Professor Chenggui Yuan

Professor

Mathematics

+44 (0) 1792 602228

c.yuan@swansea.ac.uk

Office - 340
Third Floor
Computational Foundry
Bay Campus

Available For Postgraduate Supervision

Research Links

https://orcid.org/0000-0003-0486-5450

About

Professor Yuan is a member of staff in the Department of Mathematics at Swansea University.

Areas Of Expertise

Stochastic Analysis
Population Dynamics
Financial Mathematics
Stochastic Control

Career Highlights

Research

Publications

Research Highlights

Huang, X., Yang, F., & Yuan, C. (2026). Long time TV-Wℓ1 type propagation of chaos for mean field interacting particle system. Bernoulli, 32(2)
https://doi.org/10.3150/25-bej1913, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa71359
Wei, J., Hu, J., & Yuan, C. (2025). Stochastic Differential Equations with Low Regularity Growing Drifts and Applications. SIAM Journal on Mathematical Analysis, 57(5), 4867-4907.
https://doi.org/10.1137/24m1636939, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa70247
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
https://doi.org/10.1016/j.amc.2024.128853, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa66517
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
https://doi.org/10.1002/ece3.70047, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa67171
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)
https://doi.org/10.1142/s0219493724500448, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa68461
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
https://doi.org/10.1016/j.cnsns.2025.108927, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa69505
Wei, J., Hu, J., & Yuan, C. (2025). Stochastic differential equations with critically low regularity growing drift. Journal of Differential Equations, 440(2), 113453
https://doi.org/10.1016/j.jde.2025.113453, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa69562
Chen, H. & Yuan, C. (2024). Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations. SIAM Journal on Control and Optimization, 62(2), 924-952.
https://doi.org/10.1137/22m1523066, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa65806
Bao, J., Shao, J., & Yuan, C. (2023). Invariant probability measures for path-dependent random diffusions. Nonlinear Analysis, 228, 113201
https://doi.org/10.1016/j.na.2022.113201, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62231
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.
https://doi.org/10.1007/s11766-022-3685-5, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62236

All Research

Journal Articles

Huang, X., Yang, F., & Yuan, C. (2026). Long time TV-Wℓ1 type propagation of chaos for mean field interacting particle system. Bernoulli, 32(2)
https://doi.org/10.3150/25-bej1913, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa71359
Wang, Z., Hu, J., & Yuan, C. (2026). Large Deviation Principle for neutral type McKean–Vlasov stochastic differential equations. Communications on Pure and Applied Analysis, 34(0), 33-52.
https://doi.org/10.3934/cpaa.2026054, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa72338
Chen, J., Sun, J., Yuan, C., & Zhang, J. (2026). A new proof on quasilinear Schrödinger equations with prescribed mass and combined nonlinearities. Discrete and Continuous Dynamical Systems, 51(0), 475-496.
https://doi.org/10.3934/dcds.2026036, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa71660
Liu, Z., Gao, S., Yuan, C., & Guo, Q. (2026). Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations. Communications in Nonlinear Science and Numerical Simulation, 153
https://doi.org/10.1016/j.cnsns.2025.109530, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa72373
Wei, J., Hu, J., & Yuan, C. (2025). Stochastic Differential Equations with Low Regularity Growing Drifts and Applications. SIAM Journal on Mathematical Analysis, 57(5), 4867-4907.
https://doi.org/10.1137/24m1636939, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa70247
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
https://doi.org/10.1016/j.cnsns.2025.108927, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa69505
Wei, J., Hu, J., & Yuan, C. (2025). Stochastic differential equations with critically low regularity growing drift. Journal of Differential Equations, 440(2), 113453
https://doi.org/10.1016/j.jde.2025.113453, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa69562
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
https://doi.org/10.1016/j.amc.2024.128853, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa66517
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)
https://doi.org/10.1142/s0219493724500448, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa68461
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
https://doi.org/10.1002/ece3.70047, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa67171
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
https://doi.org/10.1016/j.cam.2023.115682, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa64991
http://dx.doi.org/10.1016/j.cam.2023.115682
Chen, H. & Yuan, C. (2024). Stability Analysis for Nonlinear Neutral Stochastic Functional Differential Equations. SIAM Journal on Control and Optimization, 62(2), 924-952.
https://doi.org/10.1137/22m1523066, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa65806
Zhu, Q., Chen, C., & Yuan, C. (2023). Schrödinger–Bopp–Podolsky System with Steep Potential Well. Qualitative Theory of Dynamical Systems, 22(4)
https://doi.org/10.1007/s12346-023-00835-7, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa64044
http://dx.doi.org/10.1007/s12346-023-00835-7
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.
https://doi.org/10.1007/s11075-023-01539-4, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63548
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.
https://doi.org/10.1016/j.spa.2023.07.015, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63996
http://dx.doi.org/10.1016/j.spa.2023.07.015
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
https://doi.org/10.1016/j.jmaa.2022.126956, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62241
Bao, J., Shao, J., & Yuan, C. (2023). Invariant probability measures for path-dependent random diffusions. Nonlinear Analysis, 228, 113201
https://doi.org/10.1016/j.na.2022.113201, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62231
Wu, Y. & Yuan, C. (2023). The Galerkin Analysis for the Random Periodic Solution of Semilinear Stochastic Evolution Equations. Journal of Theoretical Probability, 36(1)
https://doi.org/10.1007/s10959-023-01236-x, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62486
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.
https://doi.org/10.1007/s11766-022-3685-5, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62236
Wu, H., Hu, J., & Yuan, C. (2022). Stability of numerical solution to pantograph stochastic functional differential equations. Applied Mathematics and Computation, 431, 127326
https://doi.org/10.1016/j.amc.2022.127326, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa60256
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.
https://doi.org/10.1137/21m1454997, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa60511
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.
https://doi.org/10.1016/j.spa.2022.05.007, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa60066
SUO, Y., Yuan, C., & Zhang, S. (2022). Weak convergence of Euler scheme for SDEs with low regular drift. Numerical Algorithms, 90(2), 731-747.
https://doi.org/10.1007/s11075-021-01206-6, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa58372
SUO, Y., Yuan, C., & Zhang, S. (2022). Transportation cost inequalities for SDEs with irregular drifts. Stochastic Processes and their Applications, 144, 288-311.
https://doi.org/10.1016/j.spa.2021.11.007, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa58755
SUO, Y. & Yuan, C. (2021). Central Limit Theorem and Moderate Deviation Principle for McKean-Vlasov SDEs. Acta Applicandae Mathematicae, 175(1), 16
https://doi.org/10.1007/s10440-021-00444-z, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa58388
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.
https://doi.org/10.1016/j.jde.2021.06.031, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57821
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
https://doi.org/10.1063/5.0042650, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57086
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.
https://doi.org/10.1515/math-2021-0014, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57093
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.
https://doi.org/10.1080/07362994.2020.1796706, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57825
Huang, X. & Yuan, C. (2021). Comparison theorem for distribution-dependent neutral SFDEs. Journal of Evolution Equations, 21(1), 653-670.
https://doi.org/10.1007/s00028-020-00595-w, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57828
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.
https://doi.org/10.1080/00207160.2020.1737861, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa53882
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.
https://doi.org/10.3934/dcdsb.2020104, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57829
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.
https://doi.org/10.1137/20m1312356, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57822
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.
https://doi.org/10.1017/prm.2020.60, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57824
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.
https://doi.org/10.3934/dcds.2020224, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57826
Bao, J., Wang, F., & Yuan, C. (2020). Ergodicity for neutral type SDEs with infinite length of memory. Mathematische Nachrichten
https://doi.org/10.1002/mana.201800539, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa51765
SUO, Y. & Yuan, C. (2020). Large deviations for neutral stochastic functional differential equations. Communications on Pure & Applied Analysis, 19(4), 2369-2384.
https://doi.org/10.3934/cpaa.2020103, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa53628
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
https://doi.org/10.1142/s1664360719500061, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa50783
Hu, Y., Chen, H., & Yuan, C. (2019). Numerical solutions of neutral stochastic functional differential equations with Markovian switching. Advances in Difference Equations, 2019(1)
https://doi.org/10.1186/s13662-019-1957-z, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa49628
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.
https://doi.org/10.3934/dcdsb.2019108, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa52192
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.
https://doi.org/10.1137/19m1243580, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa53085
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.
https://doi.org/10.3934/dcdsb.2019062, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa52194
Shao, J. & Yuan, C. (2019). Stability of regime-switching processes under perturbation of transition rate matrices. Nonlinear Analysis: Hybrid Systems, 33, 211-226.
https://doi.org/10.1016/j.nahs.2019.02.009, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa49729
Zhang, X. & Yuan, C. (2019). Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching. Open Mathematics, 17(1), 689-699.
https://doi.org/10.1515/math-2019-0055, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa51370
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.
https://doi.org/10.3934/cpaa.2019018, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa43597
Bao, J., Wang, F., & Yuan, C. (2018). Asymptotic Log-Harnack inequality and applications for stochastic systems of infinite memory. Stochastic Processes and their Applications
https://doi.org/10.1016/j.spa.2018.12.010, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa47905
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.
https://doi.org/10.1016/j.amc.2018.06.051, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa41153
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.
https://doi.org/10.1137/17m1143927, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa40078
http://dx.doi.org/10.1137/17m1143927
Ji, Y. & Yuan, C. (2017). Tamed EM scheme of neutral stochastic differential delay equations. Journal of Computational and Applied Mathematics, 326, 337-357.
https://doi.org/10.1016/j.cam.2017.06.002, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa34590
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.
https://doi.org/10.1080/07362994.2017.1349613, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23974
Bao, J., Yin, G., & Yuan, C. (2017). Stationary distributions for retarded stochastic differential equations without dissipativity. Stochastics, 89(2), 530-549.
https://doi.org/10.1080/17442508.2016.1267180, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa36617
http://dx.doi.org/10.1080/17442508.2016.1267180
Bao, J., Shao, J., & Yuan, C. (2016). Approximation of Invariant Measures for Regime-switching Diffusions. Potential Analysis, 44(4), 707-727.
https://doi.org/10.1007/s11118-015-9526-x, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa28639
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.
https://doi.org/10.1515/fca-2016-0004, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31023
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.
https://doi.org/10.3150/14-BEJ677, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22805
https://projecteuclid.org/euclid.bj/1475001370
Bo, L. & Yuan, C. (2016). Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Stochastic Models, 32(3), 392-413.
https://doi.org/10.1080/15326349.2016.1155463, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31021
http://dx.doi.org/10.1080/15326349.2016.1155463
Fan, X. & Yuan, C. (2016). Lyapunov exponents of PDEs driven by fractional noise with Markovian switching. Statistics & Probability Letters, 110, 39-50.
https://doi.org/10.1016/j.spl.2015.11.025, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31025
Yuan, C. & Bo, L. (2016). Stochastic delay differential equations with jump reflection: invariant measure.. Stochastics, 88(6), 841-863.
https://doi.org/10.1080/17442508.2016.1149589, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa31020
Bao, J., Wang, F., & Yuan, C. (2015). Hypercontractivity for functional stochastic partial differential equations. Electronic Journal of Probability, 20(0)
https://doi.org/10.1214/EJP.v20-4108, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa26638
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.
https://doi.org/10.1016/j.jmaa.2014.12.060, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22796
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.
https://doi.org/10.1080/17442508.2014.914516, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22797
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
https://doi.org/10.1186/s13662-015-0412-z, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22800
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.
https://doi.org/10.1016/j.cam.2015.02.028, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22802
Bao, J., Wang, F., & Yuan, C. (2015). Hypercontractivity for functional stochastic differential equations. Stochastic Processes and their Applications, 125(9), 3636-3656.
https://doi.org/10.1016/j.spa.2015.04.001, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22803
Bao, J. & Yuan, C. (2014). Blow-up for Stochastic Reaction-Diffusion Equations with Jumps. Journal of Theoretical Probability
https://doi.org/10.1007/s10959-014-0589-1, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22804
Bao, J., Yin, G., & Yuan, C. (2014). Ergodicity for functional stochastic differential equations and applications. Nonlinear Analysis: Theory, Methods & Applications, 98, 66-82.
https://doi.org/10.1016/j.na.2013.12.001, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22792
Bao, J. & Yuan, C. (2014). Numerical approximation of stationary distributions for stochastic partial differential equations. Journal of Applied Probability, 51(3), 858-873.
https://doi.org/10.1239/jap/1409932678, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22793
Bao, J., Yin, G., Yuan, C., & Wang, L. (2014). Exponential ergodicity for retarded stochastic differential equations. Applicable Analysis, 93(11), 2330-2349.
https://doi.org/10.1080/00036811.2014.952291, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22794
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
https://doi.org/10.1142/S0219025714500313, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22795
Bao, J. & Yuan, C. (2013). Convergence rate of EM scheme for SDDEs. Proceedings of the American Mathematical Society, 141(9), 3231-3243.
https://doi.org/10.1090/S0002-9939-2013-11886-1, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22788
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.
https://doi.org/10.1155/2013/854743, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22789
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.
https://doi.org/10.1016/j.insmatheco.2013.05.006, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22790
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.
https://doi.org/10.4171/ZAA/1494, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22791
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., Wang, F., & Yuan, C. (2012). Bismut formulae and applications for functional SPDEs. Bulletin des Sciences Mathématiques
https://doi.org/10.1016/j.bulsci.2012.11.005, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa13495
BAO, J., Wang, F., & Yuan, C. (2012). DERIVATIVE FORMULA AND HARNACK INEQUALITY FOR DEGENERATE FUNCTIONAL SDEs. Stochastics and Dynamics, 1250013
https://doi.org/10.1142/S021949371250013X, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa13496
Bao, J., Mao, X., & Yuan, C. (2012). Lyapunov exponents of hybrid stochastic heat equations. Systems & Control Letters, 61(1), 165-172.
https://doi.org/10.1016/j.sysconle.2011.10.009, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22780
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)
https://doi.org/10.2478/s13540-012-0009-0, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22781
Bao, J. & Yuan, C. (2012). Stabilization of Partial Differential Equations by Lévy Noise. Stochastic Analysis and Applications, 30(2), 354-374.
https://doi.org/10.1080/07362994.2012.649632, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22782
Bao, J. & Yuan, C. (2012). Stabilization of Partial Differential Equations by Lévy Noise. Stochastic Analysis and Applications, 30(2), 354-374.
https://doi.org/10.1080/07362994.2012.649632, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22783
Shao, J., Wang, F., & Yuan, C. (2012). Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coefficients. Electronic Journal of Probability, 17(0)
https://doi.org/10.1214/EJP.v17-2140, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22784
Wang, F. & Yuan, C. (2011). Harnack inequalities for functional SDEs with multiplicative noise and applications. Stochastic Processes and their Applications, 121(11), 2692-2710.
https://doi.org/10.1016/j.spa.2011.07.001, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7560
Bao, J. & Yuan, C. (2011). Comparison Theorem for Stochastic Differential Delay Equations with Jumps. Acta Applicandae Mathematicae, 116(2), 119-132.
https://doi.org/10.1007/s10440-011-9633-7, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa19427
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.
https://doi.org/10.1137/100786812, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa1101
Bao, J. & Yuan, C. (2011). Comparison Theorem for Stochastic Differential Delay Equations with Jumps. Acta Applicandae Mathematicae, 116(2), 119-132.
https://doi.org/10.1007/s10440-011-9633-7, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7547
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.
https://doi.org/10.1137/100786812, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7549
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.
https://doi.org/10.1016/j.cam.2011.05.043, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7553
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.
https://doi.org/10.1016/j.camwa.2011.03.088, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7554
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.
https://doi.org/10.1016/j.na.2011.06.043, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7556
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.
https://doi.org/10.1016/j.jmaa.2010.01.019, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7555
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.
https://doi.org/10.1016/j.jmaa.2010.02.053, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7551
Wang, F. & Yuan, C. (2010). Poincaré Inequality on the Path Space of Poisson Point Processes. Journal of Theoretical Probability, 23(3), 824-833.
https://doi.org/10.1007/s10959-009-0232-8, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7552
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.
https://doi.org/10.1090/S0002-9939-10-10230-5, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa902
Yuan, C. & Mao, X. (2010). Stability of Stochastic Delay Hybrid Systems with Jumps. European Journal of Control, 16(6), 595-608.
https://doi.org/10.3166/EJC.16.595-608, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7562
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.
https://doi.org/10.1137/080727191, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa8396
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.
https://doi.org/10.1080/17442500903251832, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa1062
Jacob, N., Wang, Y., & Yuan, C. (2009). Numerical Solutions of Stochastic Differential Delay Equations with Jumps. Stochastic Analysis and Applications, 27(4), 825-853.
https://doi.org/10.1080/07362990902976637, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa1066
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.
https://doi.org/10.1080/17513750802020804, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7561
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.
https://doi.org/10.1016/j.spl.2009.04.006, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7548
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.
https://doi.org/10.1098/rspa.2008.0486, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa900
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.
https://doi.org/10.1016/j.spa.2007.09.005, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa901
Yang, Z., Mao, X., & Yuan, C. (2008). Comparison theorem of one-dimensional stochastic hybrid delay systems. Systems & Control Letters, 57(1), 56-63.
https://doi.org/10.1016/j.sysconle.2007.06.014, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7550
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.
https://doi.org/10.1080/07362990701857251, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7557
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.
https://doi.org/10.1137/060658138, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa1637
Mao, X., Yin, G., & Yuan, C. (2007). Stabilization and destabilization of hybrid systems of stochastic differential equations. Automatica, 43(2), 264-273.
https://doi.org/10.1016/j.automatica.2006.09.006, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23932
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
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.
https://doi.org/10.1007/s00211-007-0113-y, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23928
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.
https://doi.org/10.1080/07362990600958937, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23934
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.
https://doi.org/10.1155/JAMSA/2006/80967, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23937
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.
https://doi.org/10.1016/j.cam.2005.07.004, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23938
Yuan, C., Lygeros, J., & Yuan, C. (2006). Asymptotic Stability and Boundedness of Delay Switching Diffusions. IEEE Transactions on Automatic Control, 51(1), 171-175.
https://doi.org/10.1109/TAC.2005.861690, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23940
Chenggui Yuan, ., Lygeros, J., & Yuan, C. (2005). On the exponential stability of switching diffusion processes. IEEE Transactions on Automatic Control, 50(9), 1422-1426.
https://doi.org/10.1109/TAC.2005.854641, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23942
Yuan, C. (2005). Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching. Stochastic Analysis and Applications, 23(6), 1259-1276.
https://doi.org/10.1080/07362990500292742, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23941
Yuan, C. & Lygeros, J. (2005). Stabilization of a class of stochastic differential equations with Markovian switching. Systems & Control Letters, 54(9), 819-833.
https://doi.org/10.1016/j.sysconle.2005.01.001, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23943
Mao, X., Yuan, C., & Zou, J. (2005). Stochastic differential delay equations of population dynamics. Journal of Mathematical Analysis and Applications, 304(1), 296-320.
https://doi.org/10.1016/j.jmaa.2004.09.027, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23944
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.
https://doi.org/10.1080/10236190412331314150, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23945
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.
https://doi.org/10.1016/j.cam.2004.03.016, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23946
Yuan, C. & Mao, X. (2004). Robust stability and controllability of stochastic differential delay equations with Markovian switching. Automatica, 40(3), 343-354.
https://doi.org/10.1016/j.automatica.2003.10.012, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23947
Yuan, C. & Mao, X. (2004). Stability in Distribution of Numerical Solutions for Stochastic Differential Equations. Stochastic Analysis and Applications, 22(5), 1133-1150.
https://doi.org/10.1081/SAP-200026423, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23948
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.
https://doi.org/10.1016/j.matcom.2003.09.001, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa1636
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
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.
https://doi.org/10.1016/S0167-6911(03)00154-3, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23949
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.
https://doi.org/10.1016/S0304-4149(02)00230-2, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa1635
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.
https://doi.org/10.1081/SAP-120020434, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23952
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.
https://doi.org/10.1081/SAP-120020427, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa23953
Bao, J., Shao, J., & Yuan, C. (n.d.) Invariant Measures for Path-Dependent Random Diffusions. ArXiv: 1706.05638
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa36619

Authored Books

Bao, J., Yin, G., & Yuan, C. (2016). Asymptotic Analysis for Functional Stochastic Differential Equations Springer.
https://doi.org/10.1007/978-3-319-46979-9, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa36618
https://link.springer.com/book/10.1007/978-3-319-46979-9

Supervision

An advanced study of approximation of McKean–Vlasov stochastic differential equations (current)

PhD

Other supervisor: Prof Eugene Lytvynov
Mckean-Vlasov stochastic delay differential equations (current)

PhD

Other supervisor: Prof Eugene Lytvynov
Algebraic Methods in Feedback Control and Splines with Boundary Conditions (awarded 2026)

PhD

Other supervisor: Dr Nelly Villamizar
Convergence of Numerical Solutions of Stochastic Differential Delay Equations (awarded 2024)

PhD

Other supervisor: Prof Feng-Yu Wang

Other supervisor: Prof Eugene Lytvynov

Taught Modules

MA-013 Coordinate Geometry and Applications

This module introduces the fundamental methods of coordinate geometry and trigonometry for describing and manipulating geometric shapes. Students will learn to represent lines, circles, and other curves using different coordinate systems, including Cartesian, parametric, and polar forms, and will apply trigonometric principles to solve problems involving angles, distances, and periodic phenomena. Furthermore, the module covers vectors and matrices as tools for describing linear transformations and solving systems of equations and inequalities, thereby linking algebraic techniques to geometric interpretations.
MA-282 Game Theory and Optimization

Game theory is about strategies for making decisions, in cases where there are two or more players. The complication is that the possible choices for the other players may influence a particular player's choice of strategy. Economics has many examples of the application of game theory, but it has also been applied to areas as diverse as global politics (e.g. the Cuban missile crisis) and evolutionary biology (e.g. the hawks and doves game). Optimisation is about finding the optimum strategy (e.g. maximising profit for a company) by maximising or minimising a function in a specified domain. Again it has applications in economics, but it has also been used in engineering design (e.g. genetic algorithms were used to design the superconducting magnets in the CERN particle accelerator) and molecular biology (modelling shapes of molecules by minimising energy).
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.
MA-D01 Actuarial Science 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-M064 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.
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.
MASM08 Mathematics and Computing for Finance Project

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.

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

Professor Chenggui Yuan

Telephone number

Email address

Research Links

About

Areas Of Expertise

Career Highlights

Research Highlights

All Research

An advanced study of approximation of McKean–Vlasov stochastic differential equations (current)

Mckean-Vlasov stochastic delay differential equations (current)

Algebraic Methods in Feedback Control and Splines with Boundary Conditions (awarded 2026)

Convergence of Numerical Solutions of Stochastic Differential Delay Equations (awarded 2024)

MA-013 Coordinate Geometry and Applications

MA-282 Game Theory and Optimization

MA-364 Markov Processes and Applications

MA-D01 Actuarial Science Masters Dissertation

MA-M064 Markov Processes and Applications

MA-M64 Markov Processes and Applications

MASM08 Mathematics and Computing for Finance Project

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

Research Associate, University of Cambridge

Lecturer, Swansea University

Senior Lecturer, Swansea University

Reader, Swansea University

Professor, Swansea University

External examiner, University of Liverpool

The 15th international workshop on Markov processes and related topics

The 14th international workshop on Markov processes and related topics

The Ecological and Biological Systems

The Bielefeld-Edinburgh-Swansea Stochastic Spring

The Bielefeld Stochastic Summer

The 13th international workshop on Markov processes and related topics

Beijing-London-Swansea Workshop

Stochastic Analysis and Related Topics

The 12th international workshop on Markov processes and related topics