About
Professor Yuan is a member of staff in the Department of Mathematics at Swansea University.
Professor Chenggui Yuan
Professor,
Mathematics
Office - 340
Third Floor
Computational Foundry
Bay Campus
Third Floor
Computational Foundry
Bay Campus
Available For Postgraduate Supervision
Areas Of Expertise
- Stochastic Analysis
- Population Dynamics
- Financial Mathematics
- Stochastic Control
Career Highlights
Publications
Research Highlights
-
SUO, Y., Yuan, C., & Zhang, S. (2022). Transportation cost inequalities for SDEs with irregular drifts. Stochastic Processes and their Applications, 144, 288-311.
-
SUO, Y., Yuan, C., & Zhang, S. (2022). Weak convergence of Euler scheme for SDEs with low regular drift. Numerical Algorithms, 90(2), 731-747.
-
SUO, Y. & Yuan, C. (2021). Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs. Acta Applicandae Mathematicae, 175(1), 16
-
Kiziridis, D., Fowler, M., & Yuan, C. (2020). Modelling fungal competition for space:Towards prediction of community dynamics. Discrete & Continuous Dynamical Systems - B, 22(11), 4411-4426.
-
Huang, X. & Yuan, C. (2021). Comparison theorem for distribution-dependent neutral SFDEs. Journal of Evolution Equations, 21(1), 653-670.
-
Bao, J., Wang, F., & Yuan, C. (2020). Limit theorems for additive functionals of path-dependent SDEs. Discrete & Continuous Dynamical Systems - A, 40(9), 5173-5188.
-
SUO, Y., Yuan, C., & Zhang, S. (2021). Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients. Stochastic Analysis and Applications, 39(2), 278-305.
-
Zhang, S. & Yuan, C. (2020). Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. Proceedings of the Royal Society of Edinburgh: Section A Mathematics, 151(4), 1278-1304.
-
Li, X., Mao, X., Mukama, D., & Yuan, C. (2020). Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations. SIAM Journal on Control and Optimization, 58(5), 2900-2926.
-
Zhang, S. & Yuan, C. (2021). A Zvonkin's transformation for stochastic differential equations with singular drift and applications. Journal of Differential Equations, 297, 277-319.
All Research
Journal Articles
-
SUO, Y., Yuan, C., & Zhang, S. (2022). Weak convergence of Euler scheme for SDEs with low regular drift. Numerical Algorithms, 90(2), 731-747.
-
SUO, Y., Yuan, C., & Zhang, S. (2022). Transportation cost inequalities for SDEs with irregular drifts. Stochastic Processes and their Applications, 144, 288-311.
-
SUO, Y. & Yuan, C. (2021). Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs. Acta Applicandae Mathematicae, 175(1), 16
-
Zhang, S. & Yuan, C. (2021). A Zvonkin's transformation for stochastic differential equations with singular drift and applications. Journal of Differential Equations, 297, 277-319.
-
Guo, Z., Hu, J., & Yuan, C. (2021). Averaging principle for a type of Caputo fractional stochastic differential equations. Chaos: An Interdisciplinary Journal of Nonlinear Science, 31(5), 053123
-
Zhu, Y., Chen, C., Chen, J., & Yuan, C. (2021). Multiple solutions and ground state solutions for a class of generalized Kadomtsev-Petviashvili equation. Open Mathematics, 19(1), 297-305.
-
SUO, Y., Yuan, C., & Zhang, S. (2021). Weak convergence of SFDEs driven by fractional Brownian motion with irregular coefficients. Stochastic Analysis and Applications, 39(2), 278-305.
-
Huang, X. & Yuan, C. (2021). Comparison theorem for distribution-dependent neutral SFDEs. Journal of Evolution Equations, 21(1), 653-670.
-
Kiziridis, D., Fowler, M., & Yuan, C. (2020). Modelling fungal competition for space:Towards prediction of community dynamics. Discrete & Continuous Dynamical Systems - B, 22(11), 4411-4426.
-
Li, X., Mao, X., Mukama, D., & Yuan, C. (2020). Delay Feedback Control for Switching Diffusion Systems Based on Discrete-Time Observations. SIAM Journal on Control and Optimization, 58(5), 2900-2926.
-
Zhang, S. & Yuan, C. (2020). Stochastic differential equations driven by fractional Brownian motion with locally Lipschitz drift and their implicit Euler approximation. Proceedings of the Royal Society of Edinburgh: Section A Mathematics, 151(4), 1278-1304.
-
Bao, J., Wang, F., & Yuan, C. (2020). Limit theorems for additive functionals of path-dependent SDEs. Discrete & Continuous Dynamical Systems - A, 40(9), 5173-5188.
-
Bao, J., Wang, F., & Yuan, C. (2020). Ergodicity for neutral type SDEs with infinite length of memory. Mathematische Nachrichten
-
Tan, L. & Yuan, C. (2020). A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions. International Journal of Computer Mathematics, 1-14.
-
SUO, Y. & Yuan, C. (2020). Large deviations for neutral stochastic functional differential equations. Communications on Pure & Applied Analysis, 19(4), 2369-2384.
-
Tan, L. & Yuan, C. (2019). Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients. Bulletin of Mathematical Sciences, 09(03), 1950006
-
Hu, Y., Chen, H., & Yuan, C. (2019). Numerical solutions of neutral stochastic functional differential equations with Markovian switching. Advances in Difference Equations, 2019(1)
-
Hu, J. & Yuan, C. (2019). Strong convergence of neutral stochastic functional differential equations with two time-scales. Discrete & Continuous Dynamical Systems - B, 22(11), 1-18.
-
Li, X., Song, G., Xia, Y., & Yuan, C. (2019). Dynamical Behaviors of the Tumor-Immune System in a Stochastic Environment. SIAM Journal on Applied Mathematics, 79(6), 2193-2217.
-
Zhang, T., Chen, H., Yuan, C., & Caraballo, T. (2019). On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations. Discrete & Continuous Dynamical Systems - B, 22(11), 1-21.
-
Shao, J. & Yuan, C. (2019). Stability of regime-switching processes under perturbation of transition rate matrices. Nonlinear Analysis: Hybrid Systems, 33, 211-226.
-
Zhang, X. & Yuan, C. (2019). Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Open Mathematics, 17(1), 689-699.
-
Bao, J., Huang, X., & Yuan, C. (2019). New regularity of kolmogorov equation and application on approximation of semi-linear spdes with Hölder continuous drifts. Communications on Pure & Applied Analysis, 18(1), 341-360.
-
Bao, J., Wang, F., & Yuan, C. (2018). Asymptotic Log-Harnack inequality and applications for stochastic systems of infinite memory. Stochastic Processes and their Applications
-
Tan, L. & Yuan, C. (2018). Strong convergence of a tamed theta scheme for NSDDEs with one-sided Lipschitz drift. Applied Mathematics and Computation, 338, 607-623.
-
Li, X., Ma, Q., Yang, H., & Yuan, C. (2018). The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching. SIAM Journal on Numerical Analysis, 56(3), 1435-1455.
-
Ji, Y. & Yuan, C. (2017). Tamed EM scheme of neutral stochastic differential delay equations. Journal of Computational and Applied Mathematics, 326, 337-357.
-
Hu, K., Jacob, N., & Yuan, C. (2016). Existence and Uniqueness for a Class of Stochastic Time Fractional Space Pseudo-Differential Equations. Fractional Calculus and Applied Analysis, 19(1), 56-68.
-
Bao, J., Yin, G., & Yuan, C. (2016). Two-time-scale stochastic partial differential equations driven by alpha-stable noise: averaging principles. Bernoulli, 23(1), 645-669.
-
Bao, J., Shao, J., & Yuan, C. (2016). Approximation of Invariant Measures for Regime-switching Diffusions. Potential Analysis, 44(4), 707-727.
-
Fan, X. & Yuan, C. (2016). Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Statistics & Probability Letters, 110, 39-50.
-
Yuan, C. & Bo, L. (2016). Stochastic delay differential equations with jump reflection: invariant measure.. Stochastics, 88(6), 841-863.
-
Shao, J. & Yuan, C. (2015). Transportation-cost inequalities for diffusions with jumps and its application to regime-switching processes. Journal of Mathematical Analysis and Applications, 425(2), 632-654.
-
Bao, J., Wang, F., & Yuan, C. (2015). Hypercontractivity for functional stochastic partial differential equations. Electronic Journal of Probability, 20(0)
-
Bao, J. & Yuan, C. (2015). Large deviations for neutral functional SDEs with jumps. Stochastics An International Journal of Probability and Stochastic Processes, 87(1), 48-70.
-
Zhang, X., Zhu, C., & Yuan, C. (2015). Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay. Advances in Difference Equations, 2015(1), 91
-
Lan, G. & Yuan, C. (2015). Exponential stability of the exact solutions and EM approximations to neutral SDDEs with Markov switching. Journal of Computational and Applied Mathematics, 285, 230-242.
-
Bao, J., Wang, F., & Yuan, C. (2015). Hypercontractivity for functional stochastic differential equations. Stochastic Processes and their Applications, 125(9), 3636-3656.
-
Bao, J. & Yuan, C. (2014). Blow-up for Stochastic Reaction-Diffusion Equations with Jumps. Journal of Theoretical Probability
-
Bao, J., Yin, G., Yuan, C., & Wang, L. (2014). Exponential ergodicity for retarded stochastic differential equations. Applicable Analysis, 93(11), 2330-2349.
-
Bao, J. & Yuan, C. (2014). Numerical approximation of stationary distributions for stochastic partial differential equations. Journal of Applied Probability, 51(3), 858-873.
-
Bao, J. & Yuan, C. (2014). Numerical analysis for neutral SPDEs driven by α-stable processes. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 17(04), 1450031
-
Bao, J., Yin, G., & Yuan, C. (2014). Ergodicity for functional stochastic differential equations and applications. Nonlinear Analysis: Theory, Methods & Applications, 98, 66-82.
-
Hu, J., Mao, X., & Yuan, C. (2013). Razumikhin-Type Theorems on Exponential Stability of SDDEs Containing Singularly Perturbed Random Processes. Abstract and Applied Analysis, 2013, 1-12.
-
Bao, J., Wang, F., & Yuan, C. (2013). Transportation Cost Inequalities for Neutral Functional Stochastic Equations. Zeitschrift für Analysis und ihre Anwendungen, 32(4), 457-475.
-
Bao, J. & Yuan, C. (2013). Long-term behavior of stochastic interest rate models with jumps and memory. Insurance: Mathematics and Economics, 53(1), 266-272.
-
Bao, J. & Yuan, C. (2013). Convergence rate of EM scheme for SDDEs. Proceedings of the American Mathematical Society, 141(9), 3231-3243.
-
Yuan, C. & Bao, J. (2013). ON THE EXPONENTIAL STABILITY OF SWITCHING-DIFFUSION PROCESSES WITH JUMPS. QUARTERLY OF APPLIED MATHEMATICS, LXXI(2), 311-329.SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22787
-
Bao, J. & Yuan, C. (2012). Stabilization of Partial Differential Equations by Lévy Noise. Stochastic Analysis and Applications, 30(2), 354-374.
-
BAO, J., Wang, F., & Yuan, C. (2012). DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs. Stochastics and Dynamics, 1250013
-
Bao, J., Wang, F., & Yuan, C. (2012). Bismut formulae and applications for functional SPDEs. Bulletin des Sciences Mathématiques
-
Bao, J., Mao, X., & Yuan, C. (2012). Lyapunov exponents of hybrid stochastic heat equations. Systems & Control Letters, 61(1), 165-172.
-
Hu, K., Jacob, N., & Yuan, C. (2012). On an equation being a fractional differential equation with respect to time and a pseudo-differential equation with respect to space related to Lévy-type processes. Fractional Calculus and Applied Analysis, 15(1)
-
Bao, J. & Yuan, C. (2012). Stabilization of Partial Differential Equations by Lévy Noise. Stochastic Analysis and Applications, 30(2), 354-374.
-
Shao, J., Wang, F., & Yuan, C. (2012). Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Electronic Journal of Probability, 17(0)
-
Bao, J. & Yuan, C. (2011). Comparison Theorem for Stochastic Differential Delay Equations with Jumps. Acta Applicandae Mathematicae, 116(2), 119-132.
-
Bao, J., Mao, X., Yin, G., & Yuan, C. (2011). Competitive Lotka–Volterra population dynamics with jumps. Nonlinear Analysis: Theory, Methods & Applications, 74(17), 6601-6616.
-
Lijun, B. & Yuan, C. (2011). A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Computers & Mathematics with Applications, 61(10), 3010-3016.
-
Bao, J., Böttcher, B., Mao, X., & Yuan, C. (2011). Convergence rate of numerical solutions to SFDEs with jumps. Journal of Computational and Applied Mathematics, 236(2), 119-131.
-
Bao, J., Truman, A., & Yuan, C. (2011). Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps. SIAM Journal on Control and Optimization, 49(2), 771-787.
-
Wang, F. & Yuan, C. (2011). Harnack inequalities for functional SDEs with multiplicative noise and applications. Stochastic Processes and their Applications, 121(11), 2692-2710.
-
Bao, J. & Yuan, C. (2011). Comparison Theorem for Stochastic Differential Delay Equations with Jumps. Acta Applicandae Mathematicae, 116(2), 119-132.
-
Bao, J., Truman, A., & Yuan, C. (2011). Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps. SIAM Journal on Control and Optimization, 49(2), 771-787.
-
Hou, Z., Bao, J., & Yuan, C. (2010). Exponential stability of energy solutions to stochastic partial differential equations with variable delays and jumps. Journal of Mathematical Analysis and Applications, 366(1), 44-54.
-
Yuan, C. & Mao, X. (2010). Stability of Stochastic Delay Hybrid Systems with Jumps. European Journal of Control, 16(6), 595-608.
-
Wang, F. & Yuan, C. (2010). Poincaré Inequality on the Path Space of Poisson Point Processes. Journal of Theoretical Probability, 23(3), 824-833.
-
Bao, J., Hou, Z., & Yuan, C. (2010). Stability in distribution of mild solutions to stochastic partial differential equations. Proceedings of the American Mathematical Society, 138(06), 2169-2180.
-
Yin, G., Mao, X., Yuan, C., & Cao, D. (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), 2335-2352.
-
Yuan, C. & Yin, G. (2010). Stability of hybrid stochastic delay systems whose discrete components have a large state space: A two-time-scale approach. Journal of Mathematical Analysis and Applications, 368(1), 103-119.
-
Yuan, C., Mao, X., & Lygeros, J. (2009). Stochastic hybrid delay population dynamics: Well-posed models and extinction. Journal of Biological Dynamics, 3(1), 1-21.
-
Bao, J., Truman, A., Yuan, C., & Yuan, C. (2009). Stability in distribution of mild solutions to stochastic partial differential delay equations with jumps. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 465(2107), 2111-2134.
-
Bao, J., Hou, Z., & Yuan, C. (2009). Stability in distribution of neutral stochastic differential delay equations with Markovian switching. Statistics & Probability Letters, 79(15), 1663-1673.
-
Jacob, N., Wang, Y., & Yuan, C. (2009). Stochastic differential delay equations with jumps, under nonlinear growth condition. Stochastics An International Journal of Probability and Stochastic Processes, 81(6), 571-588.
-
Jacob, N., Wang, Y., & Yuan, C. (2009). Numerical Solutions of Stochastic Differential Delay Equations with Jumps. Stochastic Analysis and Applications, 27(4), 825-853.
-
Yuan, C. & Mao, X. (2008). A Note on the Rate of Convergence of the Euler–Maruyama Method for Stochastic Differential Equations. Stochastic Analysis and Applications, 26(2), 325-333.
-
Mao, X., Shen, Y., & Yuan, C. (2008). Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Stochastic Processes and their Applications, 118(8), 1385-1406.
-
Yang, Z., Mao, X., & Yuan, C. (2008). Comparison theorem of one-dimensional stochastic hybrid delay systems. Systems & Control Letters, 57(1), 56-63.
-
Yuan, C. (2007). A note on numerical solutions of stochastic functional differential equations with Markovian switching.. Functional Differential Equations, 14, 161-172.SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23931
-
Mao, X., Yin, G., & Yuan, C. (2007). Stabilization and destabilization of hybrid systems of stochastic differential equations. Automatica, 43(2), 264-273.
-
Higham, D., Mao, X., & Yuan, C. (2007). Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations. SIAM Journal on Numerical Analysis, 45(2), 592-609.
-
Yuan, C. (2007). Convergence of the Euler-Maruyama Method for Stochastic Differential Equations with Respect to Semimartingales. Applied Mathematical Sciences, 1(42), 2063-2077.SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23933
-
Higham, D., Mao, X., & Yuan, C. (2007). Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations. Numerische Mathematik, 108(2), 295-325.
-
Yuan, C., Lygeros, J., & Yuan, C. (2006). Asymptotic Stability and Boundedness of Delay Switching Diffusions. IEEE Transactions on Automatic Control, 51(1), 171-175.
-
Yuan, C. & Mao, X. (2006). Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales. Stochastic Analysis and Applications, 24(6), 1169-1184.
-
Mao, X., Truman, A., & Yuan, C. (2006). Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching. Journal of Applied Mathematics and Stochastic Analysis, 2006, 1-20.
-
Yuan, C. & Glover, W. (2006). Approximate solutions of stochastic differential delay equations with Markovian switching. Journal of Computational and Applied Mathematics, 194(2), 207-226.
-
Mao, X., Yuan, C., & Zou, J. (2005). Stochastic differential delay equations of population dynamics. Journal of Mathematical Analysis and Applications, 304(1), 296-320.
-
Mao, X., Yuan, C., & Yin, G. (2005). Numerical method for stationary distribution of stochastic differential equations with Markovian switching. Journal of Computational and Applied Mathematics, 174(1), 1-27.
-
Yuan, C., Mao, X., & Yuan, C. (2005). Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence. Journal of Difference Equations and Applications, 11(1), 29-48.
-
Chenggui Yuan, ., Lygeros, J., & Yuan, C. (2005). On the exponential stability of switching diffusion processes. IEEE Transactions on Automatic Control, 50(9), 1422-1426.
-
Yuan, C. (2005). Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching. Stochastic Analysis and Applications, 23(6), 1259-1276.
-
Yuan, C. & Lygeros, J. (2005). Stabilization of a class of stochastic differential equations with Markovian switching. Systems & Control Letters, 54(9), 819-833.
-
Yuan, C. & Mao, X. (2004). Robust stability and controllability of stochastic differential delay equations with Markovian switching. Automatica, 40(3), 343-354.
-
Yuan, C. & Mao, X. (2004). Stability in Distribution of Numerical Solutions for Stochastic Differential Equations. Stochastic Analysis and Applications, 22(5), 1133-1150.
-
Yuan, C. & Mao, X. (2004). Convergence of the Euler–Maruyama method for stochastic differential equations with Markovian switching. Mathematics and Computers in Simulation, 64(2), 223-235.
-
Yuan, C., Zou, J., & Mao, X. (2003). Stability in distribution of stochastic differential delay equations with Markovian switching. Systems & Control Letters, 50(3), 195-207.
-
Yuan, C. & Mao, X. (2003). Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Stochastic Processes and their Applications, 103(2), 277-291.
-
Yuan, C. & Mao, X. (2003). Asymptotic Stability and Boundedness of Stochastic Differential Equations with Respect to Semimartingales. Stochastic Analysis and Applications, 21(3), 737-751.
-
Hou, Z., Yuan, C., Zou, J., Liu, Z., Luo, J., Liu, G., & Shi, P. (2003). Transient Distribution of the Length ofGI/G/NQueueing Systems. Stochastic Analysis and Applications, 21(3), 567-592.
-
Yuan, C. (2003). Stability in terms of two measures for stochastic differential equations with Markovian Switching. Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis, 10(6), 895-910.SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23950
-
Bao, j., Song, Q., Yin, G., & Yuan, C. (n.d.) A Strong Limit Theorem for Two-Time-Scale Fucntional Stochastic Differential Equations.SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23974
-
Bao, J., Shao, J., & Yuan, C. (n.d.) Invariant Measures for Path-Dependent Random Diffusions. ArXiv: 1706.05638SU Repository: https://cronfa.swan.ac.uk/Record/cronfa36619
-
Bao, J., Yin, G., & Yuan, C. (n.d.) Stationary distributions for retarded stochastic differential equations without dissipativity. STOCHASTICS, 89, 530-549.
-
Bo, L. & Yuan, C. (n.d.) Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Stochastic Models, 32(3), 392-413.
Authored Books
-
Bao, J., Yin, G., & Yuan, C. (2016). Asymptotic Analysis for Functional Stochastic Differential Equations Springer.
Supervision
-
Convergence of approximate solutions of SDEs (current)
PhDOther supervisor: Prof Feng-Yu WangOther supervisor: Prof Eugene Lytvynov -
A study of SDEs driven by Brownian motion and fraction Brownian motion (awarded 2021)
PhDOther supervisor: Dr Andrew NeateOther supervisor: Dr Andrew Neate -
Quantitative Analysis on McKean-Vlasov Stochastic Differerntial Equation (awarded 2020)
PhDOther supervisor: Prof Jiang-Lun Wu -
Stochastic neutral differential equations and applications (awarded 2019)
PhDOther supervisor: Prof Jiang-Lun Wu -
Modelling direct biotic interactions with a focus on filamentous fungi (awarded 2018)
PhDOther supervisor: Dr Lloyd BridgeOther supervisor: Dr Mike Fowler -
Option Pricing Theory with Continuous Semimartingales and Applications (awarded 2020)
MResOther supervisor: Prof Eugene Lytvynov
Taught Modules
-
MA-192 Probability and Statistics
The module is an introductory course on applied statistics. It will cover a variety of statistical tests, criteria for choosing appropriate tests, and the use of statistical software in dealing with large data sets.
-
MA-274 Credibility, Liability and Ruin
This module addresses key sections of the Institute and Faculty of Actuaries Core Principles,namely CM2 5.1 and 5.2, in addition to Bayesian Statistics.
-
MA-394 Methods of Brownian Motion and Ito Calculus
This module serves as an introduction to stochastic calculus for Brownian motion and stochastic differential equations. The module is designed in an intuitive (but rigorous) manner to enable students to grasp the essence of this modern topic. Examples arising from mathematical finance are included.
-
MA-D00 Mathematics Masters Dissertation
A research project selected from an area of expertise of a member of staff in the Department of Mathematics. It will enable the students to develop an enquiring, analytical critical and creative approach to problem identification and solution. The project will typically focus on a subject area related to one of the taught modules in the MSc scheme.
-
MA-M92 Ito Calculus and Stochastic Differential Equations
This module serves as an introduction to stochastic calculus for Brownian motion. The module is designed in an intuitive (but rigorous) manner to enable students to grasp the essence of this modern topic. Examples arising from mathematical finance are included.
Key Grants and Projects
-
Functional differential equations to nature systems 2017 - 2019
-
Interactions between sources of environment change: How do resource equality and coloured environments drive multi-tropic eco-evolutionary dynamics 2016 - 2019
Career History
-
Research Associate, University of Cambridge
2003 - 2004
-
Lecturer, Swansea University
2004 - 2008
-
Senior Lecturer, Swansea University
2008 - 2011
-
Reader, Swansea University
2011 - 2016
-
Professor, Swansea University
2016 - Present
Affiliated Positions
-
External examiner, University of Liverpool
2015 - 2019
Public Engagements
- 2017-date: Associate Editor, Nonlinear Analysis: Hybrid Systems
- 2019-date: Associate Editor, Numerical Algorithms
- 2019-date: Associate Editor, Discrete & Continuous Dynamical Systems S
Invited Presentations, Lectures and Conferences
-
The 15th international workshop on Markov processes and related topics
2019
Jilin University, Changchuan, China
-
The 14th international workshop on Markov processes and related topics
2018
Sichuan University, Chengdu, China
-
The Ecological and Biological Systems
2018
University of Minnesota
-
The Bielefeld-Edinburgh-Swansea Stochastic Spring
2018
University of Bielefeld
-
The Bielefeld Stochastic Summer
2017
University of Bielefeld
-
The 13th international workshop on Markov processes and related topics
2017
Wuhan University, Wuhan, China
-
Beijing-London-Swansea Workshop
2016
Beijing Normal University, Beijing, China
-
Stochastic Analysis and Related Topics
2016
Tu Dresden, Dresden
-
The 12th international workshop on Markov processes and related topics
2016
Jiangsu Normal University, Xuzhou, China