List of Publications indexed by SCI (Science Citation Index)

(For general search use:
Mao X or Mao XR for author
stochastic or stability or random or equations or inequality for topics)

Papers reviewed by MathSciNet

(Search use Mao, Xuerong for author )

Reviews Published through MathSciNet

(Search use Mao, Xue Rong for Reviewer)

My Google Scholar Citations

Books

Mao, X., Stability of Stochastic Differential Equations with Respect to Semimartingales , Longman, 1991.
Mao, X., Exponential Stability of Stochastic Differential Equations , Marcel Dekker, 1994.
Mao, X., Stochastic Differential Equations and Applications, Horwood, 1997.
Mao, X. and Yuan, C., Stochastic Differential Equations with Markovian Switching, Imperial College Press, 2006.
Mao, X., Stochastic Differential Equations and Applications, 2nd Edition, Horwood, 2007.
Hu, L., Chen, Z. and Mao, X. (Editors), Stochastic Differential Equations and Related Topics, Science Press Beijing, 2008.

Recent Papers (Since 2006)

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( Please visit Strathprints to download Mao's papers. )

Mao, X., Lam, J., Xu, S. and Gao, H., Razumikhin method and exponential stability of hybrid stochastic delay interval systems, Journal of Mathematical Analysis and Applications 314 (2006), 45--66.
Lygeros, J., Mao, X. and Yuan, C., Stochastic hybrid delay population dynamics, Lecture Notes in Computer Science 3927 (2006), 436--450.
Shen, Y. and Mao, X., Asymptotic behaviours of stochastic differential delay equations, Asian Journal of Control 8(1) (2006), 21--27.
Shen, Y., Luo, Q. and Mao, X., The improved LaSalle-type theorems for stochastic functional differential equations, J. Math. Anal. Appl. 318 (2006), 134--154.
Appleby, J., Mao, X. and Rodkina, A., On stabilization of differential equations, Discrete and Continuous Dynamical Systems--Series A 15(3) (2006), 843--857.
Mao, X. and Riedle, M., Mean square stability of stochastic Volterra integro-differential equations, Systems and Control Letters 55 (2006), 459--465.
Luo, Q., Mao, X. and Shen, Y., New criteria on exponential stability of neutral stochastic differential delay equations, Systems and Control Letters 55 (2006), 826--834.
Mao, X., Truman, A. and Yuan, C., Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching, Journal of Applied Mathematics and Stochastic Analysis, Volume 2006 (2006), Article ID 80967, 20 pages.
Higham, D.J. and Mao, X., Nonnormality and stochastic differential equations, BIT Numerical Mathematics 46 (2006), 525--532.
Yuan, C. and Mao, X., Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales, Sto. Anal. Appl. 24 (2006), 1169--1184.
Dalal, N., Greenhalgh, D. and Mao, X., A stochastic model of AIDS and condom use, J. Math. Anal. Appl. 325 (1) (2007), 36--53.
Mao, X., Exponential stability of equidistant Euler-Maruyama approximations of stochastic differential delay equations, Journal of Computational and Applied Mathematics 200 (2007), 297--316.
Mao, X., Yin, G. and Yuan, C. Stabilization and destabilization of hybrid systems of stochastic differential equations, Automatica 43 (2007), 264--273.
Mao, X. and Rassias, M.J., Almost sure asymptotic estimations for solutions of stochastic differential delay equations, International Journal of Applied Mathematics \& Statistics, 9 (7) (2007), 95--109.
Mao, X., Yuan, C. and Yin, G., Approximations of Euler-Maruyama Type for Stochastic Differential Equations with Markovian Switching, under Non-Lipschitz Conditions, Journal of Computational and Applied Mathematics 205 (2007), 936--948.
Higham, D.J., Mao, X. and Yuan, C., Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations, SIAM Journal on Numerical Analysis, 45(2) (2007), 592--609.
Luo, Q. and Mao, X, Stochastic population dynamics under regime switching, J. Math. Anal. Appl. 334 (1) (2007), 69--84.
Yuan, C. and Mao, X., A Note on numerical solutions of stochastic functional differential equations with Markovian switching, Funct. Differ. Equ. 14 (2007), 161--172.
Mao, X., Stability and stabilization of stochastic differential delay equations, IET Control Theory & Applications 1(6) (2007), 1551--1566.
Gao, H., Lam, J., Mao, X., Shi, P., $H_\infty$ filtering for uncertain bilinear stochastic systems, Nonlinear Dyn. Syst. Theory 7(2) (2007), 151--168.
Higham, D., Mao, X. and Yuan, C., Preserving exponential mean-square stability in the simulation of hybrid SDEs, Numerische Mathematik 108 (2007), 295--325.
Pang, S., Deng, F. and Mao, X., Almost sure and moment exponential stability of Euler--Maruyama discretizations for hybrid stochastic differential equations Journal of Computational and Applied Mathematics 213 (2008), 127--141.
Deng, F., Luo, Q., Mao, X. and Pang, S., Noise suppresses or expresses exponential growth, Systems & Control Letters 57 (2008), 262--270.
Dalal, N., Greenhalgh, D. and Mao, X., A stochastic model for internal HIV dynamics, J. Math. Anal. Appl. 341 (2008), 1084--1101.
Yang, Z., Mao, X. and Yuan, C., Comparison theorem of one-dimensional stochastic hybrid systems, Systems and Control Letters 57 (2008), 56--63.
Appleby, J., Mao, X. and Rodkina, A., Stabilisation and destabilisation of nonlinear differential equations by noise, IEEE Transactions on Automatic Control 53(3) (2008), 683--691.
Wu, F. and Mao, X., Numerical solutions of neutral stochastic functional differential equations, SIAM J. Numer. Anal. 46(4) (2008), 1821--1841.
Yuan, C. and Mao, X., A note on the rate of convergence of the Euler--Maruyama methods for stochastic differential equations, Sto. Anal. Appl. 26(2) (2008), 325-333.
Hu, L. and Mao, X., Almost sure exponential stabilisation of stochastic systems by state-feedback control, Automatica 44 (2008), 465--471.
Luo, Q., Deng, F., Mao, X., et al., Theory and application of stability for stochastic reaction diffusion systems, Science in China Series F-Information Sciences 51(2) (2008),158--170.
Yin, J. and Mao, X., the adapted solution and comparision theorem for backward stochastic differential equtions with Poisson jumps and applications, J. Math. Anal. Appl. 346 (2008), 345--358.
Mao, X., Shen, Y. and Yuan, C., Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching, Stochastic Processes and their Applications 118 (2008), 1385--1406.
Mao, X., Lam, J. and Huang, L., Stabilisation of hybrid stochastic differential equations by delay feedback control, Systems & Control Letters 57 (2008), 927--935.
Wu, F., Mao, X. and Yin, J., Uncertainty and economic growth in a stochastic R&D model, Economic Modelling 25 (2008), 1306--1317.
Wu, F., Mao, X. and Chen, K., A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations, J. Math. Anal. Appl. 348(1) (2008), 540--554.
Huang, L., Mao, X. and Deng, F., Stability of hybrid stochastic retarded systems, IEEE Transactions on Circuits and Systems I 55(11) (2008), 3413--3420.
Pang, S., Deng, F. and Mao, X., Asymptotic properties of stochastic population dynamics, Dynamics of Continuous, Discrete & Impulsive Systems Series A: Mathematical Analysis 15 (2008), 603--620.
Appleby, J.A.D, Mao, X. and Riedle, M., Geometric Brownian motion with delay: Mean square characterisation. Proceedings of the American Mathematical Society 137(1) (2009), 339--348.
Huang, L. and Mao, X., Delay-dependent exponential stability of neutral stochastic delay systems, IEEE Transactions on Automatic Control 54(1) (2009), 147--152.
Li, X. and Mao, X., Population dynamical behavior of non-autonomous Lotka--Valterra competitive system with random perturbation, Discrete and Continuous Dynamical Systems 24(2) (2009), 523--545.
Luo, Q. and Mao, X., Stochastic Population dynamics under regime switching II, J. Math. Anal. Appl. 355 (2009), 577--593.
Hu, G., Liu, M., Mao, X. and Song, M., Noise Suppresses Exponential Growth under Regime Switching, J. Math. Anal. Appl. 355 (2009), 783--795.
Appleby, J., Lynch, T., Mao, X. and Wu, H., the size of the largest fluctuations in a market model with Markovian switching, Communications in Applied Analysis 13(2) (2009), 135--166.
Dalal, N., Greenhalgh, D. and Mao, X., Mathematical modelling of internal HIV dynamics, Discrete and Continuous Dynamical Systems Series B 12(2) (2009), 305--321.
Hu, G., Liu, M., Mao, X. and Song, M., Noise expresses exponential growth under regime switching, Systems and Control Letters 58(2009), 691--699.
Giles, M.B., Higham, D.J. and Mao, X., Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff, Finance and Stochastics 13(3)(2009), 403--413.
Li, X. and Mao, X., Population dynamical behavior of Lotka-Volterra system under regime switching, Journal of Computational and Applied Mathematics 232(2009), 428--448.
Yin, J., Mao, X. and Wu, F., Generalized stochastic delay Lotka--Volterra systems, Stochastic Models 25(2009), 436--454.
Intep, S., Higham, D. and Mao, X., Switching and diffusion models for gene regulation networks, SIAM J. Multiscale Model. Simul. 8(1)(2009), 30--45.
Huang, L. and Mao, X., On input-to-state stability of stochastic retarded systems with Markovian switching, IEEE Transactions on Automatic Control 54(8)(2009), 1898--1902.
Appleby, J., Kelly, C., Mao, X. and Rodkina, A., Positivity and stabilisation for nonlinear stochastic delay differential equations, Stochastics 81(1) (2009), 29--54.
Yuan, C, Mao, X. and Lygeros, J., Stochastic hybrid delay population dynamics: well-posed models and extinction, Journal of Biological Dynamics 3(1) (2009), 1--21.
Wu, F., Mao, X. and Chen, K., The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler--Maruyama approximate solutions, Applied Numerical Mathematics 59(10) (2009), 2641--2658.
Huang, L., Mao, X. and Deng, F., Delay-dependent robust stability of stochastic delay systems with Markovian switching, Journal of Control Theory and Applications 7(4) (2009), 367--372.
Huang, L. and Mao, X., Robust delayed-state-feedback stabilization of uncertain stochastic systems, Automatica 45(5) (2009), 1332--1339.
Yin, G., Mao, X., Yuan, C. and Cao, D., 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) (2010), 2335--2352.
Li, X., Mao, X. and Shen, Y., Approximate solutions of stochastic differential delay equations with Markovian switching, to appear in Journal of Difference Equations and Applications 16(2-3) (2010), 195--207.
Appleby, J., Mao, X. and Wu, H., On the almost sure running maxima of solutions of affine stochastic functional differential equations, SIAM J. Math. Anal. 42(2) (2010), 646--678.
Appleby,J.A.D., Kelly, C., Mao, X. and Rodkina, A., On the local dynamics of polynomial difference equations with fading stochastic perturbations, Dynamics of Continuous, Discrete and Implusive Systems Serires A 17 (2010),401--430.
Huang, L. and Mao, X., SMC design for robust $H_\infty$ control of uncertain stochastic delay systems, Automatica 46(2) (2010), 405--412.
Huang, L. and Mao, X., On almost sure stability of hybrid stochastic systems with mode-dependent interval delays, IEEE Transactions on Automatic Control 55(8) (2010), 1946--1952.
Wu, F., Mao, X. and Szpruch, L., Almost sure exponential stability of numerical solutions for SDDEs, Numerische Mathematik 115(4) (2010), 681--697.
Yuan, C. and Mao, Y., Stability of stochastic delay hybrid systems with jumps, European Journal of Control 6 (2010), 595--608.
Wu, F., Mao, X. and Hu, S., Stochastic suppression and stabilization of functional differential equations, Systems Control Lett. 59(12) (2010), 745--753.
Mao, X., Shen, Y. and Gray, A., Almost sure exponential stability of backward Euler-Maruyama discretizations for hybrid stochastic differential equations Journal of Computational and Applied Mathematics 235 (2011), 1213--1226.
Li, X., Gray, A., Jiang, D. and Mao, X., Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching, J. Math. Anal. Appl. 376 (2011), 11--28.
Mao, X., Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions, Applied Mathematics and Computation 217 (2011), 5512--5524.
Huang, L. and Mao, X., Stability of singular stochastic systems with Markovian switching, IEEE Transactions on Automatic Control 56(2) (2011), 424--429.
Higham, D., Intep, S., Mao, X. and Szpruch, L., Hybrid simulation of autoregulation within transcription and translation, BIT Numerical Mathematics 51 (2011), 177-196.
Vass JK, Higham DJ, Mudaliar MAV, Mao X, Crowther DJ, Discretization Provides a Conceptually Simple Tool to Build Expression Networks. PLoS ONE 6(4) (2011): e18634. doi:10.1371/journal.pone.0018634
Mao, X., Stationary distribution of stochastic population systems, Systems and Control Letter 60 (2011), 398–-405.
Gray, A., Greenhalgh, Hu, L., Mao, X. and Pan, J., A stochastic differential equation SIS epidemic model, SIAM Journal on Applied Mathematics 71(3) (2011), 876--902.
Wu, F., Mao, X. and Kloeden, P., Almost sure exponential stability of the Euler--Maruyama approximations for stochastic functional differential equations, Random Operator and Stochastic Equations 19(2) (2011), 105--216.
Bao, J., Mao, X., Yin,G. and Yuan, C., Competitive Lotka--Volterra population dynamics with jumps, Nonlinear Analysis 74(2011), 6601--6616.
Luo, Q., Mao, X. and Shen, Y., Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations, Automatica 47 (2011), 2075--2081.
Wu, F., Hu,S. and Mao, X. Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay, Acta Mathematica Scientia 31(4) (2011), 1245--1258
J. Bao, B. Bottcher, X.Mao and C. Yuan, Convergence rate of numerical solutions to SFDEs with jumps, Journal of Computational and Applied Mathematics 236 (2011), 119--131.