Stability in distribution of stochastic differential delay equations with Markovian switching. - Chenggui Yuan; Jiezhong Zou; Xuerong Mao (Syst. Control. Lett., 2003)

Invariant measure of stochastic hybrid processes. - Chenggui Yuan; John Lygeros (CDC, 2004)

Robust stability and controllability of stochastic differential delay equations with Markovian switching. - Chenggui Yuan; Xuerong Mao (Autom., 2004)

Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching. - Chenggui Yuan; Xuerong Mao (Math. Comput. Simul., 2004)

Stabilization of a class of stochastic differential equations with Markovian switching. - Chenggui Yuan; John Lygeros (Syst. Control. Lett., 2005)

On the exponential stability of switching diffusion processes. - Chenggui Yuan; John Lygeros (IEEE Trans. Autom. Control., 2005)

Stochastic Hybrid Delay Population Dynamics. - John Lygeros; Xuerong Mao; Chenggui Yuan (HSCC, 2006)

Asymptotic stability and boundedness of delay switching diffusions. - Chenggui Yuan; John Lygeros (IEEE Trans. Autom. Control., 2006)

Stabilization and destabilization of hybrid systems of stochastic differential equations. - Xuerong Mao; Gang George Yin; Chenggui Yuan (Autom., 2007)

Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. - Desmond J. Higham; Xuerong Mao; Chenggui Yuan (Numerische Mathematik, 2007)

Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations. - Desmond J. Higham; Xuerong Mao; Chenggui Yuan (SIAM J. Numer. Anal., 2007)

Comparison theorem of one-dimensional stochastic hybrid delay systems. - Zhe Yang; Xuerong Mao; Chenggui Yuan (Syst. Control. Lett., 2008)

Approximation Methods for Hybrid Diffusion Systems with State-Dependent Switching Processes: Numerical Algorithms and Existence and Uniqueness of Solutions. - Gang George Yin; Xuerong Mao; Chenggui Yuan; Dingzhou Cao (SIAM J. Math. Anal., 2009)

Stability of Stochastic Delay Hybrid Systems with Jumps. - Chenggui Yuan; Xuerong Mao (Eur. J. Control, 2010)

A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. - Lijun Bo; Chenggui Yuan (Comput. Math. Appl., 2011)

Convergence rate of numerical solutions to SFDEs with jumps. - Jianhai Bao; Björn Böttcher; Xuerong Mao; Chenggui Yuan (J. Comput. Appl. Math., 2011)

Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps. - Jianhai Bao; Aubrey Truman; Chenggui Yuan (SIAM J. Control. Optim., 2011)

Lyapunov exponents of hybrid stochastic heat equations. - Jianhai Bao; Xuerong Mao; Chenggui Yuan (Syst. Control. Lett., 2012)

Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations. - Jianhai Bao; Chenggui Yuan (J. Appl. Probab., 2014)

Exponential stability of the exact solutions and θ-EM approximations to neutral SDDEs with Markov switching. - Guangqiang Lan; Chenggui Yuan (J. Comput. Appl. Math., 2015)

Tamed EM scheme of neutral stochastic differential delay equations. - Yanting Ji; Chenggui Yuan (J. Comput. Appl. Math., 2017)

Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. - Li Tan; Chenggui Yuan (Appl. Math. Comput., 2018)

The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching. - Xiaoyue Li; Qianlin Ma; Hongfu Yang; Chenggui Yuan (SIAM J. Numer. Anal., 2018)

Dynamical Behaviors of the Tumor-Immune System in a Stochastic Environment. - Xiaoyue Li; Guoting Song; Yang Xia; Chenggui Yuan (SIAM J. Appl. Math., 2019)

On the Asymptotic Behavior for Neutral Stochastic Differential Delay Equations. - Huabin Chen; Chenggui Yuan (IEEE Trans. Autom. Control., 2019)

Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. - Shuaibin Gao; Junhao Hu; Li Tan; Chenggui Yuan (CoRR, 2020)

Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations. - Xiaoyue Li; Xuerong Mao; Denis Sospeter Mukama; Chenggui Yuan (SIAM J. Control. Optim., 2020)

The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations. - Yue Wu; Chenggui Yuan (CoRR, 2021)

A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions. - Li Tan; Chenggui Yuan (Int. J. Comput. Math., 2021)

Stability of numerical solution to pantograph stochastic functional differential equations. - Hao Wu; Junhao Hu; Chenggui Yuan (Appl. Math. Comput., 2022)

Weak convergence of Euler scheme for SDEs with low regular drift. - Yongqiang Suo; Chenggui Yuan; Shao-Qin Zhang (Numer. Algorithms, 2022)

Stability of hybrid pantograph stochastic functional differential equations. - Hao Wu; Junhao Hu; Chenggui Yuan (Syst. Control. Lett., 2022)

Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation. - Hao Wu; Junhao Hu; Shuaibin Gao; Chenggui Yuan (SIAM J. Control. Optim., 2022)

Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. - Shuaibin Gao; Qian Guo 002; Junhao Hu; Chenggui Yuan (CoRR, 2023)

Stability of the numerical scheme for stochastic McKean-Vlasov equations. - Zhuoqi Liu; Shuaibin Gao; Chenggui Yuan; Qian Guo 002 (CoRR, 2023)

Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by α-stable noise and applications. - Xing Huang; Yongqiang Suo; Chenggui Yuan (Numer. Algorithms, 2023)

Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability. - Ulises Botija-Munoz; Chenggui Yuan (Appl. Math. Comput., 2024)

Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. - Shuaibin Gao; Qian Guo 002; Zhuoqi Liu; Chenggui Yuan (CoRR, 2024)

Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations. - Huabin Chen; Chenggui Yuan (SIAM J. Control. Optim., 2024)

Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. - Shuaibin Gao; Qian Guo 002; Junhao Hu; Chenggui Yuan (J. Comput. Appl. Math., 2024)

Euler-Maruyama scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. - Shuaibin Gao; Qian Guo; Zhuoqi Liu; Chenggui Yuan (Commun. Nonlinear Sci. Numer. Simul., 2025)

The delay feedback control for the McKean-Vlasov stochastic differential equations with common noise. - Xing Chen; Xiaoyue Li; Chenggui Yuan (Syst. Control. Lett., 2025)