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Wang, Liangwei and Wei, Fengying and Jin, Zhen and Mao, Xuerong (2025) Stationary distribution and extinction of an HCV transmission model with protection awareness and environmental fluctuations. Applied Mathematics Letters, 160. 109356. ISSN 0893-9659
Xu, Henglei and Mao, Xuerong (2024) Razumikhin technique for stabilisation of highly nonlinear hybrid systems by bounded discrete-time state feedback control working intermittently. Numerical Algebra, Control and Optimization, 14 (4). pp. 669-687.
Chen, Xing and Li, Xiaoyue and Mao, Xuerong (2024) Stabilization of hybrid stochastic differential equations by delay feedback control based on discrete-time observations. Numerical Algebra, Control and Optimization, 14 (4). pp. 706-723. (In Press)
Lv, Can and You, Surong and Hu, Liangjian and Mao, Xuerong (2024) A new criterion on stability in distribution for a hybrid stochastic delay differential equation. Journal of the Franklin Institute, 361 (16). 107169. ISSN 0016-0032
Cai, Yongmei and Li, Yuyuan and Mao, Xuerong (2024) Stationary distribution of periodic stochastic differential equations with Markov switching. Journal of Mathematical Analysis and Applications, 537 (2). 128291. ISSN 0022-247X
Lan, Xiaomin and Chen, Guangmin and Zhou, Ruiyang and Zheng, Kuicheng and Cai, Shaojian and Wei, Fengying and Jin, Zhen and Mao, Xuerong (2024) An SEIHR model with age group and social contact for analysis of Fuzhou COVID-19 large wave. Infectious Disease Modelling, 9 (3). pp. 728-743. ISSN 2468-0427
Wang, Zuwen and Cai, Shaojian and Chen, Guangmin and Zheng, Kuicheng and Wei, Fengying and Jin, Zhen and Mao, Xuerong and Xie, Jianfeng (2024) Dynamics of a dengue transmission model with multiple stages and fluctuations. Mathematics, 12 (16). 2491. ISSN 2227-7390
Zhou, Shijie and Peng, Xiaoxiao and Lin, Wei and Mao, Xuerong (2024) Adaptive control and synchronization of complex dynamical systems with various types of delays and stochastic disturbances. SIAM Journal on Applied Mathematics, 84 (4). 1515 - 1531. ISSN 1095-712X
Tang, Yiyi and Mao, Xuerong (2024) The logarithmic truncated EM method with weaker conditions. Applied Numerical Mathematics, 198. pp. 258-275. ISSN 0168-9274
Tang, Yiyi and Mao, Xuerong (2024) The modified truncated Euler-Maruyama method for stochastic differential equations with concave diffusion coefficients. Journal of Computational and Applied Mathematics, 440. 115660. ISSN 0377-0427
Shi, Banban and Wang, Ya and Mao, Xuerong and Wu, Fuke (2024) Approximation of invariant measures of a class of backward Euler-Maruyama scheme for stochastic functional differential equations. Journal of Differential Equations, 389. pp. 415-456. ISSN 0022-0396
Li, Xiaoyue and Mao, Xuerong and Song, Guoting (2024) An explicit approximation for super-linear stochastic functional differential equations. Stochastic Processes and their Applications, 169. 104275. ISSN 0304-4149
Coffie, Emmanuel and Mao, Xuerong and Proske, Frank (2024) On the analysis of Ait-Sahalia-type model for rough volatility modelling. Journal of Theoretical Probability, 37 (1). pp. 744-767. ISSN 0894-9840
Cai, Yongmei and Mao, Xuerong and Wei, Fengying (2024) An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients. Journal of Computational and Applied Mathematics, 437. 115472. ISSN 0377-0427
Cai, Yongmei and Guo, Qian and Mao, Xuerong (2024) Strong convergence of an explicit numerical approximation for n-dimensional superlinear SDEs with positive solutions. Mathematics and Computers in Simulation, 216. pp. 198-212. ISSN 0378-4754
Xu, Henglei and Mao, Xuerong (2024) Structured stabilisation of superlinear delay systems by bounded discrete-time state feedback control. Automatica, 159. 111409. ISSN 0005-1098
Peng, Xiaoxiao and Zhou, Shijie and Lin, Wei and Mao, Xuerong (2024) Invariance principles for G-Brownian-motion-driven stochastic differential equations and their applications to G-stochastic control. SIAM Journal on Control and Optimization. ISSN 0363-0129 (In Press)
Cui, Yuanping and Li, Xiaoyue and Mao, Xuerong and Yang, Hongfu (2024) Wolbachia invasion to wild mosquito population in stochastic environment. Journal of Differential Equations, 378. pp. 360-398. ISSN 0022-0396
Li, Wenshuang and Cai, Shaojian and Zhai, Xuanpei and Qu, Jianming and Zheng, Kuicheng and Wei, Fengying and Mao, Xuerong (2024) Transmission dynamics of symptom-dependent HIV/AIDS models. Mathematical Biosciences and Engineering, 21 (2). pp. 1819-1843. ISSN 1551-0018
Zhou, Shijie and Lin, Wei and Mao, Xuerong and Wu, Jianhong (2024) Generalized invariance principles for stochastic dynamical systems and their applications. IEEE Transactions on Automatic Control, 69 (1). pp. 85-99. ISSN 0018-9286
Deng, Shounian and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2023) The truncated EM method for jump-diffusion SDDEs with super-linearly growing diffusion and jump coefficients. Journal of Computational Mathematics, 42. pp. 178-216. ISSN 0254-9409
Xu, Henglei and Mao, Xuerong (2023) Improved delay-dependent stability of superlinear hybrid stochastic systems with general time-varying delays. Nonlinear Analysis: Hybrid Systems, 50. 101413. ISSN 1751-570X
Deng, Shounian and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2023) Positivity-preserving truncated Euler–Maruyama method for generalised Ait-Sahalia-type interest model. BIT Numerical Mathematics, 63 (4). 59. ISSN 0006-3835
Li, Guozhen and Li, Xiaoyue and Mao, Xuerong and Song, Guoting (2023) Hybrid stochastic functional differential equations with infinite delay : approximations and numerics. Journal of Differential Equations, 374. pp. 154-190. ISSN 0022-0396
Li, Wenrui and Fei, Chen and Shen, Mingxuan and Fei, Weiyin and Mao, Xuerong (2023) A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control. Journal of the Franklin Institute, 360 (16). pp. 11932-11964. ISSN 0016-0032
Xu, Henglei and Mao, Xuerong (2023) Advances in discrete-state-feedback stabilization of highly nonlinear hybrid systems by Razumikhin technique. IEEE Transactions on Automatic Control, 68 (10). pp. 6098-6113. ISSN 0018-9286
Li, Xiaoyue and Mao, Xuerong and Song, Guoting (2023) Explicit approximation of the invariant measure for stochastic delay differential equations with the nonlinear diffusion term. Journal of Theoretical Probability. ISSN 0894-9840
Mao, Wei and Chen, Bo and Wu, Fuke and Mao, Xuerong (2023) On the existence and asymptotic stability of hybrid stochastic systems with neutral term and non-differentiable time delay. Systems and Control Letters, 178. 105586. ISSN 0167-6911
Mao, Wei and Hu, Junhao and Mao, Xuerong (2023) Stabilisation in distribution of hybrid systems by intermittent noise. IEEE Transactions on Automatic Control, 68 (8). pp. 4919-4924. ISSN 0018-9286
Jiang, Yanan and Hu, Liangjian and Mao, Wei and Lu, Jianqiu and Mao, Xuerong (2023) Stabilization in distribution of hybrid stochastic systems by intermittent feedback controls. Nonlinear Analysis: Hybrid Systems, 49. 101374. ISSN 1751-570X
Li, Wenrui and Fei, Chen and Mei, Chunhui and Fei, Weiyin and Mao, Xuerong (2023) Delay tolerance for stable hybrid stochastic differential equations with Lévy noise based on Razumikhin technique. Systems and Control Letters, 176. 105530. ISSN 0167-6911
Li, Wenrui and Fei, Weiyin and Liang, Yong and Mao, Xuerong (2023) Stabilization and destabilization of hybrid systems by periodic stochastic controls based on Lévy Noise. IMA Journal of Mathematical Control and Information, 40 (2). pp. 232-252. ISSN 0265-0754
Cai, Yongmei and Guo, Qian and Mao, Xuerong (2023) Positivity preserving truncated scheme for the stochastic Lotka–Volterra model with small moment convergence. Calcolo, 60 (2). 24. ISSN 0008-0624
Li, Yuyuan and Dong, Ran and Mao, Xuerong (2023) Discrete-time feedback control for highly nonlinear hybrid stochastic systems with non-differentiable delays. Systems and Control Letters, 175. 105507. ISSN 0167-6911
Mao, Wei and You, Surong and Jiang, Yanan and Mao, Xuerong (2023) Stochastic stabilization of hybrid neural networks by periodically intermittent control based on discrete-time state observations. Nonlinear Analysis: Hybrid Systems, 48. 101331. ISSN 1751-570X
Zhai, Xuanpei and Li, Wenshuang and Wei, Fengying and Mao, Xuerong (2023) Dynamics of an HIV/AIDS transmission model with protection awareness and fluctuations. Chaos, Solitons and Fractals, 169. 113224. ISSN 0960-0779
Li, Yuyuan and You, Surong and Lu, Jianqiu and Jiang, Yanan and Hu, Liangjian and Mao, Xuerong (2023) Stabilisation in distribution by delay feedback controls for hybrid stochastic delay differential equations. International Journal of Systems Science, 54 (5). pp. 1070-1086. ISSN 0020-7721
Li, Yun and Mao, Xuerong and Song, Qingshuo and Wu, Fuke and Yin, George (2023) 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 (2). pp. 1001-1035. ISSN 0272-4979
Liu, Wei and Mao, Xuerong and Wu, Yue (2023) The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients. Applied Numerical Mathematics, 184. pp. 137-150. ISSN 0168-9274
Fei, Chen and Fei, Weiyin and Deng, Shounian and Mao, Xuerong (2023) Asymptotic stability in distribution of highly nonlinear stochastic differential equations with G-Brownian motion. Qualitative Theory of Dynamical Systems, 22 (2). 57. ISSN 1662-3592
Shi, Banban and Mao, Xuerong and Wu, Fuke (2023) Stabilisation with general decay rate by delay feedback control for nonlinear neutral stochastic functional differential equations with infinite delay. Systems and Control Letters, 172. 105435. ISSN 0167-6911
Fei, Chen and Fei, Weiyin and Mao, Xuerong (2023) A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G-Brownian motion. Applied Mathematics Letters, 136. 108448. ISSN 0893-9659
Hu, Junhao and Mao, Wei and Mao, Xuerong (2023) Advances in nonlinear hybrid stochastic differential delay equations : existence, boundedness and stability. Automatica, 147. 110682. ISSN 0005-1098
Shen, Mingxuan and Fei, Chen and Fei, Weiyin and Mao, Xuerong and Mei, Chunhui (2022) Delay-dependent stability of highly nonlinear neutral stochastic functional differential equations. International Journal of Robust and Nonlinear Control, 32 (18). pp. 9957-9976. ISSN 1049-8923
Dong, Hailing and Tang, Juan and Mao, Xuerong (2022) Stabilization of highly nonlinear hybrid stochastic differential delay equations with Lévy noise by delay feedback control. SIAM Journal on Control and Optimization, 60 (6). pp. 3302-3325. ISSN 0363-0129
Cai, Yongmei and Hu, Junhao and Mao, Xuerong (2022) Positivity and boundedness preserving numerical scheme for the stochastic epidemic model with square-root diffusion term. Applied Numerical Mathematics, 182. pp. 100-116. ISSN 0168-9274
Bahar, Arifah and Dong, Ran and Mao, Xuerong (2022) Stabilisation in distribution of hybrid ordinary differential equations by periodic noise. IET Control Theory and Applications. ISSN 1751-8644 (In Press)
Li, Dan and Wei, Fengying and Mao, Xuerong (2022) Stationary distribution and density function of a stochastic SVIR epidemic model. Journal of the Franklin Institute. ISSN 0016-0032
Li, Wenrui and Deng, Shounian and Fei, Weiyin and Mao, Xuerong (2022) Stabilisation in distribution by delay feedback control for stochastic differential equations with Markovian switching and Lévy noise. IET Control Theory and Applications, 16 (13). pp. 1312-1325. ISSN 1751-8644
Shi, Banban and Mao, Xuerong and Wu, Fuke (2022) Stabilisation of hybrid system with different structures by feedback control based on discrete-time state observations. Nonlinear Analysis: Hybrid Systems, 45. 101198. ISSN 1751-570X
Fei, Chen and Fei, Weiyin and Mao, Xuerong and Yan, Litan (2022) Delay-dependent asymptotic stability of highly nonlinear stochastic differential delay equations driven by G-Brownian motion. Journal of the Franklin Institute, 359 (9). pp. 4366-4392. ISSN 0016-0032
Liu, Wei and Mao, Xuerong and Wu, Yue (2022) The backward Euler-Maruyama method for invariant measures of stochastic differential equations with super-linear coefficients. Other. arXiv.org, Ithaca, New York.
Li, Xiaoyue and Liu, Wei and Luo, Qi and Mao, Xuerong (2022) Stabilisation in distribution of hybrid stochastic differential equations by feedback control based on discrete-time state observations. Automatica, 140. 110210. ISSN 0005-1098
Mei, Chunhui and Fei, Chen and Shen, Mingxuan and Fei, Weiyin and Mao, Xuerong (2022) Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching. Information Sciences, 592. pp. 123-136. ISSN 0020-0255
Lu, Jianqiu and Li, Yuyuan and Mao, Xuerong and Pan, Jiafeng (2022) Stabilization of nonlinear hybrid stochastic delay systems by feedback control based on discrete-time state and mode observations. Applicable Analysis, 101 (3). pp. 1077-1100. ISSN 0003-6811
Dong, Hailing and Mao, Xuerong (2022) Advances in stabilisation of highly nonlinear hybrid delay systems. Automatica, 136. 110086. ISSN 0005-1098
Li, Yin and Mao, Xuerong and Song, Yazhi and Tao, Jian (2022) Optimal investment and proportional reinsurance strategy under the mean-reverting Ornstein-Uhlenbeck process and net profit condition. Journal of Industrial and Management Optimization, 18 (1). pp. 75-93. ISSN 1547-5816
Mao, Wei and Jiang, Yanan and Hu, Liangjian and Mao, Xuerong (2022) Stabilization by intermittent control for hybrid stochastic differential delay equations. Discrete and Continuous Dynamical Systems - Series B, 27 (1). pp. 569-581. ISSN 1531-3492
Jiang, Yanan and Hu, Liangjian and Lu, Jianqiu and Mao, Wei and Mao, Xuerong (2021) Stabilization of hybrid systems by intermittent feedback controls based on discrete-time observations with a time delay. IET Control Theory and Applications, 15 (16). pp. 2039-2052. 2039-2052. ISSN 1751-8644
Mao, Xuerong and Wei, Fengying and Wiriyakraikul, Teerapot (2021) Positivity preserving truncated Euler-Maruyama method for stochastic Lotka-Volterra competition model. Journal of Computational and Applied Mathematics, 394. 113566. ISSN 0377-0427
Cai, Siyang and Cai, Yongmei and Mao, Xuerong (2021) A stochastic differential equation SIS epidemic model with regime switching. Discrete and Continuous Dynamical Systems - Series B, 26 (9). pp. 4887-4905. ISSN 1531-3492
Mei, Chunhui and Liang, Yong and Fei, Weiyin and Mao, Xuerong (2021) Feedback delay control of highly nonlinear stochastic functional differential equations with discrete-time state observations. Mathematical Methods in the Applied Sciences. ISSN 0170-4214
Kang, Yanmei and Liu, Ruonan and Mao, Xuerong (2021) Aperiodic stochastic resonance in neural information processing with Gaussian colored noise. Cognitive Neurodynamics, 15. 517–532. ISSN 1871-4099
Li, Xiaoyue and Liu, Wei and Mao, Xuerong and Zhao, Junsheng (2021) Stabilization and destabilization of hybrid systems by periodic stochastic controls. Systems and Control Letters, 152. 104929. ISSN 0167-6911
Mei, Chunhui and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2021) Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay. Nonlinear Analysis: Hybrid Systems, 40. 101026. ISSN 1751-570X
Deng, Shounian and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2021) Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients. Journal of Computational and Applied Mathematics, 388. 113269. ISSN 0377-0427
You, Surong and Hu, Liangjian and Lu, Jianqiu and Mao, Xuerong (2021) Stabilisation in distribution by delay feedback control for hybrid stochastic differential equations. IEEE Transactions on Automatic Control. ISSN 0018-9286
Li, Xiaoyue and Mao, Xuerong and Yang, Hongfu (2021) Strong convergence and asymptotic stability of explicit numerical schemes for nonlinear stochastic differential equations. Mathematics of Computation, 90 (332). pp. 2827-2872. ISSN 0025-5718
Wu, Aiqing and You, Surong and Mao, Wei and Mao, Xuerong and Hu, Liangjian (2021) On exponential stability of hybrid neutral stochastic differential delay equations with different structures. Nonlinear Analysis: Hybrid Systems, 39. 100971. ISSN 1751-570X
Coffie, Emmanuel and Mao, Xuerong (2021) Truncated EM numerical method for generalised Ait-Sahalia-type interest rate model with delay. Journal of Computational and Applied Mathematics, 383. 113137. ISSN 0377-0427
Dong, Ran and Mao, Xuerong (2020) Asymptotic stabilization of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations. Mathematical Control and Related Files, 10 (4). pp. 715-734. ISSN 2156-8499
Li, Xiaoyue and Mao, Xuerong and Mukama, Denis S. and Yuan, Chenggui (2020) Delay feedback control for switching diffusion systems based on discrete-time observations. SIAM Journal on Control and Optimization, 58 (5). 2900–2926. ISSN 0363-0129
Mao, Wei and Hu, Liangjian and Mao, Xuerong (2020) Razumikhin-type theorems on polynomial stability of hybrid stochastic systems with pantograph delay. Discrete and Continuous Dynamical Systems - Series B, 25 (8). pp. 3217-3232. ISSN 1531-3492
Fei, Chen and Fei, Weiyin and Mao, Xuerong and Xia, Dengfeng and Yan, Litan (2020) Stabilisation of highly nonlinear hybrid systems by feedback control based on discrete-time state observations. IEEE Transactions on Automatic Control, 65 (7). 2899 - 2912. ISSN 0018-9286
Liu, Wei and Mao, Xuerong and Tang, Jingwen and Wu, Yue (2020) Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations. Applied Numerical Mathematics, 153. pp. 66-81. ISSN 0168-9274
Fei, Weiyin and Hu, Liangjian and Mao, Xuerong and Xia, Dengfeng (2020) Advances in the truncated Euler-Maruyama method for stochastic differential delay equations. Communications on Pure and Applied Analysis, 19 (4). pp. 2081-2100. ISSN 1534-0392
Dong, Ran and Mao, Xuerong and Birrell, Stewart A (2020) Exponential stabilisation of continuous-time periodic stochastic systems by feedback control based on periodic discrete-time observations. IET Control Theory and Applications, 14 (6). pp. 909-919. ISSN 1751-8644
Shen, Mingxuan and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2020) Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations. Systems and Control Letters, 137. 104645. ISSN 0167-6911
Hu, Junhao and Liu, Wei and Deng, Feiqi and Mao, Xuerong (2020) Advances in stabilisation of hybrid stochastic differential equations by delay feedback control. SIAM Journal on Control and Optimization, 58 (2). 735–754. ISSN 0363-0129
Yang, Hao and Wu, Fuke and Kloeden, Peter E. and Mao, Xuerong (2020) The truncated Euler-Maruyama method for stochastic differential equations with Hölder diffusion coefficients. Journal of Computational and Applied Mathematics, 366. 112379. ISSN 0377-0427
Li, Xiaoyue and Mao, Xuerong (2020) Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control. Automatica, 112. 108657. ISSN 0005-1098
Wang, Ya and Wu, Fuke and Mao, Xuerong and Zhu, Enwen (2020) Advances in the LaSalle-type theorems for stochastic functional differential equations with infinite delay. Discrete and Continuous Dynamical Systems - Series B, 25 (1). pp. 287-300. ISSN 1531-3492
Shen, Mingxuan and Fei, Weiyin and Mao, Xuerong and Deng, Shounian (2020) Exponential stability of highly nonlinear neutral pantograph stochastic differential equations. Asian Journal of Control, 22 (1). pp. 436-448. ISSN 1561-8625
Mao, Wei and Hu, Liangjian and Mao, Xuerong (2020) The asymptotic stability of hybrid stochastic systems with pantograph delay and non-Gaussian Lévy noise. Journal of the Franklin Institute, 357 (2). pp. 1174-1198. ISSN 0016-0032
Mei, Chunhui and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2020) Stabilisation of highly non-linear continuous-time hybrid stochastic differential delay equations by discrete-time feedback control. IET Control Theory and Applications, 14 (2). pp. 313-323. ISSN 1751-8644
Cai, Yongmei and Cai, Siyang and Mao, Xuerong (2019) Stochastic delay foraging arena predator-prey system with Markov switching. Stochastic Analysis and Applications. ISSN 0736-2994
Liu, Lie and Mao, Xuerong and Cao, Jinde (2019) Razumikhin-type theorem for stochastic functional differential systems via vector Lyapunov function. Journal of Mathematical Analysis and Applications, 479 (2). pp. 1986-2006. ISSN 0022-247X
Deng, Shounian and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2019) Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation. Physica A: Statistical Mechanics and its Applications, 533. 122057. ISSN 0378-4371
Deng, Shounian and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2019) Stability equivalence between the stochastic dierential delay equations driven by G-Brownian motion and the Euler-Maruyama method. Applied Mathematics Letters, 96. pp. 138-146. ISSN 0893-9659
Wang, Ya and Wu, Fuke and Mao, Xuerong (2019) Stability in distribution of stochastic functional differential equations. Systems and Control Letters, 132. pp. 1-10. 104513. ISSN 0167-6911
Mao, Wei and Hu, Liangjian and You, Surong and Mao, Xuerong (2019) The averaging method for multivalued SDEs with jumps and non-Lipschitz coefficients. Discrete and Continuous Dynamical Systems - Series B, 24 (9). pp. 4937-4954. ISSN 1531-3492
Cai, Siyang and Cai, Yongmei and Mao, Xuerong (2019) A stochastic differential equation SIS epidemic model with two correlated Brownian motions. Nonlinear Dynamics, 97 (4). pp. 2175-2187. ISSN 0924-090X
Lu, Zhenyu and Hu, Junhao and Mao, Xuerong (2019) Stabilisation by delay feedback control for highly nonlinear hybrid stochastic differential equations. Discrete and Continuous Dynamical Systems - Series B, 24 (8). pp. 4099-4116. ISSN 1531-3492
Shen, Mingxuan and Fei, Chen and Fei, Weiyin and Mao, Xuerong (2019) Boundedness and stability of highly nonlinear neutral stochastic systems with multiple delays. Science in China Series F - Information Sciences, 62. 202205. ISSN 1009-2757
Mao, Wei and Hu, Liangjian and Mao, Xuerong (2019) Almost sure stability with general decay rate of neutral stochastic pantograph equations with Markovian switching. Electronic Journal of Qualitative Theory of Differential Equations, 52. pp. 1-17. ISSN 1417-3875
Song, Gongfei and Mao, Xuerong and Li, Tao (2019) Robust quantised control of hybrid stochastic systems based on discrete-time state and mode observations. International Journal of Control, 92 (8). pp. 1836-1845. ISSN 0020-7179
Deng, Shounian and Fei, Weiyin and Liu, Wei and Mao, Xuerong (2019) The truncated EM method for stochastic differential equations with Poisson jumps. Journal of Computational and Applied Mathematics, 355. pp. 232-257. ISSN 0377-0427
Cai, Siyang and Cai, Yongmei and Mao, Xuerong (2019) A stochastic differential equation SIS epidemic model with two independent Brownian motions. Journal of Mathematical Analysis and Applications, 474 (2). pp. 1536-1550. ISSN 0022-247X
Cai, Yongmei and Cai, Siyang and Mao, Xuerong (2019) Analysis of a stochastic predator-prey system with foraging arena scheme. Stochastics: An International Journal of Probability and Stochastic Processes. ISSN 1744-2508
Mao, Wei and Hu, Liangjian and Mao, Xuerong (2019) Asymptotic boundedness and stability of solutions to hybrid stochastic differential equations with jumps and the Euler-Maruyama approximation. Discrete and Continuous Dynamical Systems - Series B, 24 (2). pp. 587-613. ISSN 1531-3492
Fei, Chen and Shen, Mingxuan and Fei, Weiyin and Mao, Xuerong and Yan, Litan (2019) Stability of highly nonlinear hybrid stochastic integro-differential delay equations. Nonlinear Analysis: Hybrid Systems, 31. pp. 180-199. ISSN 1751-570X
Deng, Shounian and Fei, Weiyin and Liang, Yong and Mao, Xuerong (2019) Convergence of the split-step θ-method for stochastic age-dependent population equations with Markovian switching and variable delay. Applied Numerical Mathematics, 139. pp. 15-37. ISSN 0168-9274
Li, Mengling and Deng, Feiqi and Mao, Xuerong (2019) Basic theory and stability analysis for neutral stochastic functional differential equations with pure jumps. Science in China Series F - Information Sciences, 62. 12204. ISSN 1009-2757
Cai, Yongmei and Mao, Xuerong (2018) Stochastic prey-predator system with foraging arena scheme. Applied Mathematical Modelling, 64. pp. 357-371. ISSN 0307-904X
Fei, Chen and Fei, Weiyin and Mao, Xuerong and Shen, Mingxuan and Yan, Litan (2018) Stability analysis of highly nonlinear hybrid multiple-delay stochastic differential equations. Journal of Applied Analysis and Computation. pp. 1-18. ISSN 2158-5644 (In Press)
Fei, Weiyin and Hu, Liangjian and Mao, Xuerong and Shen, Mingxuan (2018) Generalised criteria on delay dependent stability of highly nonlinear hybrid stochastic systems. International Journal of Robust and Nonlinear Control. pp. 1-18. ISSN 1049-8923
Guo, Qian and Liu, Wei and Mao, Xuerong (2018) A note on the partially truncated Euler–Maruyama method. Applied Numerical Mathematics, 130. pp. 157-170. ISSN 0168-9274
Guo, Qian and Liu, Wei and Mao, Xuerong and Yue, Rong-xian (2018) The truncated Milstein method for stochastic differential equations with commutative noise. Journal of Computational and Applied Mathematics, 338. pp. 298-310. ISSN 0377-0427
Hu, Liangjian and Li, Xiaoyue and Mao, Xuerong (2018) Convergence rate and stability of the truncated Euler-Maruyama method for stochastic differential equations. Journal of Computational and Applied Mathematics, 337. pp. 274-289. ISSN 0377-0427
Fei, Weiyin and Hu, Liangjian and Mao, Xuerong and Shen, Mingxuan (2018) Structured robust stability and boundedness of nonlinear hybrid delay systems. SIAM Journal on Control and Optimization, 56 (4). pp. 2662-2689. ISSN 0363-0129
Song, Gongfei and Lu, Zhenyu and Zheng, Bo-Chao and Mao, Xuerong (2018) Almost sure stabilization of hybrid systems by feedback control based on discrete-time observations of mode and state. Science in China Series F - Information Sciences. ISSN 1009-2757
Mo, Haoyi and Li, Mengling and Deng, Feiqi and Mao, Xuerong (2018) Exponential stability of the Euler-Maruyama method for neutral stochastic functional differential equations with jumps. Science in China Series F - Information Sciences, 61 (7). 70214. ISSN 1009-2757
Li, Xiaoyue and Mao, Xuerong and Yin, George (2018) Explicit numerical approximations for stochastic differential equations in finite and infinite horizons : truncation methods, convergence in pth moment, and stability. IMA Journal of Numerical Analysis, 39 (2). pp. 847-892. ISSN 0272-4979
Li, Yuyuan and Lu, Jianqiu and Kou, Chunhai and Mao, Xuerong and Pan, Jiafeng (2018) Robust discrete-state-feedback stabilization of hybrid stochastic systems with time-varying delay based on Razumikhin technique. Statistics and Probability Letters. ISSN 0167-7152
Shen, Mingxuan and Fei, Weiyin and Mao, Xuerong and Liang, Yong (2018) Stability of highly nonlinear neutral stochastic differential delay equations. Systems and Control Letters. pp. 1-7. ISSN 0167-6911
Song, Minghui and Mao, Xuerong (2018) Almost sure exponential stability of hybrid stochastic functional differential equations. Journal of Mathematical Analysis and Applications, 458 (2). pp. 1390-1408. ISSN 0022-247X
Mao, Wei and Hu, Liangjian and Mao, Xuerong (2018) Approximate solutions for a class of doubly perturbed stochastic differential equations. Advances in Difference Equations, 2018 (1). ISSN 1687-1847
Wu, Xiaotai and Tang, Yang and Cao, Jinde and Mao, Xuerong (2017) Stability analysis for continuous-time switched systems with stochastic switching signals. IEEE Transactions on Automatic Control. ISSN 0018-9286
Mao, Wei and Hu, Liangjian and You, Surong and Mao, Xuerong (2017) Successive approximation of solutions to doubly perturbed stochastic differential equations with jumps. Electronic Journal of Qualitative Theory of Differential Equations, 86. pp. 1-19.
Li, Yuyuan and Lu, Jianqiu and Kou, Chunhai and Mao, Xuerong and Pan, Jiafeng (2017) Robust stabilization of hybrid uncertain stochastic systems by discrete-time feedback control. Optimal Control Applications and Methods, 38 (5). pp. 847-859. ISSN 0143-2087
Guo, Qian and Mao, Xuerong and Yue, Rongxian (2017) The truncated Euler-Maruyama method for stochastic differential delay equations. Numerical Algorithms. ISSN 1017-1398
Dong, Ran and Mao, Xuerong (2017) On pth moment stabilization of hybrid systems by discrete-time feedback control. Stochastic Analysis and Applications. ISSN 0736-2994
Fei, Weiyin and Hu, Liangjian and Mao, Xuerong and Shen, Mingxuan (2017) Delay dependent stability of highly nonlinear hybrid stochastic systems. Automatica, 82. pp. 165-170. ISSN 0005-1098
Guo, Qian and Liu, Wei and Mao, Xuerong and Zhan, Weijun (2017) Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations. International Journal of Computer Mathematics. ISSN 0020-7160
Guo, Qian and Liu, Wei and Mao, Xuerong and Yue, Rongxian (2017) The partially truncated Euler-Maruyama method and its stability and boundedness. Applied Numerical Mathematics, 115. pp. 235-251. ISSN 0168-9274
Lu, Jianqiu and Li, Yuyuan and Mao, Xuerong and Qiu, Qinwei (2017) Stabilization of hybrid systems by feedback control based on discrete-time state and mode observations. Asian Journal of Control. pp. 1-10. ISSN 1561-8625
Mao, Wei and Hu, Liangjian and Mao, Xuerong (2017) Neutral stochastic functional differential equations with Levy jumps under the local Lipschitz condition. Advances in Difference Equations, 57. pp. 1-24. ISSN 1687-1847
Feng, Lichao and Li, Shoumei and Mao, Xuerong (2016) Asymptotic stability and boundedness of stochastic functional differential equations with Markovian switching. Journal of the Franklin Institute, 353 (18). pp. 4924-4949. ISSN 0016-0032
Su, Huan and Mao, Xuerong and Li, Wenxue (2016) Hopf bifurcation control for a class of delay differential systems with discrete-time delayed feedback controller. Chaos: An Interdisciplinary Journal of Nonlinear Science, 26 (11). pp. 1-20. ISSN 1054-1500
Greenhalgh, D. and Liang, Y. and Mao, X. (2016) Modelling the effect of telegraph noise in the SIRS epidemic model using Markovian switching. Physica A: Statistical Mechanics and its Applications, 462. pp. 684-704. ISSN 0378-4371
Song, Gongfei and Zheng, Bo-Chao and Luo, Qi and Mao, Xuerong (2016) Stabilisation of hybrid stochastic differential equations by feedback control based on discrete-time observations of state and mode. Control Theory and Applications. ISSN 1751-8644
Zhao, Yanan and Lin, Yuguo and Jiang, Daqing and Mao, Xuerong and Li, Yong (2016) Stationary distribution of stochastic SIRS epidemic model with standard incidence. Discrete and Continuous Dynamical Systems - Series B, 21 (7). pp. 2363-2378. ISSN 1531-3492
Qiu, Qinwei and Liu, Wei and Hu, Liangjian and Mao, Xuerong and You, Surong (2016) 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. pp. 16-26. ISSN 0167-7152
Mao, Wei and You, Surong and Mao, Xuerong (2016) On the asymptotic stability and numerical analysis of solutions to nonlinear stochastic differential equations with jumps. Journal of Computational and Applied Mathematics. ISSN 0377-0427
Guo, Qian and Mao, Xuerong and Yue, Rongxian (2016) Almost sure exponential stability of stochastic differential delay equations. SIAM Journal on Control and Optimization, 54 (4). pp. 1919-1933. ISSN 0363-0129
Liu, Wei and Mao, Xuerong (2016) Almost sure stability of the Euler-Maruyama method with random variable stepsize for stochastic differential equations. Numerical Algorithms. pp. 1-20. ISSN 1017-1398
Mao, Xuerong (2016) Almost sure exponential stabilization by discrete-time stochastic feedback control. IEEE Transactions on Automatic Control, 61 (6). pp. 1619-1624. ISSN 0018-9286
Mao, Xuerong (2016) Convergence rates of the truncated Euler-Maruyama method for stochastic differential equations. Journal of Computational and Applied Mathematics, 296. pp. 362-375. ISSN 0377-0427
Mao, Wei and Mao, Xuerong (2016) An averaging principle for neutral stochastic functional differential equations driven by Poisson random measure. Advances in Difference Equations, 2016 (1). 77. ISSN 1687-1847
Liang, Yanfeng and Greenhalgh, David and Mao, Xuerong (2016) A stochastic differential equation model for the spread of HIV amongst people who inject drugs. Computational and Mathematical Methods in Medicine, 2016. 6757928. ISSN 1748-6718
Greenhalgh, D. and Liang, Y. and Mao, X. (2016) SDE SIS epidemic model with demographic stochasticity and varying population size. Applied Mathematics and Computation, 276. pp. 218-238. ISSN 0096-3003
Feng, Ling and Huang, Zhigang and Mao, Xuerong (2016) Mean percentage of returns for stock market linked savings accounts. Applied Mathematics and Computation, 273. pp. 1130-1147. ISSN 0096-3003
Mao, Xuerong (2015) The truncated Euler–Maruyama method for stochastic differential equations. Journal of Computational and Applied Mathematics, 290. 370–384. ISSN 0377-0427
Mao, Wei and Hu, Liangjian and Mao, Xuerong (2015) The existence and asymptotic estimations of solutions to stochastic pantograph equations with diffusion and Lévy jumps. Applied Mathematics and Computation, 268. pp. 883-896. ISSN 0096-3003
Greenhalgh, David and Liang, Yanfeng and Mao, Xuerong (2015) Demographic stochasticity in the SDE SIS epidemic model. Discrete and Continuous Dynamical Systems - Series B, 20 (9). pp. 2859-2884. ISSN 1531-3492
Zhang, Liguo and Mao, Xuerong (2015) Vehicle density estimation of freeway traffic with unknown boundary demand-supply : an IMM approach. IET Control Theory and Applications, 9 (13). pp. 1989-1995. ISSN 1751-8644
You, Surong and Mao, Wei and Mao, Xuerong and Hu, Liangjian (2015) Analysis on exponential stability of hybrid pantograph stochastic differential equations with highly nonlinear coefficients. Applied Mathematics and Computation, 263. 73–83. ISSN 0096-3003
You, Surong and Hu, Liangjian and Mao, Wei and Mao, Xuerong (2015) Robustly exponential stabilization of hybrid uncertain systems by feedback controls based on discrete-time observations. Statistics and Probability Letters, 102. pp. 8-16.
Gray, Alison and Pan, Jiafeng and Greenhalgh, David and Mao, Xuerong (2015) Parameter estimation for the stochastic SIS epidemic model. In: 26th Numerical Analysis Conference, 2015-06-23 - 2015-06-26, University of Strathclyde. (Unpublished)
Mao, Wei and Zhu, Quanxin and Mao, Xuerong (2015) Existence, uniqueness and almost surely asymptotic estimations of the solutions to neutral stochastic functional differential equations driven by pure jumps. Applied Mathematics and Computation, 254. pp. 252-265. ISSN 0096-3003
Liu, Wei and Mao, Xuerong (2015) Numerical stationary distribution and its convergence for nonlinear stochastic differential equations. Journal of Computational and Applied Mathematics, 276. pp. 16-29. ISSN 0377-0427
Mao, Wei and You, Surong and Wu, Xiaoqian and Mao, Xuerong (2015) On the averaging principle for stochastic delay differential equations with jumps. Advances in Difference Equations, 2015. 70. ISSN 1687-1847
Mao, Xuerong (2015) Almost sure exponential stability in the numerical simulation of stochastic differential equations. SIAM Journal on Numerical Analysis, 53 (1). pp. 370-389. ISSN 0036-1429
You, Surong and Liu, Wei and Lu, Jianqiu and Mao, Xuerong and Qiu, Qinwei (2015) Stabilization of hybrid systems by feedback control based on discrete-time state observations. SIAM Journal on Control and Optimization. (In Press)
Zhao, Yanan and Jiang, Daqing and Mao, Xuerong and Gray, Alison (2015) The threshold of a stochastic SIRS epidemic model in a population with varying size. Discrete and Continuous Dynamical Systems - Series B, 20 (4). pp. 1277-1295. ISSN 1531-3492
Mao, Xuerong and Liu, Wei and Hu, Liangjian and Luo, Qi and Lu, Jianqiu (2014) Stabilization of hybrid stochastic differential equations by feedback control based on discrete-time state observations. Systems and Control Letters, 73. pp. 88-95. ISSN 0167-6911
Liu, Wei and Foondun, Mohammud and Mao, Xuerong (2014) Mean square polynomial stability of numerical solutions to a class of stochastic differential equations. Statistics and Probability Letters, 92. pp. 173-182. ISSN 0167-7152
Pan, Jiafeng and Gray, Alison and Greenhalgh, David and Mao, Xuerong (2014) Parameter estimation for the stochastic SIS epidemic model. Statistical Inference for Stochastic Processes, 17 (1). pp. 75-98. ISSN 1387-0874
Mao, Wei and Mao, Xuerong (2014) On the approximations of solutions to neutral SDEs with Markovian switching and jumps under non-Lipschitz conditions. Applied Mathematics and Computation, 230. pp. 104-119. ISSN 0096-3003
Yang, Qingshan and Mao, Xuerong (2014) Stochastic dynamical behavior of SIRS epidemic models with random perturbation. Mathematical Biosciences and Engineering, 11 (4). pp. 1003-1025. ISSN 1551-0018
Xiong, Junlin and Lam, James and Shu, Zhan and Mao, Xuerong (2014) Stability analysis of continuous-time switched systems with a random switching signal. IEEE Transactions on Automatic Control, 59 (1). pp. 180-186. ISSN 0018-9286
Mao, Xuerong and Song, Qingshuo and Yang, Dichuan (2014) A note on exponential almost sure stability of stochastic differential equation. Bulletin of the Korean Mathematical Society, 51 (1). pp. 221-227. ISSN 2234-3016
Mao, Xuerong (2013) Stabilization of continuous-time hybrid stochastic differential equations by discrete-time feedback control. Automatica, 49 (12). pp. 3677-3681. ISSN 0005-1098
Liu, Wei and Mao, Xuerong (2013) Asymptotic moment boundedness of the numerical solutions of stochastic differential equations. Journal of Computational and Applied Mathematics, 251. pp. 22-32. ISSN 0377-0427
Liu, Wei and Mao, Xuerong (2013) Strong convergence of the stopped Euler–Maruyama method for nonlinear stochastic differential equations. Applied Mathematics and Computation, 223. pp. 389-400. ISSN 0096-3003
Hu, Liangjian and Mao, Xuerong and Zhang, Liguo (2013) Robust stability and boundedness of nonlinear hybrid stochastic differential delay equations. IEEE Transactions on Automatic Control, 58 (9). p. 2319. ISSN 0018-9286
Song, Minghui and Hu, Liangjian and Mao, Xuerong and Zhang, Liguo (2013) Khasminskii-type theorems for stochastic functional differential equations. Discrete and Continuous Dynamical Systems - Series B, 18 (6). pp. 1697-1714. ISSN 1531-3492
Yang, Qingshan and Mao, Xuerong (2013) Extinction and recurrence of multi-group SEIR epidemic. Nonlinear Analysis: Real World Applications, 14 (3). pp. 1434-1456. ISSN 1468-1218
Lu, Y. and Zhang, L and Mao, Xuerong (2013) Distributed information consensus filters for simultaneous input and state estimation. Circuits, Systems, and Signal Processing, 32 (2). pp. 877-888. ISSN 1531-5878
Higham, Desmond and Mao, Xuerong and Roj, Mikolaj and Song, Qingshuo and Yin, George (2013) Mean exit times and the multilevel Monte Carlo method. SIAM/ASA Journal on Uncertainty Quantification (JUQ), 1 (1). pp. 2-18.
Mao, Xuerong and Szpruch, Lukasz (2013) 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). pp. 144-171. ISSN 1744-2508
Wu, Fuke and Mao, Xuerong and Kloeden, Peter E. (2013) Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations. Discrete and Continuous Dynamical Systems - Series A, 33 (2). pp. 885-903. ISSN 1078-0947
Hu, Liangjian and Mao, Xuerong and Shen, Yi (2013) Stability and boundedness of nonlinear hybrid stochastic differential delay equations. Systems and Control Letters, 62 (2). pp. 178-187. ISSN 0167-6911
Mao, Xuerong and Szpruch, Lukasz (2013) 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. pp. 14-28. ISSN 0377-0427
Mao, Wei and Mao, Xuerong (2013) Approximate solutions of hybrid stochastic pantograph equations with Levy jumps. Abstract and Applied Analysis, 2013. 718627.
Mao, Xuerong and Sabanis, Sotirios (2013) Delay geometric Brownian motion in financial option valuation. Stochastics: An International Journal of Probability and Stochastic Processes, 85 (2). pp. 295-320. ISSN 1744-2508
Hu, Junhao and Mao, Xuerong and Yuan, Chenggui (2013) Razumikhin-type theorems on exponential stability of SDDEs containing singularly perturbed random processes. Abstract and Applied Analysis, 2013. 854743.
Gray, Alison and Greenhalgh, David and Mao, Xuerong and Pan, Jiafeng (2012) The SIS epidemic model with Markovian switching. Journal of Mathematical Analysis and Applications, 394 (2). pp. 496-516. ISSN 0022-247X
Baduraliya, Chaminda and Mao, Xuerong (2012) The Euler-Maruyama approximation for the asset price in the mean-reverting-theta stochastic volatility model. Computers and Mathematics with Applications, 64 (7). pp. 2209-2223. ISSN 0898-1221
Deng, Feiqi and Luo, Qi and Mao, Xuerong (2012) Stochastic stabilization of hybrid differential equations. Automatica, 48 (9). pp. 2321-2328. ISSN 0005-1098
Li, Xiaoyue and Mao, Xuerong (2012) A note on almost sure asymptotic stability of neutral stochastic delay differential equations with Markovian switching ☆. Automatica, 48 (9). pp. 2329-2334. ISSN 0005-1098
Greenhalgh, David and Gray, Alison and Mao, Xuerong and Pan, Jiafeng (2012) Limiting behaviour of an SIS epidemic model with environmental stochasticity. In: 13th WSEAS International Conference on Mathematics and Computers in Biology and Chemistry, 2012-06-13 - 2012-09-15. (Unpublished)
Nguyen, Dung Tien and Mao, Xuerong and Yin, G. and Yuan, Chenggui (2012) 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, 52 (4). pp. 372-390.
Bao, J. H. and Mao, X. R. and Yuan, C. G. (2012) Lyapunov exponents of hybrid stochastic heat equations. Systems and Control Letters, 61 (1). pp. 165-172. ISSN 0167-6911
Pan, Jiafeng and Gray, Alison and Greenhalgh, David and Mao, Xuerong (2012) Estimation of parameters for the SDE SIS epidemic model. In: Workshop on Stochastic Modelling in Ecosystems, 2012-06-11 - 2012-06-12. (Unpublished)
Li, Chanying and Chen, Michael Z.Q. and Lam, J. and Mao, Xuerong (2012) On exponentially almost sure stability of random jump systems. IEEE Transactions on Automatic Control, 57 (12). pp. 3064-3077. ISSN 0018-9286
Gray, Alison and Greenhalgh, David and Mao, Xuerong and Pan, Jiafeng (2012) SDE SIS epidemic models. In: Workshop on Stochastic Modelling in Ecosystems, 2012-06-11 - 2012-06-12. (Unpublished)
Li, Xiaoyue and Mao, Xuerong (2012) The improved LaSalle-type theorems for stochastic differential delay equations. Stochastic Analysis and Applications, 30 (4). pp. 568-589. ISSN 0736-2994
Bao, Jianhai and Mao, Xuerong and Yin, Geroge and Yuan, Chenggui (2011) Competitive Lotka–Volterra population dynamics with jumps. Nonlinear Analysis: Theory, Methods and Applications, 74 (17). pp. 6601-6616. ISSN 0362-546X
Bao, Jianhai and Bottcher, Bjorn and Mao, Xuerong and Yuan, Chenggui (2011) Convergence rate of numerical solutions to SFDEs with jumps. Journal of Computational and Applied Mathematics, 236 (2). pp. 119-131. ISSN 0377-0427
Szpruch, Lukasz and Mao, Xuerong and Higham, Desmond J. and Pan, Jiazhu (2011) Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate model. BIT Numerical Mathematics, 51. pp. 405-425. ISSN 0006-3835
Mao, Xuerong (2011) Stationary distribution of stochastic population systems. Systems and Control Letters, 60 (6). pp. 398-405. ISSN 0167-6911
Vass, J. Keith and Higham, D.J. and Mudaliar, Manikhandan A V and Mao, Xuerong and Crowther, D.J. (2011) Discretization provides a conceptually simple tool to build expression networks. PLoS One, 6 (4). e18634. ISSN 1932-6203
Li, Xiaoyue and Gray, Alison and Jiang, Daqing and Mao, Xuerong (2011) Sufficient and necessary conditions of stochastic permanence and extinction for stochastic logistic populations under regime switching. Journal of Mathematical Analysis and Applications, 376 (1). pp. 11-28. ISSN 0022-247X
Higham, Desmond J. and Intep, Somkid and Mao, Xuerong and Szpruch, Lukasz (2011) Hybrid simulation of autoregulation within transcription and translation. BIT Numerical Mathematics, 51 (1). pp. 177-196. ISSN 0006-3835
Mao, Xuerong (2011) Numerical solutions of stochastic differential delay equations under the generalized Khasminskii-type conditions. Applied Mathematics and Computation, 217 (12). pp. 5512-5524. ISSN 0096-3003
Huang, Lirong and Mao, Xuerong (2011) Stability of singular stochastic systems with Markovian switching. IEEE Transactions on Automatic Control, 56 (2). pp. 424-429. ISSN 0018-9286
Mao, Xuerong and Shen, Yi and Gray, Alison (2011) Almost sure exponential stability of backward Euler–Maruyama discretizations for hybrid stochastic differential equations. Journal of Computational and Applied Mathematics, 235 (5). pp. 1213-1226. ISSN 0377-0427
Wu, Fuke and Mao, Xuerong and Kloeden, Peter E. (2011) Almost sure exponential stability of the Euler–Maruyama approximations for stochastic functional differential equations. Random Operator and Stochastic Equations, 19 (2). pp. 105-216. ISSN 0926-6364
Luo, Qi and Mao, Xuerong and Shen, Yi (2011) Generalised theory on asymptotic stability and boundedness of stochastic functional differential equations. Automatica, 47. pp. 2075-2081. ISSN 0005-1098
Wu, Fuke and Hu, Shigeng and Mao, Xuerong (2011) Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay. Acta Mathematica Scientia, 31B (4). pp. 1245-1258.
Gray, Alison and Greenhalgh, David and Hu, L. and Mao, Xuerong and Pan, Jiafeng (2011) A stochastic differential equation SIS epidemic model. SIAM Journal on Applied Mathematics, 71 (3). pp. 876-902. ISSN 1095-712X
Wu, Fuke and Mao, Xuerong and Szpruch, Lukasz (2010) Almost sure exponential stability of numerical solutions for stochastic delay differential equations. Numerische Mathematik, 115 (4). pp. 681-697.
Huang, Lirong and Mao, Xuerong (2010) On almost sure stability of hybrid stochastic systems with mode-dependent interval delays. IEEE Transactions on Automatic Control, 55 (8). pp. 1946-1952. ISSN 0018-9286
Li, Xiaoyue and Mao, Xuerong and Shen, Yi (2010) Approximate solutions of stochastic differential delay equations with Markovian switching. Journal of Difference Equations and Applications, 16 (2-3). pp. 195-207. ISSN 1023-6198
Huang, Lirong and Mao, Xuerong (2010) SMC design for robust H∞ control of uncertain stochastic delay systems. Automatica, 46 (2). pp. 405-412. ISSN 0005-1098
Yin, G. and Mao, Xuerong and Yuan, Chenggui and Cao, Dingzhou (2010) Approximation methods for hybrid diffusion systems with state-dependent switching processes : numerical algorithms and existence and uniqueness of solutions. SIAM Journal on Mathematical Analysis, 41 (6). pp. 2335-2352. ISSN 0036-1410
Appleby, John A.D. and Mao, Xuerong and Wu, H. (2010) On the almost sure running maxima of solutions of affine stochastic functional differential equations. SIAM Journal on Mathematical Analysis, 42 (2). pp. 646-678. ISSN 0036-1410
Appleby, John A.D. and Kelly, C. and Mao, Xuerong and Rodkina, A. (2010) On the local dynamics of polynomial difference equations with fading stochastic perturbations. Dynamics of Continuous Discrete and Impulsive Systems Series A: Mathematical Analysis, 17. pp. 401-430. ISSN 1201-3390
Huang, Lirong and Mao, Xuerong and Deng, Feiqi (2009) Delay-dependent robust stability of stochastic delay systems with Markovian switching. Journal of Control Theory and Applications, 7 (4). pp. 367-372. ISSN 1672-6340
Giles, Michael B. and Higham, Desmond J. and Mao, Xuerong (2009) Analysing multi-level Monte Carlo for options with non-globally Lipschitz payoff. Finance and Stochastics, 13 (3). pp. 403-413. ISSN 0949-2984
Dalal, Nirav and Greenhalgh, David and Mao, Xuerong, University of Strathclyde (Funder) (2009) Mathematical modelling of internal HIV dynamics. Discrete and Continuous Dynamical Systems - Series B, 12 (2). pp. 305-321. ISSN 1531-3492
Hu, Guangda and Liu, Mingzhu and Mao, Xuerong and Song, Minghui, National Natural Science Foundation of China (Funder), University of Science and Technology, Beijing (Funder), Harbin Institute of Technology (Funder) (2009) Noise expresses exponential growth under regime switching. Systems and Control Letters, 58 (9). pp. 691-699. ISSN 0167-6911
Mao, X. and Hu, G. and Liu, M. and Song, M., National Natural Science Foundation of China (Funder), London Mathematical Society (Funder), Royal Society of Edinburgh (Funder), Harbin Institute of Technology (Funder), University of Science and Technology Beijing (Funder) (2009) Noise suppresses exponential growth under regime switching. Journal of Mathematical Analysis and Applications, 355 (2). pp. 783-795. ISSN 0022-247X
Luo, Q. and Mao, Xuerong, National Natural Science Foundation of China (Funder), EPSRC (UK) (Funder), London Mathematical Society (Funder), Edinburgh Mathematical Society (Funder) (2009) Stochastic population dynamics under regime switching II. Journal of Mathematical Analysis and Applications, 355 (2). pp. 577-593. ISSN 0022-247X
Huang, L.R. and Mao, X.R. (2009) Delay-dependent exponential stability of neutral stochastic delay systems (vol 54, pg 147, 2009). IEEE Transactions on Automatic Control, 54 (7). p. 1733. ISSN 0018-9286
Mao, X. and Appleby, J. and Lynch, T. and Wu, H. (2009) The size of the largest fluctuations in a market model with Markovian switching. Communications in Applied Analysis, 13 (2). pp. 135-166. ISSN 1083-2564
Huang, L. and Mao, X. (2009) Delay-dependent exponential stability of neutral stochastic delay systems. IEEE Transactions on Automatic Control, 54 (1). pp. 147-152. ISSN 0018-9286
Mao, X. and Yin, J. and Wu, F. (2009) Generalized stochastic delay Lotka-Volterra systems. Stochastic Models, 25 (3). pp. 436-454. ISSN 1532-6349
Appleby, John A. D. and Mao, Xuerong and Riedle, Markus (2009) Geometric Brownian motion with delay : mean square characterisation. Proceedings of the American Mathematical Society, 137 (1). pp. 339-348. ISSN 0002-9939
Huang, Lirong and Mao, Xuerong (2009) On input-to-state stability of stochastic retarded systems with Markovian switching. IEEE Transactions on Automatic Control, 54 (8). pp. 1898-1902. ISSN 0018-9286
Li, Xiaoyue and Jiang, Daqing and Mao, Xuerong, National Natural Science Foundation of China (Funder), Royal Society of Edinburgh (Funder) (2009) Population dynamical behavior of Lotka-Volterra system under regime switching. Journal of Computational and Applied Mathematics, 232 (2). pp. 427-448. ISSN 0377-0427
Li, X. and Mao, X., National Natural Science Foundation of China (Funder), Key Project of Chinese Ministry of Education (Funder), Key Laboratory for Applied Statistics of MOE (KLAS) (Funder) (2009) Population dynamical behavior of non-autonomous Lotka-Volterra competitive system with random perturbation. Discrete and Continuous Dynamical Systems - Series A, 24 (2). pp. 523-593. ISSN 1078-0947
Intep, Somkid and Higham, Desmond J. and Mao, X. (2009) Switching and diffusion models for gene regulation networks. Multiscale Modeling and Simulation: A SIAM Interdisciplinary Journal, 8 (1). pp. 30-45. ISSN 1540-3459
Wu, Fuke and Mao, Xuerong and Chen, Kan, Chinese Scholarship Council (Funder) (2008) A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations. Journal of Mathematical Analysis and Applications, 348 (1). pp. 540-554. ISSN 0022-247X
Yin, Juliang and Mao, Xuerong, NSF of Guangdong Province (Funder) (2008) The adapted solution and comparison theorem for backward stochastic differential equations with Poisson jumps and applications. Journal of Mathematical Analysis and Applications, 346 (2). pp. 345-358. ISSN 0022-247X
Mao, Xuerong and Shen, Yi and Yuan, Chenggui, EPSRC (U.K.) (Funder), National Natural Science Foundation of China (Funder) (2008) Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Stochastic Processes and their Applications, 118 (8). pp. 1385-1406. ISSN 0304-4149
Mao, Xuerong and Lam, James and Huang, Lirong, RGC HKU 7029/05P. (Funder) (2008) Stabilisation of hybrid stochastic differential equations by delay feedback control. Systems and Control Letters, 57 (11). pp. 927-935. ISSN 0167-6911
Wu, Fuke and Mao, Xuerong and Yin, Juliang (2008) Uncertainty and economic growth in a stochastic R&D model. Economic Modelling, 25 (6). pp. 1306-1317. ISSN 0264-9993
Dalal, N. and Greenhalgh, D. and Mao, X. (2008) A stochastic model for internal HIV dynamics. Journal of Mathematical Analysis and Applications, 341 (2). pp. 1084-1101. ISSN 0022-247X
Wu, Fuke and Mao, Xuerong, Chinese Scholarship Council (Funder) (2008) Numerical solutions of neutral stochastic functional differential equations. SIAM Journal on Numerical Analysis, 46 (4). pp. 1821-1841. ISSN 0036-1429
Appleby, John A. D. and Mao, Xuerong and Rodkina, Alexandra (2008) Stabilisation and destabilisation of nonlinear differential equations by noise. IEEE Transactions on Automatic Control, 53 (3). pp. 683-691. ISSN 0018-9286
Pang, Sulin and Deng, Feiqi and Mao, Xuerong, EPSRC (Funder), National Science Foundation of China (Funder), Jinan University of China (Funder) (2008) Almost sure and moment exponential stability of Euler-Maruyama discretizations for hybrid stochastic differential equations. Journal of Computational and Applied Mathematics, 213 (1). pp. 127-141. ISSN 0377-0427
Yang, Zhe and Mao, Xuerong and Yuan, Chenggui (2008) Comparison theorem of one-dimensional stochastic hybrid delay systems. Systems and Control Letters, 57 (1). pp. 56-63.
Hu, Liangjian and Mao, Xuerong (2008) Almost sure exponential stabilisation of stochastic systems by state-feedback control. Automatica, 44 (2). pp. 465-471. ISSN 0005-1098
Pang, Sulin and Deng, Feiqi and Mao, Xuerong, EPSRC (U.K.) (Funder), National Natural Science Foundation of China (Funder), Key Programs of Science and Technology of Guangzhou (Funder), Jinan University of China (Funder) (2008) Asymptotic properties of stochastic population dynamics. Dynamics of Continuous Discrete and Impulsive Systems Series A: Mathematical Analysis, 15 (5a). pp. 603-620. ISSN 1201-3390
Deng, Feiqi and Luo, Qi and Mao, Xuerong and Pang, Sulin, EPSRC (Funder), National Natural Science Foundation of China (Funder), Key Programs of Science and Technology of Guangzhou (Funder), Jinan Universit of China (Funder) (2008) Noise suppresses or expresses exponential growth. Systems and Control Letters, 57 (3). pp. 262-270. ISSN 0167-6911
Huang, Lirong and Mao, Xuerong and Deng, Feiqi (2008) Stability of hybrid stochastic retarded systems. IEEE Transactions on Circuits and Systems I: Regular Papers, 55 (11). pp. 3413-3420. ISSN 1549-8328
Mao, X. and Luo, Q. and Deng, F. and Bao, J. and Zhang, Y. (2008) Theory and application of stability for stochastic reaction diffusion systems. Science in China Series F - Information Sciences, 51 (2). pp. 158-170. ISSN 1009-2757
Mao, X. and Yuan, C. (2008) A note on the rate of convergence of the Euler-Maruyama method for stochastic differential equations. Stochastic Analysis and Applications, 26 (2). pp. 325-333. ISSN 0736-2994
Mao, Xuerong (2007) Stochastic differential equations and applications. Elsevier. ISBN 9781904275343
Xu, Shengyuan and Lam, James and Mao, Xuerong (2007) Delay-dependent H∞ control and filtering for uncertain Markovian jump systems with time-varying delays. IEEE Transactions on Circuits and Systems I: Regular Papers, 54 (9). pp. 2070-2077. ISSN 1057-7122
Higham, D.J. and Mao, X. and Yuan, C. (2007) Almost sure and moment exponential stability in the numerical simulation of stochastic differential equations. SIAM Journal on Numerical Analysis, 45 (2). pp. 592-609. ISSN 0036-1429
Luo, Qi and Mao, Xuerong and Shen, Yi (2006) New criteria on exponential stability of neutral stochastic differential delay equations. Systems and Control Letters, 55 (10). pp. 826-834. ISSN 0167-6911
Mao, X. and Yuan, C. (2006) Stochastic differential equations with Markovian switching. Imperial College Press, London. ISBN 9781860947018
Shen, Yi and Mao, Xuerong (2006) Asymptotic behaviours of stochastic differential delay equations. Asian Journal of Control, 8 (1). 21–27. ISSN 1561-8625
Mao, X. and Yuan, C. and Zou, J. (2005) Stochastic differential delay equations of population dynamics. Journal of Mathematical Analysis and Applications, 304 (1). pp. 296-320. ISSN 0022-247X
Mao, X. and Yuan, C. and Yin, G. (2005) Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Journal of Computational and Applied Mathematics, 174 (1). pp. 1-27. ISSN 0377-0427
Higham, D.J. and Mao, X. (2005) Convergence of Monte Carlo simulations involving the mean-reverting square root process. Journal of Computational Finance, 8 (3). pp. 35-61. ISSN 1460-1559
Bahar, Arifah and Mao, Xuerong (2004) Stochastic delay Lotka-Volterra model. Journal of Mathematical Analysis and Applications, 292 (2). pp. 364-380. ISSN 0022-247X
Yuan, Chenggui and Mao, Xuerong (2004) Robust stability and controllability of stochastic differential delay equations with Markovian switching. Automatica, 40 (3). pp. 343-354. ISSN 0005-1098
Higham, D.J. and Mao, X. and Stuart, A.M. (2003) Exponential mean square stability of numerical solutions to stochastic differential equations. LMS Journal of Computation and Mathematics, 6. pp. 297-313. ISSN 1461-1570
Mao, Xuerong and Sabanis, Sotirios and Renshaw, Eric (2003) Asymptotic behaviour of the stochastic Lotka-Volterra model. Journal of Mathematical Analysis and Applications, 287 (1). pp. 141-156. ISSN 0022-247X
Yuan, Chenggui and Mao, Xuerong (2003) Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Stochastic Processes and their Applications, 103 (2). pp. 277-291. ISSN 0304-4149
Mao, X. (2003) Numerical solutions of stochastic functional differential equations. LMS Journal of Computation and Mathematics, 6. pp. 141-161. ISSN 1461-1570
Mao, X. (2002) Exponential stability of stochastic delay interval systems with Markovian switching. IEEE Transactions on Automatic Control, 47 (10). pp. 1604-1612. ISSN 0018-9286
Mao, X. (2002) A note on the LaSalle-type theorems for stochastic differential delay equations. Journal of Mathematical Analysis and Applications, 268 (1). pp. 125-142. ISSN 0022-247X
Mao, Xuerong and Marion, Glenn and Renshaw, Eric (2002) Environmental Brownian noise suppresses explosions in population dynamics. Stochastic Processes and their Applications, 97 (1). pp. 95-110. ISSN 0304-4149
Higham, D.J. and Mao, X. and Stuart, A.M. (2002) Strong convergence of Euler-type methods for nonlinear stochastic differential equations. SIAM Journal on Numerical Analysis, 40 (3). pp. 1041-1063. ISSN 0036-1429
Blythe, Steve and Mao, Xuerong and Liao, Xiaoxin (2001) Stability of stochastic delay neural networks. Journal of the Franklin Institute, 338 (4). pp. 481-495. ISSN 0016-0032
Mao, X. (1999) Stochastic versions of the LaSalle theorem. Journal of Differential Equations, 153 (1). pp. 175-195. ISSN 0022-0396
Mao, Xuerong (1999) Stability of stochastic differential equations with Markovian switching. Stochastic Processes and their Applications, 79 (1). pp. 45-67. ISSN 0304-4149
Mao, Xuerong and Koroleva, Natalia and Rodkina, Alexandra (1998) Robust stability of uncertain stochastic differential delay equations. Systems and Control Letters, 35 (5). pp. 325-336. ISSN 0167-6911
Mao, Xuerong (1997) Razumikhin-type theorems on exponential stability of neutral stochastic functional differential equations. SIAM Journal on Mathematical Analysis, 28 (2). pp. 389-401. ISSN 0036-1410
Mao, Xuerong (1997) Stochastic Differential Equations and Applications. Horwood. ISBN 1898563268
Mao, Xuerong (1996) Razumikhin-type theorems on exponential stability of stochastic functional differential equations. Stochastic Processes and their Applications, 65 (2). pp. 233-250. ISSN 0304-4149
Mao, X. (1996) Robustness of exponential stability of stochastic differential delay equations. IEEE Transactions on Automatic Control, 41 (3). pp. 442-447. ISSN 0018-9286
Mao, Xuerong (1995) Adapted solutions of backward stochastic differential equations with non-Lipschitz coefficients. Stochastic Processes and their Applications, 58 (2). pp. 281-292. ISSN 0304-4149
Mao, Xuerong (1994) Exponential stability of stochastic differential equations. Marcel Dekker. ISBN 0824790804
Mao, Xuerong (1994) Stochastic stabilization and destabilization. Systems and Control Letters, 23 (4). pp. 279-290. ISSN 0167-6911
Mao, X (1991) Stability of Stochastic Differential Equations with Respect to Semimartingales. Pitman research notes in mathematics series . Longman, Harlow, Essex. ISBN 9780582080362