(For general search use:
Mao X or Mao XR for author
stochastic or stability or random or equations or inequality for topics)
(Search use Mao, Xuerong for author )
(Search use Mao, Xue Rong for Reviewer)
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, Elsevier, 2007.
- Hu, L., Chen, Z. and Mao, X. (Editors),
Stochastic Differential Equations and Related Topics,
Science Press Beijing, 2008.
- 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.
- Nguyen, D.T., Mao, X., Yin, G. and Yuan, C.
Stability of singular jump-linear systems with a large state space: A two-time-scale approach,
The Australian and New Zealand Industrial and Applied
Mathematics Journal (ANZIAM) 52(4) (2011), 372--390.
- Szpruch, L., Mao, X., Higham, D. and Pan, J.,
Numerical simulation of a strongly nonlinear Ait-Sahalia type interest rate model,
BIT Numerical Mathematics 51(2011), 405--425.
- Bao,J., Mao, X. and Yuan, C.
Lyapunov exponents of hybrid stochastic heat equations,
Systems \& Control Letters 61 (1) (2012), 165--172.
- Li, X. and Mao, X.,
The improved LaSalle-type theorems for stochastic differential delay equations,
Stochastic Analysis and Applications 30 (2012), 568--589.
- Gray, A., Greenhalgh, D., Mao, X. and Pan, J.,
The SIS epidemic model with Markovian switching,
J. Math. Anal. Appl. 394(2) (2012), 496--516.
- Deng, F, Luo, Q. and Mao, X.,
Stochastic Stabilization of Hybrid Differential Equations,
Automatica 48 (2012), 2321--2328.
- Li, X. and Mao, X.,
A note on almost sure asymptotic stability of neutral stochastic delay
differential equations with Markovian switching,
Automatica 48 (2012), 2329--2334.
- Baduraliya, C. and Mao, X.,
The Euler-Maruyama approximation for asset price in the mean-reverting-theta stochastic
volatility model, Computers and Mathematics with Applications 64 (2012), 2209--2223.
- Li, C., Chen, M.Z.Q., Lam, J. and Mao, X.,
On exponentially almost sure stability of random jump systems,
IEEE Transactions on Automatic Control 57(12) (2012), 3064--3077.
-
Mao, X. and Szpruch, L.
Strong convergence rates for
backward Euler-Maruyama method for non-linear dissipative-type stochastic
differential equations with super-linear diffusion coefficients,
Stochastics An International Journal of Probability and Stochastic Processes
85(1) (2013), 144--171
- Mao,X. and Sabanis, S.,
Delay geometric Brownian motion in financial option valuation,
Stochastics An International Journal of Probability and Stochastic Processes 85(2) (2013),
295--320.
- Wu, F., Mao, X. and Kloeden, P.,
Discrete Razumikhin-type technique and stability of the
Euler--Maruyama method to stochastic functional differential equations,
Discrete and Continuous Dynamical Systems 33(2) (2013), 885--903.
- Yang, Q. and Mao, X.
Extinction and recurrence of multi-group SEIR epidemic
models with stochastic perturbations,
Nonlinear Analysis: Real World Applications 14 (2013), 1434--1456.
- Hu, L., Mao, X. and Shen, Y.,
Stability and boundedness of nonlinear hybrid stochastic differential
delay equations, Systems \& Control Letters 62 (2013), 178-187.
- Mao, X. and Szpruch, L.,
Strong convergence and stability of implicit numerical methods
for stochastic differential equations with non-globally Lipschitz
continuous coefficients,
Journal of Computational and Applied Mathematics 238 (2013), 14-28.
- Song, M., Hu, L., Mao,X. and Zhang, L.,
Khasminskii-Type theorems for stochastic functional differential
equations, Discrete and Continuous Dynamical Systems B 18(6) (2013),
1697--1714.
- Lu, Y., Zhang, L. and Mao, X.,
Distributed information consensus filters for simultaneous input and state estimation,
Circuits, Systems \& Signal Process 32 (2013), 877--888.
- Higham, D., Mao, X., Roj, M., Song, Q. and Yin, G.,
Mean exit times and the multi-level Monte Carlo method,
SIAM/ASA Journal on Uncertainty Quantification 1 (2013), 2-17.
- Hu, J., Mao, X. and Yuan, C.,
Razumikhin-type theorems on exponential stability of SDDEs containing singularly
perturbed random processes, Abstract and Applied Analysis, vol. 2013, Article ID 854743, 12 pages, 2013. doi:10.1155/2013/854743.
- Mao, W. and Mao, X.,
Approximate solutions of hybrid stochastic pantograph equations with Levy jumps, Abstract and Applied Analysis, vol. 2013, Article ID 718627, 15 pages, 2013. doi:10.1155/2013/718627.
- Liu, W. and Mao, X.
Asymptotic moment boundedness of the
numerical solutions of stochastic differential
equations,
Journal of Computational and Applied Mathematics 251 (2013), 22--32.
- Hu, L., Mao, X. and Zhang, L.,
Robust stability and boundedness
of nonlinear hybrid stochastic differential delay equations,
IEEE Transactions on Automatic Control 59(9) (2013), 2319--2332.
- Liu, W. and Mao, X.
Strong convergence of the stopped Euler�Maruyama method for
nonlinear stochastic differential equations,
Applied Mathematics and Computation 223 (2013), 389--400.
- Mao, X.,
Stabilization of continuous-time hybrid stochastic differential
equations by discrete-time feedback control,
Automatics 49(12) (2013), 3677-3681.
- Higham, D.J., Mao, X. and Szpruch, L.,
Convergence, non-negativity and stability of a new Milstein scheme with applications to finance,
Discrete Contin. Dyn. Syst. Ser. B 18(8) (2013), 2083--2100.
- Xiong, J., Lam, J., Shu, Z. and Mao, X.,
Stability analysis of
continuous-time switched systems with a random switching signal,
IEEE Transactions on Automatic Control 59(1) (2014), 180--186.
- Pan, J., Gray, A., Greenhalgh, D. and Mao, X.,
Parameter estimation for the stochastic SIS epidemic
model, Stat Inference Stoch Process 17(1) (2014), 75--98.
- Yang, Q. and Mao, X.,
Stochastic dynamical behavior of SIRS epidemic models with random perturbation,
Mathematical Biosciences and Engineering 11(4) (2014), 1003--1025.
- Mao, W. and Mao, X.,
On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions,
Applied Mathematics and Computation 230 (2014), 104-119.
- Mao, X., Song, Q. and Yang, D.,
A note on exponential almost sure stability of
stochastic differential equation,
Bull. Korean Math. Soc. 51(1) (2014), 221�-227.
- Liu, W., Foondun, M. and Mao, X.,
Mean square polynomial stability of numerical
solutions to a class of stochastic differential equation,
Statisitcs & Probability Letters. 92 (2014)
173--182.
- Mao, X., Liu, W., Hu, L., Luo,Q. and Lu, J.,
Stabilization of hybrid stochastic differential equations
by feedback control based on discrete-time state observations,
Systems and Control Letters 73(2014), 88--95.
(Top 1 among the most downloaded papers.
Open access. Please go to Systems and Control Letters to
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- Liu, W. and Mao, X.,
Numerical stationary distribution and
its convergence for nonlinear stochastic differential equations,
Journal of Computational and Applied Mathematics 276 (2015), 16--29.
- Zhao, Y., Jiang, D., Mao, X. and Gray, A.,
The threshold of a stochastic SIRS epidemic model in a population with varying size,
Discrete and Continuous Dynamical Systems B 20(4)(2015), 1289--1307.
-
Mao, X.
Almost sure exponential stability in the numerical simulation of stochastic differential equations,
SIAM J. Numer. Anal. 53(1) (2015), 370�-389.
(Open access. Please go to SIAM J. Numer Anal. to
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-
Mao, W., You, S., Wu, X. and Mao, X.,
On the averaging principle for stochastic delay differential equations with jumps,
Adv. Difference Equ. 2015, 2015:70, 19 pp.
- You, S., Hu, L., Mao, W. and Mao, X.,
Robustly exponential stabilization of hybrid uncertain
systems by feedback controls based on discrete-time
observations,
Statistics and Probability Letters 102 (2015), 8--16.
- You, S., Liu, W., Lu, J., Mao, X. and Qiu, Q.,
Stabilization of hybrid systems by feedback control based on discrete-time state observations,
SIAM J. Control and Optimization 53(2) (2015), 905--925.
- Mao, W., Zhu, Q. and Mao, X.,
Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps,
Appl. Math. Comput. 254 (2015), 252--265.
- You, S., Mao, W., Mao, X. and Hu, L.,
Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients,
Applied Math. Computation 263 (2015), 73--83.
- Mao, X.,
The truncated Euler-Maruyama method for stochastic differential equations,
Journal of Computational and Applied Mathematics 290 (2015), 370--384.
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- Mao, W., Hu, L. and Mao, X.,
The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Levy jumps,
Applied Mathematics and Computation 268 (2015), 883-896.
- Greenhalgh, D., Liang, Y. and Mao, X.,
Demographic stochasticity in the SDE SIS epidemic model,
Discrete and Continuous Dynamical Systems Series B, 20(9) (2015), 2859-2884.
- Zhang, L. and Mao, X.,
Vehicle density estimation of freeway traffic with unknown boundary demand-supply: an interacting multiple model approach,
IET Control Theory \& Applications, 9(13) (2015), 1989--1995.
- Feng, L., Huang, Z. and Mao, X.,
Mean percentage of returns for stock market linked savings accounts,
Applied Mathematics and Computation 273 (2016), 1130--1147.
- Mao, X.,
Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations,
Journal of Computational and Applied Mathematics 296 (2016), 362--375.
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- Greenhalgh, D., Liang, Y. and Mao, X.,
SDE SIS epidemic model with demographic stochasticity and varying population size,
Applied Mathematics and Computation 276(2016), 218--238.
- Liang, Y., Greenhalgh, D. and Mao, X.,
A stochastic differential equation model for the spread of HIV amongst people who inject drugs,
Computational and Mathematical Methods in Medicine,
Volume 2016 (2016), Article ID 6757928, 14 pages.
- Mao, W. and Mao, X.,
An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure
Advances in Difference Equations 2016, 77, 18p.
- Mao, X.,
Almost sure exponential stabilization by discrete-time stochastic
feedback control,
IEEE Transactions on Automatic Control 61(6) (2016), 1619--1624.
(Please go to IEEE TA to
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- Guo, Q., Mao, X. and Yue, R.,
Almost sure exponential stability of stochastic differential delay equations,
SIAM J. Control Optim. 54(4) (2016), 1919--1933.
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- Greenhalgh, D., Liang, Y. and Mao, X.,
Modelling the effect of telegraph noise in the SIRS epidemic model using Markovian switching,
Physica A: Statistical Mechanics and its Applications 462 (2016), 684--704.
- Qiu, Q.,Liu, W., Hu, L., Mao, X. and You, S.,
Stabilisation of stochastic differential equations with Markovian switching
by feedback control based on discrete-time state observation with a time
delay,
Statistics and Probability Letters 115 (2016), 16--26.
- Zhao, Y., Lin, Y., Jiang, D., Mao, X. and Li, Y
Stationary distribution of stochastic SIRS epidemic model with standard incidence,
Discrete and Continuous Dynamical Systems Series B 21(7) (2016), 2363--2378.
- Mao, W., You, S. and Mao, X.,
On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps,
Journal of Computational and Applied Mathematics 301 (2016),1--15.
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- Su, H., Mao, X. and Li, W.,
Hopf bifurcation control for a class of delay differential systems with discrete-time
delayed feedback controller,
Chaos 26, 113120 (2016).
- Feng, L., Li, S. and Mao, X.,
Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching,
J. Franklin Inst. 353(18) (2016), 4924�-4949.
- Mao, W., Hu. L. and Mao, X.,
Neutral stochastic functional differential equations with L\'evy jumps under the local Lipschitz condition,
Advances in Difference Equations 2017:57 (2017), 1--24.
- Song, G., Zheng, B-C., Luo, Q. and Mao, X.,
Stabilisation of hybrid stochastic differential equations by feedback control based on discrete-time observations of state and mode,
IET Control Theory Appl. 11(3) (2017), 301--307.
- Guo, Q., Liu, W., Mao, X. and Yue, R.,
The partially truncated Euler-Maruyama method and its stability and boundedness,
Applied Numerical Mathematics 115 (2017), 235--251.
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- Liu, W. and Mao, X.,
Almost sure stability of the Euler--Maruyama method with random variable stepsize for stochastic differential equations,
Numerical Algorithms 74 (2017), 573--592.
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- Fei, W., Hu, L., Mao, X. and Shen, M.,
Delay dependent stability of highly nonlinear hybrid stochastic systems,
Automatica 82 (2017), 65--70.
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- Li Y., Lu, J., Mao, X. and Qiu, Q.,
Stabilization of hybrid systems by feedback control based on discrete-time state and
mode observations,
Asian Journal of Control 19(6) (2017), 1943--1953.
- Li, Y., Lu, J., Kou, K., Mao, X. and Pan, J.,
Robust stabilization of hybrid uncertain stochastic systems by discrete-time feedback control,
Optimal Control Applications and Methods 38(5)(2017), 847--859.
- Dong, R. and Mao, X.,
On pth moment stabilization of hybrid systems by discrete-time feedback control ,
Sto. Anal. Appl. 35(5)(2017), 803--822.
- Song, M. and Mao, X.,
Almost sure exponential stability of hybrid stochastic functional differential
equations,
J. Math. Anal. Appl. 458 (2018) 1390--1408.
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- Hu, L., Li, X. and Mao, X.,
Convergence rate and stability of the truncated Euler-Maruyama method for stochastic
differential equations,
J. Comput. Appl. Math. 337 (2018), 274--289.
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- Mao, W., Hu, L. and Mao, X.,
Approximate solutions for a class of doubly perturbed stochastic differential equations
Adv. Difference Equ. 2018:37, 17 pp.
- Guo, Q., Liu, W., Mao, X. and Yue, R.,
The truncated Milstein method for stochastic differential equations with commutative noise,
J. Comput. Appl. Math. 338 (2018), 298--310.
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- Guo, Q., Liu, W., Mao, X. and Zhan, W.,
Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations,
International Journal of Computer Mathematics 95(9) (2018), 1715--1726.
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- Guo, Q., Mao, X. and Yue, R.,
The truncated Euler--Maruyama method for stochastic differential
delay equations,
Numer. Algorithms 78 (2018), 599--624.
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- Guo, Q., Liu, W. and Mao, X.,
A note on the partially truncated Euler--Maruyama method,
Appl. Numer. Math. 130 (2018) ,157--170.
- Song, G., Lu, Z., Zheng, B. and Mao, X.,
Almost sure stabilization of hybrid systems by feedback control based on discrete-time observations of mode and state,
Sci China Inf Sci, 2018, 61(7): 070213, https://doi.org/10. 1007/s11432-017-9297-1.
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- Mo, H., Li, M., Deng, F. and Mao,X.,
Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps,
Sci. China Inf. Sci. (2018) 61: 70214. https://doi.org/10.1007/s11432-017-9301-y.
- Fei, W., Hu, L., Mao, X. and Shen, M.,
Structured robust stability and boundedness of nonlinear hybrid delay systems,
SIAM J. Control Optim. 56(4)(2018), 2662--2689.
- Li, Y., Lu, J., Kou, C., Mao, X. and Pan, J.,
Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique,
Statist. Probab. Lett. 139 (2018), 152--161.
- Shen, M., Fei, W., Mao, X. and Liang, Y.,
Stability of highly nonlinear neutral stochastic differential delay equations,
Systems Control Lett. 115 (2018), 1--8.
- Wu. X., Tang, Y., Cao, J. and Mao, X.,
Stability analysis for continuous-time switched systems with stochastic switching signals,
IEEE Trans. Automat. Control. 63(9)(2018), 3083--3090.
- Cai, Y. and Mao, X.,
Stochastic prey-predator system with foraging arena scheme,
Applied Mathematical Modelling 64(2018), 357--371.
- Fei, C., Shen, M., Fei, W., Mao, X. and Yan, X.,
Stability of highly nonlinear hybrid stochastic
integro-differential delay equations,
Nonlinear Analysis: Hybrid Systems 31 (2019), 180--199.
- Li, M. Deng, F. and Mao, X.,
Basic theory and stability analysis for neutral stochastic functional differential equations with pure jumps,
Sci. China Inf. Sci. 62(2019), no.1, 012204.
- Fei, C., Hu, L., Mao, X. and Shen, M,
Generalised criteria on delay dependent stability of highly nonlinear hybrid stochastic systems,
Int. J. Robust Nonlinear Control 29(2019), 1201--1215.
- Deng, S., Fei, W., Liang, Y. and Mao, X.,
Convergence of the split-step $\theta$-method for stochastic age-dependent population equations with Markovian switching and variable delay,
Applied Numerical Mathematics 139(2019), 15--37.
- Cai, S., Cai, Y. and Mao, X.,
A stochastic differential equation SIS epidemic model with two independent Brownian motions,
J. Math. Anal. Appl. 474(2019), 1536--1550.
- Deng, S., Fei, C., Fei, W. and Mao, X.,
Stability equivalence between the stochastic differential delay equations driven by $G$-Brownian motion and the Euler-Maruyama method,
Appl. Math. Lett. 96 (2019), 138--146.
- Li, X., Mao, X. and Yin, G.,
Explicit numerical approximations for stochastic differential equations in finite and infinite horizons: truncation methods, convergence in $p$th moment, and stability,
IMA Journal of Numerical Analysis, 39(2) (2019), 847--892.
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- Fei, C, Fei, W., Mao, X., Shen, M. and Yan, L.,
Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations,
Journal of Applied Analysis and Computation 9(3) (2019), 1053--1070.
- Lu, Z., Hu, J. and Mao, X.,
Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations,
Discrete Contin. Dyn. Syst. Ser. B. 24(8) (2019), 4099--4116.
- Deng, S., Fei, C., Fei, W. and Mao, X.,
Generalized Ait-Sahalia-type interest rate model with Poisson
jumps and convergence of the numerical approximation,
Physica A 533 (2019), 122057.
- Liu, L., Mao, X. and Cao, J.,
Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function,
J. Math. Anal. Appl. 479 (2019), 1986--2006.
- Mao, W., Hu, L. and Mao, X.,
Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching,
Electron. J. Qual. Theory Differ. Equ. 52 (2019), 1--17.
- Shen, M., Fei, C., Fei, W. and Mao, X.,
Boundedness and stability of highly nonlinear neutral stochastic
systems with multiple delays,
Sci. China Inf. Sci. 62(2019), No.10, 202205.
- Wang, Y., Wu, F. and Mao, X.,
Stability in distribution of stochastic functional differential equations,
Systems Control Lett. 132 (2019), 104513.
(Online PDF)
- Deng, S., Fei, W., Liu, W. and Mao, X.,
The truncated EM method for stochastic differential equations
with Poisson jumps,
J. Comput. Appl. Math. 355 (2019), 232--257.
- Mao, W., Hu, L., You, S. and Mao, X.,
The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients,
Discrete Contin. Dyn. Syst. Ser. B. 25(9) (2019), 4937--4954.
- Cai, S., Cai, Y. and Mao, X.,
A stochastic differential equation SIS epidemic model with two correlated Brownian motions,
Nonlinear Dynamics 97 (2019), 2175-2187.
- Hu, J., Liu, W., Deng, F. and Mao, X.,
Advances in stabilisation of hybrid stochastic differential equations by delay feedback control,
SIAM J. Control Optim. 58(2)(2020), 735--754.
(Online PDF)
- Wang, Y., Wu, F., Mao, X. and Zhu, E.,
Advances in the LaSalle-type theorems for stochastic functional differential equations with infinite delay,
Discrete Contin. Dyn. Syst. Ser. B. 25(1) (2020), 287--300.
(Online PDF)
- Mao, W., Hu, L. and Mao, X.,
The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Levy noise,
J. Franklin Inst. 357(2) (2020), 1174--1198.
- Fei, W., Hu, L., Mao, X. and Xia, D.,
Advances in the truncated Euler--Maruyama method for stochastic differential delay equations,
Communications on Pure and Applied Analysis 19(4) (2020), 2081--2100.
- Liu, W., Mao, X., Tang, J. and Wu, Y.,
Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations,
Applied Numerical Mathematics 153 (2020), 66--81.
- Mei, C., Fei, C., Fei, W. and Mao, X.,
Stabilisation of highly nonlinear continuous-time hybrid stochastic differential delay equations by discrete-time
feedback control,
Control Theory \& Applications IET 14(2) (2020), 313--323.
- Liu, W. and Mao, X.,
Truncated methods for stochastic equations: A review,
J. Anhui Polytechnical University 35(1) (2020), 1--11.
- Shen, M., Fei, W., Mao, X. and Deng, S.,
Exponential stability of highly nonlinear neutral pantograph stochastic differential equations,
Asian J. Control. 22(1) (2020), 436--448.
- Mao, W., Hu, L. and Mao, X.,
Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay,
Discrete Contin. Dyn. Syst. Ser. B. 25(8) (2020), 3217--3232.
- Dong, R., Mao, X. and Birrell, S.A.,
Exponential stabilisation of
continuous-time periodic stochastic
systems by feedback control based on
periodic discrete-time observations,
IET Control Theory Appl. 14(6) (2020), 909--919.
- Cai, Y., Cai, S. and Mao, X.,
Stochastic delay foraging arena predator-prey system with Markov switching,
Sto. Anal. Appl. 38(2) (2020), 191--212.
- Fei, C., Fei, W., Mao, X., Xia, D. and Yan, L.,
Stabilisation of highly nonlinear hybrid systems by feedback control
based on discrete-time state observations,
IEEE Trans. Automat. Control. 65(7) (2020), 2899--2912.
(Online PDF)
- Cai, Y., Cai, S. and Mao, X.,
Analysis of a stochastic predator-prey system with foraging arena scheme,
Stochastics 92(2) (2020), 193--222.
- Li, X., Mao, X., Mukama, D. and Yuan, C.,
Delay feedback control for switching diffusion systems based on discrete time observations,
SIAM J. Control Optim. 58(5) (2020), 2900--2926.
(Online PDF)
- Dong, R. and Mao, X.,
Asymptotic stabilization of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations,
Math. Control Relat. Fields 10(4) (2020), 715--734.
- Yang, H., Wu, F., Kloeden, P.E. and Mao, X.,
The truncated Euler-Maruyama method for stochastic differential equations with Holder diffusion coefficients,
J. Comput. Appl. Math. 366 (2020), 112379, 13 pp.
(Online PDF)
- Li, X. and Mao, X.,
Stabilisation of highly nonlinear hybrid stochastic differential delay
equations by delay feedback control,
Automatica 112 (2020), 108657, 11 pp.
(Online PDF)
- Shen, M., Fei, C., Fei, W. and Mao, X.,
Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations,
Systems Control Lett. 137 (2020), 104645, 8 pp.
- Cai, S., Cai, Y. and Mao, X.,
A stochastic differential equation SIS epidemic model with regime switching,
Discrete Contin. Dyn. Syst. Ser. B. 26(9) (2021), 4887--4905.
- Li, X., Mao, X. and Yang, H.,
Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations,
Mathematics of Computation 90(332) (2021), 2827--2872.
(Online PDF)
- Coffie, E. and Mao, X.,
Truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest rate model with delay,
J. Comput. Appl. Math. 383 (2021), Paper No. 113137, 19 pp.
(Online PDF)
- Li, X., Liu, W., Mao, X. and Zhao, J.,
Stabilization and destabilization of hybrid systems by periodic stochastic controls,
Systems Control Lett. 152 (2021), Paper No. 104929, 10 pp.
(Online PDF)
- Mao, X., Wei, F. and Wiriyakraikul, T.,
Positivity preserving truncated Euler--Maruyama method for stochastic Lotka--Volterra competition model,
J. Comput. Appl. Math. 394 (2021), Paper No. 113566, 17 pp.
(Online PDF)
- Mei, C., Fei, C., Fei, W. and Mao, X.,
Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay,
Nonlinear Anal. Hybrid Syst. 40 (2021), Paper No. 101026, 17 pp.
- Deng, S., Fei, C., Fei, W. and Mao, X.,
Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients,
J. Comput. Appl. Math. 388 (2021), Paper No. 113269, 24 pp.
- Wu, A., You, S., Mao, W., Mao, X. and Hu, L.,
On exponential stability of hybrid neutral stochastic differential delay equations with different structures,
Nonlinear Anal. Hybrid Syst. 39 (2021), Paper No. 100971, 17 pp.
- Mao, W., Jiang, Y., Hu, L. and Mao, X.,
Stabilization by intermittent control for hybrid stochastic differential delay equations,
Discrete Contin. Dyn. Syst. Ser. B. 27(1) (2022), 569--581.
- Mei, C., Fei, C., Shen, M., Fei, W. and Mao, X.,
Stabilization in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations,
Information Sciences 592 (2022), 123--136.
(Online PDF)
- Li, Y., Mao, X., Song, Y. and Tao, J.,
Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition,
J. Ind. Manag. Optim. 18(1) (2022), 75--93.
- Dong, H. and Mao, X.,
Advances in stabilisation of highly nonlinear hybrid delay systems,
Automatica 136(2022), 110086.
(Online PDF)
- You, S., Hu, L., Lu, J. and Mao, X.,
Stabilisation in distribution by delay feedback control for hybrid stochastic differential equations
IEEE Trans. Auto. Control. (2022) 67(2) (2022), 971-977.
(Online PDF)
- Lu, J., Li, Y., Mao, X. and Pan, J.,
Stabilization of nonlinear hybrid stochastic delay systems by feedback control based on discrete-time state and mode observations,
Appl. Anal. 101(3) (2022), 1077--1100.
- Fei, C., Fei, W., Mao, X. and Yan, L.,
Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by G-Brownian motion,
J. Franklin Inst. 359 (2022), 4366--4392.
- Li., X., Liu, W., Luo, Q. and Mao, X.,
Stabilisation in distribution of hybrid stochastic
differential equations by feedback control
based on discrete-time state observations,
Automatica 140 (2022), Paper No. 110210, 8 pp.
- Shi, B., Mao, X. and Wu, F.,
Stabilisation of hybrid system with different structures by feedback control based on discrete-time state observations,
Nonlinear Anal. Hybrid Syst. 45 (2022), 101198.
- Li, W., Deng, S., Fei, W. and Mao, X.,
Stabilisation in distribution by delay feedback control for stochastic differential equations with Markovian switching and Lévy noise,
IET Control Theory Appl. 16(13) (2022), 1312--1325.
- Cai, Y., Hu, J. and Mao, X.,
Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term,
Appl. Numer. Math. 182 (2022), 100--116.
- Shen, M., Fei, C., Fei, W., Mao, X. and Mei, C.,
Delay-dependent stability of highly nonlinear neutral stochastic functional differential equations. Internat. J. Robust Nonlinear Control 32(18) (2022), 9957--9976.
- Dong, H., Tang, J. and Mao, X.,
Stabilization of highly nonlinear hybrid stochastic differential delay equations with Levy noise by delay feedback control,
SIAM J. Control Optim. 60(6) (2022), 3302--3325.
- Li, D., Wei, F. and Mao, X.,
Stationary distribution and density function of a stochastic SVIR epidemic model,
J. Franklin Inst. 359(16) (2022), 9422--9449.
- Liu, W., Mao, X. and Wu, Y.,
The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients,
Appl. Numer. Math. 184 (2023), 137--150.
- Hu, J., Mao, W. and Mao, X.,
Advances in nonlinear hybrid stochastic differential delay equations:
existence, boundedness and stability,
Automatica 147 (2023), Paper No. 110682, 12 pp.
- Fei, C., Fei, W. and Mao, X.,
A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion,
Appl. Math. Lett. 136 (2023), Paper No. 108448, 9 pp.
- Mao, W., You, S., Jiang, Y. and Mao, X.,
Stochastic stabilization of hybrid neural networks by periodically intermittent control based
on discrete-time state observations,
Nonlinear Anal. Hybrid Syst. 48 (2023), Paper No. 101331, 18 pp.
- Zhai, Z., Li. W., Wei, F. and Mao, X.,
Dynamics of an HIV/AIDS transmission model with protection awareness
and fluctuations,
Chaos Solitons Fractals 169 (2023), Paper No. 113224, 13 pp.
\item Bahar, A., Dong, R. and Mao, X.,
Stabilisation in distribution of hybrid ordinary differential equations by periodic noise,
IET Control Theory Appl. 17 (2023), 463--476.
- Fei, C., Fei, W., Deng, S. and Mao, X.,
Asymptotic stability in distribution of highly nonlinear stochastic differential equations with G-Brownian motion,
Journal Qualitative Theory of Dynamical Systems 22 (2023), no. 2, Paper No. 57, 16 pp.
- Shi, B., Mao, X. and Wu, F.,
Stabilisation with general decay rate by delay feedback control for nonlinear neutral stochastic functional differential equations with infinite delay,
Systems Control Lett. 172 (2023), Paper No. 105435, 15 pp.
- Li, Y., Mao, X., Song, Q., Wu, F. and Yin, G.,
Strong convergence of Euler-Maruyama schemes for McKean-Vlasov stochastic differential equations
under local Lipschitz conditions of state variables,
IMA Journal of Numerical Analysis 43 (2023), 1001--1035.
(Online PDF)
- Mao, W., Hu, J., and Mao, X.,
Stabilisation in distribution of hybrid systems by intermittent noise,
IEEE Trans. Auto. Control. 68(8) (2023), 4919--4924.
- Jiang, Y, Hu, L., Mao, W., Lu, J. and Mao, X.,
Stabilization in distribution of hybrid stochastic systems by
intermittent feedback controls
Nonlinear Anal. Hybrid Syst. 48 (2023), Paper No. 101374, 16 pp.
- Li, G., Li, X., Mao, X. and Song, G.,
Hybrid stochastic functional differential equations with infinite delay: Approximations and numerics,
J. Differential Equations 374 (2023), 154--190.
- Cai, Y., Guo, Q. and Mao, X.,
Positivity preserving truncated scheme for the stochastic
Lotka–Volterra model with small moment convergence.
Calcolo 60(2) (2023), Paper No. 24, 21 pp.
- Mao, W., Chen, B., Wu, F. and Mao, X.,
On the existence and asymptotic stability of hybrid stochastic systems with neutral term and
non-differentiable time delay,
Systems Control Lett. 178 (2023), Paper No. 105586, 12 pp.
- Li, W., Fei, W., Liang, Y. and Mao, X.,
Stabilization and destabilization of hybrid systems by periodic stochastic controls based on L\'evy noise,
IMA J. Math. Control Inform. 40(2) (2023), 232--252.
- Li, W., Fei, C., Mei, C., Fei, W. and Mao, X.,
Delay tolerance for stable hybrid stochastic differential equations with L\'evy noise based on Razumikhin technique,
Systems Control Lett. 176 (2023), Paper No. 105530, 8 pp.
- Li, Y., You, S., Lu, J., Jiang, Y., Hu, L. and Mao, X.,
Stabilization in distribution by delay feedback controls for hybrid
stochastic delay differential equations,
Internat. J. Systems Sci. 54(5) (2023), 1070--1086.
- Li, Y., Dong, R. and Mao, X.,
Discrete-time feedback control for highly nonlinear
hybrid stochastic systems with non-differentiable delays,
Systems Control Lett. 175 (2023), Paper No. 105507, 13 pp.
- Xu, H. and Mao, X.,
Advances in discrete-state-feedback stabilization of highly nonlinear hybrid systems by Razumikhin technique,
IEEE Trans. Auto. Control. 68(10) (2023), 6098--6113.
- Deng, S., Fei, C., Fei, W. and Mao, X.,
Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model,
BIT 63(4) (2023), Paper No. 59, 29 pp.
- Deng, S., Fei, C., Fei, W. and Mao, X.,
The truncated EM method for jump-diffusion SDDEs with super-linearly growing diffusion and jump coefficients,
J. Comp. Math. 42(1) (2024), 178--216.
- Li, W., Cai, S., Zhai, Z., Ou, J., Zheng, K., Wei, F. and Mao, X.,
Transmission dynamics of symptom-dependent HIV/AIDS models,
Math. Biosci. Eng. 21(2) (2024), 1819--1843.
- Shi, B., Wang, Y., Mao, X. and Wu, F.,
Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations,
J. Differential Equations 389(2024), 415--456.
- Xu, H. and Mao, X.,
Structured stabilisation of superlinear delay systems by bounded discrete-time state feedback control,
Automatica 159 (2024), Paper No. 111409, 8 pp.
- Cui, Y., Li, X., Mao, X. and Yang, Y.,
Wolbachia invasion to wild mosquito population in stochastic environment,
J. Differential Equations 378 (2024), 360--398.
- Cai, Y., Guo, Q. and Mao, X.,
Strong convergence of an explicit numerical approximation for n-dimensional superlinear SDEs with positive solutions,
Math. Comput. Simulation 216 (2024), 198--212.
- Cai, Y., Mao, X. and Wei, F.,
An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients,
J. Comput. Appl. Math. 437 (2024), Paper No. 115472, 18 pp.
e-mail: x.mao@strath.ac.uk
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