Professor Chenggui Yuan
Telephone: (01792) 602228
Room: Office - 340
Third Floor
Computational Foundry
Bay Campus


  1. Zhang, T., Chen, H., Yuan, C., Caraballo, T. On the asymptotic behavior of highly nonlinear hybrid stochastic delay differential equations Discrete & Continuous Dynamical Systems - B 22 11 1 21
  2. Hu, J., Yuan, C. Strong convergence of neutral stochastic functional differential equations with two time-scales Discrete & Continuous Dynamical Systems - B 22 11 1 18
  3. Zhang, X., Yuan, C. Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching Open Mathematics 17 1 689 699
  4. Tan, L., Yuan, C. Convergence rates of theta-method for NSDDEs under non-globally Lipschitz continuous coefficients Bulletin of Mathematical Sciences 1950006
  5. Shao, J., Yuan, C. Stability of regime-switching processes under perturbation of transition rate matrices Nonlinear Analysis: Hybrid Systems 33 211 226

See more...


  • MA-003 Fundamental Complex Numbers

    This module introduces the concept of complex numbers and illustrates how they find application throughout mathematics.

  • 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 Itô 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.


  • Stochastic Volatility Models: Heston and Bates models (current)

    Other supervisor: Prof Eugene Lytvynov
  • Large deviations and weak convergence for SFDEs/SPDEs with singular drifts«br /»«br /»«br /»«br /»«br /»«br /» and weak convergence of some kinds of stochastic differential equations with singular drifts. The equivalent expression of the transportation cost inequality is obtained. (current)

    Other supervisor: Dr Andrew Neate
  • Quantitative Analysis on McKean-Vlasov Stochastic Differerntial Equation (awarded 2020)

    Other supervisor: Prof Jiang-Lun Wu
  • Stochastic neutral differential equations and applications (awarded 2019)

    Other supervisor: Prof Jiang-Lun Wu
  • Modelling direct biotic interactions with a focus on filamentous fungi (awarded 2018)

    Other supervisor: Dr Lloyd Bridge
    Other supervisor: Dr Mike Fowler