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2024

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

2015

Wade, Andrew R. and Xu, Chang (2015) Convex hulls of random walks and their scaling limits. Stochastic Processes and their Applications, 125 (11). pp. 4300-4320. ISSN 0304-4149

2010

Menshikov, Mikhail V. and Wade, A.R. (2010) Rate of escape and central limit theorem for the supercritical Lamperti problem. Stochastic Processes and their Applications, 120 (10). pp. 2078-2099. ISSN 0304-4149

2009

Wade, Andrew R. (2009) Asymptotic theory for the multidimensional random on-line nearest-neighbour graph. Stochastic Processes and their Applications, 119 (6). pp. 1889-1911. ISSN 0304-4149

2008

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

Menshikov, M. V. and Wade, Andrew R. (2008) Logarithmic speeds for one-dimensional perturbed random walk in random environment. Stochastic Processes and their Applications, 118 (3). pp. 389-416. ISSN 0304-4149

2003

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

2002

Mattingly, J. and Stuart, A.M. and Higham, D.J. (2002) Ergodicity for SDEs and approximations: Locally Lipschitz vector fields and degenerate noise. Stochastic Processes and their Applications, 101 (2). pp. 185-232. ISSN 0304-4149

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

1999

Mao, Xuerong (1999) Stability of stochastic differential equations with Markovian switching. Stochastic Processes and their Applications, 79 (1). pp. 45-67. ISSN 0304-4149

1996

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

1995

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