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
Research Links
Areas Of Expertise
- Stochastic Analysis
- Population Dynamics
- Financial Mathematics
- Stochastic Control
Career Highlights
Publications
Research Highlights
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Chen, H. & Yuan, C. (2024). Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations. SIAM Journal on Control and Optimization, 62(2), 924-952.
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Bao, J., Shao, J., & Yuan, C. (2023). Invariant probability measures for path-dependent random diffusions. Nonlinear Analysis, 228, 113201
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Wu, Z., Zhang, L., Zhu, C., & Yuan, C. (2022). Some new fixed point results under constraint inequalities in comparable complete partially ordered Menger PM-spaces. Applied Mathematics-A Journal of Chinese Universities, 37(4), 494-512.
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Chen, X., Li, X., Ma, Y., & Yuan, C. (2023). The threshold of stochastic tumor-immune model with regime switching. Journal of Mathematical Analysis and Applications, 522(1), 126956
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Wu, Y. & Yuan, C. (2023). The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations. Journal of Theoretical Probability, 36(1)
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Huang, X., Suo, Y., & Yuan, C. (2023). Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by a-stable noise and applications. Numerical Algorithms, 94, 1381-1402.
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Fan, X., Yu, T., & Yuan, C. (2023). Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions. Stochastic Processes and their Applications, 164, 383-415.
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Zhu, Q., Chen, C., & Yuan, C. (2023). Schrödinger–Bopp–Podolsky System with Steep Potential Well. Qualitative Theory of Dynamical Systems, 22(4)
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Gao, S., Guo, Q., Hu, J., & Yuan, C. (2024). Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean–Vlasov equations. Journal of Computational and Applied Mathematics, 441, 115682
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Wu, H., Hu, J., Gao, S., & Yuan, C. (2022). Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation. SIAM Journal on Control and Optimization, 60(5), 2884-2901.
All Research
Journal Articles
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Gao, S., Guo, Q., Liu, Z., & Yuan, C. (2025). Euler–Maruyama scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. Communications in Nonlinear Science and Numerical Simulation, 149, 108927
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Wei, J., Hu, J., & Yuan, C. (2025). Stochastic differential equations with critically low regularity growing drift. Journal of Differential Equations, 440(2), 113453
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MUNOZ, U. & Yuan, C. (2024). Explicit numerical approximations for SDDEs in finite and infinite horizons using the adaptive EM method: Strong convergence and almost sure exponential stability. Applied Mathematics and Computation, 478, 128853
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Wu, H., Hu, J., & Yuan, C. (2024). Large deviation for slow-fast McKean–Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions. Stochastics and Dynamics, 24(06)
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Li, D., Brough, B., Rees, J., Coste, C., Yuan, C., Fowler, M., & Sait, S. (2024). Humidity modifies species‐specific and age‐dependent heat stress effects in an insect host‐parasitoid interaction. Ecology and Evolution, 14(7), e70047
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Gao, S., Guo, Q., Hu, J., & Yuan, C. (2024). Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean–Vlasov equations. Journal of Computational and Applied Mathematics, 441, 115682
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Chen, H. & Yuan, C. (2024). Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations. SIAM Journal on Control and Optimization, 62(2), 924-952.
-
Zhu, Q., Chen, C., & Yuan, C. (2023). Schrödinger–Bopp–Podolsky System with Steep Potential Well. Qualitative Theory of Dynamical Systems, 22(4)
-
Huang, X., Suo, Y., & Yuan, C. (2023). Estimate of transition kernel for Euler-Maruyama scheme for SDEs driven by a-stable noise and applications. Numerical Algorithms, 94, 1381-1402.
-
Fan, X., Yu, T., & Yuan, C. (2023). Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions. Stochastic Processes and their Applications, 164, 383-415.
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Chen, X., Li, X., Ma, Y., & Yuan, C. (2023). The threshold of stochastic tumor-immune model with regime switching. Journal of Mathematical Analysis and Applications, 522(1), 126956
-
Bao, J., Shao, J., & Yuan, C. (2023). Invariant probability measures for path-dependent random diffusions. Nonlinear Analysis, 228, 113201
-
Wu, Y. & Yuan, C. (2023). The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations. Journal of Theoretical Probability, 36(1)
-
Wu, Z., Zhang, L., Zhu, C., & Yuan, C. (2022). Some new fixed point results under constraint inequalities in comparable complete partially ordered Menger PM-spaces. Applied Mathematics-A Journal of Chinese Universities, 37(4), 494-512.
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Wu, H., Hu, J., & Yuan, C. (2022). Stability of numerical solution to pantograph stochastic functional differential equations. Applied Mathematics and Computation, 431, 127326
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Wu, H., Hu, J., Gao, S., & Yuan, C. (2022). Stabilization of Stochastic McKean--Vlasov Equations with Feedback Control Based on Discrete-Time State Observation. SIAM Journal on Control and Optimization, 60(5), 2884-2901.
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Fan, X., Huang, X., SUO, Y., & Yuan, C. (2022). Distribution dependent SDEs driven by fractional Brownian motions. Stochastic Processes and their Applications, 151, 23-67.
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SUO, Y., Yuan, C., & Zhang, S. (2022). Weak convergence of Euler scheme for SDEs with low regular drift. Numerical Algorithms, 90(2), 731-747.
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SUO, Y., Yuan, C., & Zhang, S. (2022). Transportation cost inequalities for SDEs with irregular drifts. Stochastic Processes and their Applications, 144, 288-311.
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SUO, Y. & Yuan, C. (2021). Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs. Acta Applicandae Mathematicae, 175(1), 16
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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.
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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
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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.
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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.
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Huang, X. & Yuan, C. (2021). Comparison theorem for distribution-dependent neutral SFDEs. Journal of Evolution Equations, 21(1), 653-670.
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Tan, L. & Yuan, C. (2021). A note on strong convergence of implicit scheme for SDEs under local one-sided Lipschitz conditions. International Journal of Computer Mathematics, 98(2), 238-251.
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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.
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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.
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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.
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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.
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Bao, J., Wang, F., & Yuan, C. (2020). Ergodicity for neutral type SDEs with infinite length of memory. Mathematische Nachrichten
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SUO, Y. & Yuan, C. (2020). Large deviations for neutral stochastic functional differential equations. Communications on Pure & Applied Analysis, 19(4), 2369-2384.
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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
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Hu, Y., Chen, H., & Yuan, C. (2019). Numerical solutions of neutral stochastic functional differential equations with Markovian switching. Advances in Difference Equations, 2019(1)
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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.
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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.
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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.
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Shao, J. & Yuan, C. (2019). Stability of regime-switching processes under perturbation of transition rate matrices. Nonlinear Analysis: Hybrid Systems, 33, 211-226.
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Zhang, X. & Yuan, C. (2019). Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Open Mathematics, 17(1), 689-699.
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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.
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Bao, J., Wang, F., & Yuan, C. (2018). Asymptotic Log-Harnack inequality and applications for stochastic systems of infinite memory. Stochastic Processes and their Applications
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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.
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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.
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Ji, Y. & Yuan, C. (2017). Tamed EM scheme of neutral stochastic differential delay equations. Journal of Computational and Applied Mathematics, 326, 337-357.
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Bao, J., Song, Q., Yin, G., & Yuan, C. (2017). Ergodicity and strong limit results for two-time-scale functional stochastic differential equations. Stochastic Analysis and Applications, 35(6), 1030-1046.
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Bao, J., Yin, G., & Yuan, C. (2017). Stationary distributions for retarded stochastic differential equations without dissipativity. Stochastics, 89(2), 530-549.
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Bao, J., Shao, J., & Yuan, C. (2016). Approximation of Invariant Measures for Regime-switching Diffusions. Potential Analysis, 44(4), 707-727.
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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.
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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.
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Bo, L. & Yuan, C. (2016). Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Stochastic Models, 32(3), 392-413.
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Fan, X. & Yuan, C. (2016). Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Statistics & Probability Letters, 110, 39-50.
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Yuan, C. & Bo, L. (2016). Stochastic delay differential equations with jump reflection: invariant measure.. Stochastics, 88(6), 841-863.
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Bao, J., Wang, F., & Yuan, C. (2015). Hypercontractivity for functional stochastic partial differential equations. Electronic Journal of Probability, 20(0)
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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.
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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.
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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
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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.
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Bao, J., Wang, F., & Yuan, C. (2015). Hypercontractivity for functional stochastic differential equations. Stochastic Processes and their Applications, 125(9), 3636-3656.
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Bao, J. & Yuan, C. (2014). Blow-up for Stochastic Reaction-Diffusion Equations with Jumps. Journal of Theoretical Probability
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Bao, J., Yin, G., & Yuan, C. (2014). Ergodicity for functional stochastic differential equations and applications. Nonlinear Analysis: Theory, Methods & Applications, 98, 66-82.
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Bao, J. & Yuan, C. (2014). Numerical approximation of stationary distributions for stochastic partial differential equations. Journal of Applied Probability, 51(3), 858-873.
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Bao, J., Yin, G., Yuan, C., & Wang, L. (2014). Exponential ergodicity for retarded stochastic differential equations. Applicable Analysis, 93(11), 2330-2349.
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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
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Bao, J. & Yuan, C. (2013). Convergence rate of EM scheme for SDDEs. Proceedings of the American Mathematical Society, 141(9), 3231-3243.
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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.
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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.
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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.
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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
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Bao, J., Wang, F., & Yuan, C. (2012). Bismut formulae and applications for functional SPDEs. Bulletin des Sciences Mathématiques
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BAO, J., Wang, F., & Yuan, C. (2012). DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs. Stochastics and Dynamics, 1250013
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Bao, J., Mao, X., & Yuan, C. (2012). Lyapunov exponents of hybrid stochastic heat equations. Systems & Control Letters, 61(1), 165-172.
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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)
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Bao, J. & Yuan, C. (2012). Stabilization of Partial Differential Equations by Lévy Noise. Stochastic Analysis and Applications, 30(2), 354-374.
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Bao, J. & Yuan, C. (2012). Stabilization of Partial Differential Equations by Lévy Noise. Stochastic Analysis and Applications, 30(2), 354-374.
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Shao, J., Wang, F., & Yuan, C. (2012). Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Electronic Journal of Probability, 17(0)
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Wang, F. & Yuan, C. (2011). Harnack inequalities for functional SDEs with multiplicative noise and applications. Stochastic Processes and their Applications, 121(11), 2692-2710.
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Bao, J. & Yuan, C. (2011). Comparison Theorem for Stochastic Differential Delay Equations with Jumps. Acta Applicandae Mathematicae, 116(2), 119-132.
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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.
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Bao, J. & Yuan, C. (2011). Comparison Theorem for Stochastic Differential Delay Equations with Jumps. Acta Applicandae Mathematicae, 116(2), 119-132.
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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.
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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.
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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.
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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.
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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.
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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.
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Wang, F. & Yuan, C. (2010). Poincaré Inequality on the Path Space of Poisson Point Processes. Journal of Theoretical Probability, 23(3), 824-833.
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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.
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Yuan, C. & Mao, X. (2010). Stability of Stochastic Delay Hybrid Systems with Jumps. European Journal of Control, 16(6), 595-608.
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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.
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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.
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Jacob, N., Wang, Y., & Yuan, C. (2009). Numerical Solutions of Stochastic Differential Delay Equations with Jumps. Stochastic Analysis and Applications, 27(4), 825-853.
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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.
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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.
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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.
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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.
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Yang, Z., Mao, X., & Yuan, C. (2008). Comparison theorem of one-dimensional stochastic hybrid delay systems. Systems & Control Letters, 57(1), 56-63.
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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.
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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.
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Mao, X., Yin, G., & Yuan, C. (2007). Stabilization and destabilization of hybrid systems of stochastic differential equations. Automatica, 43(2), 264-273.
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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
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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
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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.
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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.
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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.
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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.
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Yuan, C., Lygeros, J., & Yuan, C. (2006). Asymptotic Stability and Boundedness of Delay Switching Diffusions. IEEE Transactions on Automatic Control, 51(1), 171-175.
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Chenggui Yuan, ., Lygeros, J., & Yuan, C. (2005). On the exponential stability of switching diffusion processes. IEEE Transactions on Automatic Control, 50(9), 1422-1426.
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Yuan, C. (2005). Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching. Stochastic Analysis and Applications, 23(6), 1259-1276.
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Yuan, C. & Lygeros, J. (2005). Stabilization of a class of stochastic differential equations with Markovian switching. Systems & Control Letters, 54(9), 819-833.
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Mao, X., Yuan, C., & Zou, J. (2005). Stochastic differential delay equations of population dynamics. Journal of Mathematical Analysis and Applications, 304(1), 296-320.
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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.
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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.
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Yuan, C. & Mao, X. (2004). Robust stability and controllability of stochastic differential delay equations with Markovian switching. Automatica, 40(3), 343-354.
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Yuan, C. & Mao, X. (2004). Stability in Distribution of Numerical Solutions for Stochastic Differential Equations. Stochastic Analysis and Applications, 22(5), 1133-1150.
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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.
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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
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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.
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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.
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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.
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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.
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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
Authored Books
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Bao, J., Yin, G., & Yuan, C. (2016). Asymptotic Analysis for Functional Stochastic Differential Equations Springer.
Supervision
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An advanced study of approximation of stochastic differential equations (current)
PhDOther supervisor: Prof Eugene Lytvynov -
Mean-Field Stochastic Functional Differential Equations with Jumps (current)
PhDOther supervisor: Prof Eugene Lytvynov -
Algebraic Methods in Feedback Control and Splines with Boundary Conditions (current)
PhDOther supervisor: Dr Nelly Villamizar -
Convergence of Numerical Solutions of Stochastic Differential Delay Equations (awarded 2024)
PhDOther supervisor: Prof Feng-Yu WangOther supervisor: Prof Eugene Lytvynov
Taught Modules
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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.
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MA-252 Probability Theory
An introduction to fundamental probabilistic concepts and methods such as probability spaces, expectation and variance of random variables, independence, law of large numbers.
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MA-364 Markov Processes and Applications
The module will introduce students to section 3 of the Institute and Faculty of Actuaries CS2 syllabus. This module serves as an introduction to the theory of Markov processes, in both discrete and continuous times. A special attention is drawn to the theory of Markov chains and Markov jump processes (including the Poisson process) and their applications.
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MA-M64 Markov Processes and Applications
The module will introduce students to section 3 of the Institute and Faculty of Actuaries CS2 syllabus. This module serves as an introduction to the theory of Markov processes, in both discrete and continuous times. A special attention is drawn to the theory of Markov chains and Markov jump processes (including the Poisson process) and their applications.
Key Grants and Projects
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Functional differential equations to nature systems 2017 - 2019
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Interactions between sources of environment change: How do resource equality and coloured environments drive multi-tropic eco-evolutionary dynamics 2016 - 2019
Career History
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Research Associate, University of Cambridge
2003 - 2004
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Lecturer, Swansea University
2004 - 2008
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Senior Lecturer, Swansea University
2008 - 2011
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Reader, Swansea University
2011 - 2016
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Professor, Swansea University
2016 - Present
Affiliated Positions
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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
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The 15th international workshop on Markov processes and related topics
2019
Jilin University, Changchuan, China
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The 14th international workshop on Markov processes and related topics
2018
Sichuan University, Chengdu, China
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The Ecological and Biological Systems
2018
University of Minnesota
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The Bielefeld-Edinburgh-Swansea Stochastic Spring
2018
University of Bielefeld
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The Bielefeld Stochastic Summer
2017
University of Bielefeld
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The 13th international workshop on Markov processes and related topics
2017
Wuhan University, Wuhan, China
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Beijing-London-Swansea Workshop
2016
Beijing Normal University, Beijing, China
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Stochastic Analysis and Related Topics
2016
Tu Dresden, Dresden
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The 12th international workshop on Markov processes and related topics
2016
Jiangsu Normal University, Xuzhou, China