wu, F., Kloeden, P. E. & Mao, X., 16 Aug 2019, In : Journal of Computational and Applied Mathematics. 366, 13 p., 112379.

Research output: Contribution to journalArticle

Euler-Maruyama Method
Diffusion Coefficient
Stochastic Equations
Differential equations
Differential equation
2018
2 Citations (Scopus)
27 Downloads (Pure)

Almost sure exponential stability of hybrid stochastic functional differential equations

Song, M. & Mao, X., 15 Feb 2018, In : Journal of Mathematical Analysis and Applications. 458, 2, p. 1390-1408 19 p.

Research output: Contribution to journalArticle

Open Access
File
Almost Sure Exponential Stability
Stochastic Functional Differential Equations
Asymptotic stability
Differential equations
Stochastic Equations
8 Citations (Scopus)
7 Downloads (Pure)
Open Access
File
Discrete Time Observations
Hybrid systems
Hybrid Systems
Feedback Control
Feedback control
4 Citations (Scopus)
14 Downloads (Pure)

A note on the partially truncated Euler–Maruyama method

Guo, Q., Liu, W. & Mao, X., 31 Aug 2018, In : Applied Numerical Mathematics. 130, p. 157-170 14 p.

Research output: Contribution to journalArticle

Open Access
File
Differential equations
Strong Convergence
Convergence Theory
Stochastic Equations
Convergence Rate
3 Citations (Scopus)
9 Downloads (Pure)

Approximate solutions for a class of doubly perturbed stochastic differential equations

Mao, W., Hu, L. & Mao, X., 24 Jan 2018, In : Advances in Difference Equations. 2018, 1, 17 p.

Research output: Contribution to journalArticle

Open Access
File
Stochastic Equations
Approximate Solution
Differential equations
Differential equation
Non-Lipschitz
7 Downloads (Pure)
Open Access
File
Convergence in Probability
Boundedness of Solutions
Stability of Solutions
M-matrix
Growth Conditions
6 Citations (Scopus)
26 Downloads (Pure)

Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations

Hu, L., Li, X. & Mao, X., 1 Aug 2018, In : Journal of Computational and Applied Mathematics. 337, p. 274-289 16 p.

Research output: Contribution to journalArticle

Open Access
File
Euler-Maruyama Method
Stochastic Equations
Convergence Rate
Differential equations
Differential equation
2 Citations (Scopus)
40 Downloads (Pure)
Open Access
File
Finite Horizon
Infinite Horizon
Numerical Approximation
Truncation
Stochastic Equations
11 Downloads (Pure)

Exponential stability of highly nonlinear neutral pantograph stochastic differential equations

Shen, M., Fei, W., Mao, X. & Deng, S., 3 Jun 2018, (Accepted/In press) In : Asian Journal of Control. p. 1-12 12 p.

Research output: Contribution to journalArticle

Open Access
File
Pantographs
Asymptotic stability
Differential equations
Stability criteria
Lyapunov functions
1 Downloads (Pure)

Generalised criteria on delay dependent stability of highly nonlinear hybrid stochastic systems

Fei, W., Hu, L., Mao, X. & Shen, M., 13 Oct 2018, (Accepted/In press) In : International Journal of Robust and Nonlinear Control . p. 1-18 18 p.

Research output: Contribution to journalArticle

Open Access
File
Stochastic Differential Delay Equations
Delay-dependent Stability
Stochastic systems
Hybrid Systems
Stochastic Systems
3 Citations (Scopus)
14 Downloads (Pure)
Open Access
File
Razumikhin Technique
Feedback Stabilization
Time-varying Delay
Hybrid Systems
State Feedback
5 Downloads (Pure)

Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations

Lu, Z., Hu, J. & Mao, X., 30 Sep 2018, (Accepted/In press) In : Discrete and Continuous Dynamical Systems - Series B. 15 p.

Research output: Contribution to journalArticle

Open Access
File
Feedback Control
Feedback control
Stochastic Equations
Stabilization
Differential equations
20 Downloads (Pure)

Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations

Fei, C., Fei, W., Mao, X., Shen, M. & Yan, L., 19 Dec 2018, (Accepted/In press) In : Journal of Applied Analysis and Computation. p. 1-18 18 p.

Research output: Contribution to journalArticle

Open Access
File
Multiple Delays
Stochastic Equations
Stability Analysis
Differential equation
Variable Delay
14 Citations (Scopus)
17 Downloads (Pure)

Stability of highly nonlinear neutral stochastic differential delay equations

Shen, M., Fei, W., Mao, X. & Liang, Y., 17 Mar 2018, In : Systems and Control Letters. p. 1-7 7 p.

Research output: Contribution to journalArticle

Open Access
File
Stability criteria
6 Citations (Scopus)
5 Downloads (Pure)

Stochastic prey-predator system with foraging arena scheme

Cai, Y. & Mao, X., 31 Dec 2018, In : Applied Mathematical Modelling. 64, p. 357-371 15 p.

Research output: Contribution to journalArticle

Open Access
File
Predator prey systems
Prey-predator
Prey-predator System
Foraging
Long-time Behavior
11 Citations (Scopus)
22 Downloads (Pure)

Structured robust stability and boundedness of nonlinear hybrid delay systems

Fei, W., Hu, L., Mao, X. & Shen, M., 17 Jul 2018, In : SIAM Journal on Control and Optimization. 56, 4, p. 2662-2689 28 p.

Research output: Contribution to journalArticle

Open Access
File
Delay Systems
Robust Stability
Growth Conditions
Hybrid Systems
Boundedness
5 Downloads (Pure)

The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients

Mao, W., Hu, L., You, S. & Mao, X., 3 Oct 2018, (Accepted/In press) In : Discrete and Continuous Dynamical Systems - Series B. 19 p.

Research output: Contribution to journalArticle

Open Access
File
Non-Lipschitz
Averaging Method
Multivalued
Jump
Averaging Principle
6 Citations (Scopus)
25 Downloads (Pure)

The truncated Milstein method for stochastic differential equations with commutative noise

Guo, Q., Liu, W., Mao, X. & Yue, R., 15 Aug 2018, In : Journal of Computational and Applied Mathematics. 338, p. 298-310 13 p.

Research output: Contribution to journalArticle

Open Access
File
Euler-Maruyama Method
Strong Convergence
Stochastic Equations
Convergence Rate
Differential equations
2017
28 Citations (Scopus)
72 Downloads (Pure)

Delay dependent stability of highly nonlinear hybrid stochastic systems

Fei, W., Hu, L., Mao, X. & Shen, M., 18 May 2017, In : Automatica. 82, p. 165-170 6 p.

Research output: Contribution to journalArticle

Open Access
File
Stochastic Differential Delay Equations
Delay-dependent Stability
Stochastic systems
Stability criteria
Hybrid Systems
9 Downloads (Pure)

Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps

Mo, H., Li, M., Deng, F. & Mao, X., 5 Dec 2017, (Accepted/In press) In : Science in China Series F - Information Sciences.

Research output: Contribution to journalArticle

Open Access
File
Euler-Maruyama Method
Stochastic Functional Differential Equations
Neutral Functional Differential Equation
Exponential Stability
Asymptotic stability
28 Downloads (Pure)
Open Access
File
Multilevel Methods
Monte Carlo method
Stochastic Equations
Euler
Differential equations
5 Citations (Scopus)
85 Downloads (Pure)

Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition

Mao, W., Hu, L. & Mao, X., 21 Feb 2017, In : Advances in Difference Equations. 57, p. 1-24 24 p.

Research output: Contribution to journalArticle

Open Access
File
Stochastic Functional Differential Equations
Neutral Functional Differential Equation
Infinite Delay
Lipschitz condition
Jump
4 Citations (Scopus)
14 Downloads (Pure)

On pth moment stabilization of hybrid systems by discrete-time feedback control

Dong, R. & Mao, X., 23 Jun 2017, In : Stochastic Analysis and Applications. 20 p.

Research output: Contribution to journalArticle

Open Access
File
Asymptotic stability
Hybrid systems
Hybrid Systems
Feedback Control
Feedback control
9 Citations (Scopus)
10 Downloads (Pure)

Robust quantised control of hybrid stochastic systems based on discrete-time state and mode observations

Song, G., Mao, X. & Li, T., 5 Dec 2017, (Accepted/In press) In : International Journal of Control. p. 1-17 17 p.

Research output: Contribution to journalArticle

Open Access
File
Stochastic systems
Robust control
Feedback control
Feedback
Controllers