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袁成桂简介

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    袁成桂,男,
1965年生,现任英国斯旺西大学数学系教授,博士生导师。目前是南昌大学赣江特聘讲座教授,与南昌大学理学院数学系开展了科研合作,并进行研究生的联合培养。

教育经历

学士(B.Sc  1981. 9-1985. 6     中国     华中师范大学             数学

硕士(M.Sc)   1985. 9-1988. 6     中国     北京师范大学             数学

博士(Ph.D  1992. 1-1994. 6     中国     中南大学                 数学

博士(Ph.D  2000.10-2003.6     英国     University of Strathclyde     数学

工作经历

教授                     2016-           英国斯旺西大学

副教授                   2011-2016       英国斯旺西大学

高级讲师                 2008-2011       英国斯旺西大学

讲师                     2004-2008       英国斯旺西大学

副研究员                 2003-2004       英国剑桥大学

副教授                   1996-2000       中南大学

讲师                     1994-1996       中南大学

讲师                     1988.7-1991.12   武汉大学

 

研究领域

    袁成桂博士是国际知名的数学家,在随机分析、随机控制、泛函不等式、微分方程数值解、金融数学与人口动态学等方面作出做出了一系列开拓性的贡献。目前已发表80多篇研究论文,所有论文都在随机分析、数值解及随机控制方向的顶尖国际杂志上发表,包括:Stochastic Processes and Applications, Bernoulli, SIAM J. Control Optim., Proceeding of The Royal Society A, SIAM Journal on Numerical Analysis, Numerische Mathematik, Proc. Amer. Math. Soc., Journal of Bulletin des Sciences Mathematiques, Automatica and IEEE Transaction on Automatic Control,等等。出版专著4部。

 

研究亮点

Ø  H-index: 23
Ø  i-10 index: 45
Ø  Total citations: 3855
Ø  H-index since 2012: 20
Ø  Total citations since 2012: 40
Ø  Total citations since 2012: 2522

 

 

 

 

 

 

科研成就

    2000年至今,共出版了4本专著,共发表论文80余篇,其中有60余篇被SCI检索。主要成果如下:

1.      首次建立了随机泛函微分方程的Harnack不等式和Bismut 导数公式

Harnack不等式是比较正调和函数两不同点函数值之间关系的不等式,这类不等式在几何和分析中非常重要,Perelman在证明Poincare猜想时就用到Harnack不等式。与北京师范大学王凤雨教授一起,将耦合方法推广倒随机泛函微分方程,并利用Girsanov变换建立一类新型的泛函微分方程的解的Harnack不等式,从而我们可以描述和刻划系统的很多重要性质,我们用Harnack不等式作热核估计,在几何上热核估计可以控制不同的几何量,比如Sobolev常数,Green函数, Poincare不等式。在随机分析中,我们可以用它作密度函数的估计,另外我们可以用Harnack不等式对系统的压缩性和不变测度进行研究。我们利用耦合方法和Malliavin计算给出了随机泛函微分方程的Bismut 导数公式,对Bismut导数公式的研究具有很重要的意义,例如:Bismut 导数公式对半群的正则性的研究是非常强有率的工具。

2.      首次全面系统地建立具有马氏调制的随机微分方程的理论

复杂系统结合了连续参数和离散参数来描述动率系统,离散参数的变化而得到不同的模型,用连续时间马氏链调制的复杂系统可以用来描述结构和参数可能突然变化的实际模型,这类系统已被广泛地应用到机械工程,经济管理,通信,生物工程和金融市场等。2006年和毛学荣教授合写的专著Stochastic Differential equations with Markovian Switching,第一次系统地介绍了具有马氏调制的随机微分方程的理论其中包括这类方程的一般Ito公式,解的存在唯一性、数值解、稳定性、平稳分布、及其这类方程在人口模型和金融方面的应用。这本专著已被引用893次。发表在Stochastic Processes and Their Applications论文“Asymptotic stability in distribution of stochastic differential equations with Markovian switching”已被引用150次。(数据来源:Google scholar)。

3.      首次建立了具有马氏调制的随机系统的鲁棒和反馈控制理论。

鲁棒控制是指控制系统在一定的参数摄动下,系统维持某些性能稳定性的特性。由于工作状况变动、外部干扰以及建模误差的缘故,实际工业过程的精确模型很难得到,而系统的各种故障也将导致模型的不确定性,因此可以说模型的不确定性在控制系统中广泛存在。如何设计一个固定的控制器,使具有不确定性的对象满足控制品质,也就是鲁棒控制。反馈控制是指将系统的输出信息返送到输入端,与输入信息进行比较,并利用二者的偏差进行控制的过程。鲁棒控制和反馈控制是国内外科研人员的在控制领域重要研究课题。分别发表在控制理论最高杂志自动化Automatica)和系统与控制快报”(Systems and Control Letters)的文章,Robust stability and controllability of stochastic differential delay equations with Markovian switching”“Stabilization of a class of stochastic differential equations with Markovian switching”全面阐述对具有马氏调制的随机时滞微分方程的鲁棒控制理论和反馈控制理论,从而带动了一系列深刻的研究,这两篇论文已经分别被引用220 次和129次。(数据来源:Google scholar)。

4.      首次建立了具有马氏调制的随机微分方程的数值解的理论

众所周知,非线性随机微分方程很难有解析解,因此在实际中数值解显得非常重要。因为具有马氏调制的随机微分方程有连续参数和离散参数,所以怎么定义数值解和证明数值解的收敛性变得困难。在过去的十年中,我系统的研究了随机微分方程的数值解,建立数值解的平稳分布和解析解的平稳分布之间的关系。第一次给出计算机仿真具有马氏调制的随机微分方程的数值解的理论依据,论文Convergence of the Euler-Maruyama method for stochastic differential equations with Markovian switching”发表在数学和计算机仿真(Mathematics and Computers in Simulation)是在这方面的开创性文章,奠定了在这方面的理论基础,这篇文章引用70多次(数据来源:Google scholar)。发表在数值解理论最高杂志“Siam Journal on Numerical Analysis” 论文“Almost and moment exponential stability in the numerical simulation of stochastic differential equations” 第一次给出了线性微分方程的Euler数值解的几乎处处指数稳定和矩指数稳定当且仅当精确解几乎处处指数稳定和矩指数稳定,并对非线性微分方程的Euler数值解的几乎处处指数稳定和矩指数稳定与原方程的解的几乎处处指数稳定和矩指数稳定做了深入的研究,这篇文章被引用110多次(数据来源:Google scholar)。我们已将这些结果推广到带跳的随机复杂系统,并在比较好的条件下得到了数值解的收敛速度。

5.      首次建立了带跳的随机人口模型

人口模型是用来描述人口(物种)系统中人的出生、死亡和迁移随时间变化的情况,以及它们之间定量关系的数学方程式或方程组。人口控制论首要任务是建立人口系统的数学模型在应用方面。20世纪30年代Lotka建立了人口的定常积分方程模型。40年代Leslie建立了差分方程组模型。70PollardLeslie模型基础上提出了随机模型。本人在人口模型方面作出的主要工作有:将随机人口模型推广到带事滞随机人口模型,在理论上,给予了这类模型的平稳性、爆炸性(急剧增加)和灭绝性的充分条件。发表在数学分析及其应用(Journal of Mathematical Analysis and Applications)的文章Stochastic differential delay equations of population dynamics” 第一次系统地描述具有时滞的随机人口模型的平稳性和不灭性,这篇论文已被他引114次。今年首次进一步推广到带跳的随机人口模型,因为这些模型可能更切合实际。另外,本人对金融模型也作了很多的研究,例如将金融模型推广到具有马氏调制的模型。

6.      首次给出了具有双时间尺度的随机时滞随机微分方程的稳定性的条件

    发表在数学分析及其应用(Journal of Mathematical Analysis and Applications)的文章Stability of hybrid stochastic delay systems whose discrete components having a large state space: a two-tine-scale approach 第一次系统的描述具有双时间尺度的随机时滞随机微分方程的稳定性。因为在这种系统中,调制马氏链的状态空间很大并包括快和慢的运动,从而导致系统许多计算相当复杂。在一定条件下,我们找到了一个比原系统简单的极限系统,用极限系统来刻划系统的稳定性,大量减少了计算量,在应用学科具有相当重要的意义。

 

长期担任以下学术期刊的审稿人:

_ Automatica.

_ IEEE Transactions on Automatic Control.

_ SIAM Journal on Control and Optimization.

_ SIAM Journal on Mathematical Analysis.

_ SIAM Journal on Numerical Analysis.

_ Statistics and Probability Letters.

_ Stochastic Processes and Their Applications.

_ Stochastics: An International Journal of Probability and Stochastic Reports.

_ Systems & Control Letters.

_ Journal of Computational and Applied Mathematics.

_ Ergodic Theory and Dynamical Systems.

 

邀请报告

Keynote speaker

_ Markov Processes and Related Topics, Shanghai, July, 2015.

_ Markov Processes and Related Topics, Xian, July, 2014.

_ East Midlands Stochastic Analysis Seminar, York, UK, May, 2014.

_ Markov Processes and Related Topics, Chengdu, July, 2013.

_ Swansea-Beijing workshop, April, 2012.

_ Leverhulme International Network, UK, September, 2011.

_ Leverhulme International Network, UK, August-September, 2010.

_ Markov Processes and Related Topics, Beijing, July, 2010.

_ BMC, York, March, 2008.

_ BMC, Swansea, April, 2007.

_ Stochastic Analysis Workshop, Marburg, June, 2007.

_ Stochastic Analysis Workshop, Beijing, China, August, 2006.

_ Gregynog Mathematics Colloquium, Gregynog, May 2005.

_ Hybrid systems: Computation and Control, 7th International Workshop, Philadelphia, March 2004.

 

Invited talks at departmental seminars and colloquia

_ University of Strathclyde, Glasgow, June, 2015.

_ University of Strathclyde, Glasgow, June, 2013.

_ Central South University, Changsha, China, December, 2013.

_ University of She_led, May 2013.

_ University of Manchester, February 2011.

_ University of Edinburgh, February 2011.

_ Hebei University of Technology, July 2010.

_ Sun Yat-Sen University, July 2010.

_ Wayne State University, September 2009

_ TU Dresden, July 2009.

_ University of Leicester, May 2008.

_ ETH, June 2007.

_ University of Liverpool, November 2006.

_ University of Loughborough, November 2006.

_ Wayne State University, April 2005.

_ University of Oxford, October 2005.

 

科研项目

[1] The Co-Fund research Grant (Jan. 2017-Dec. 2019)/Functional Stochastic Differ-

ential Equations to Nature Systems". The total award for this project is $174411,

which funded by Strengthening International Research Capacity in Wales (SIRCIW)

and Swansea University. The SIRCIW Fellowship programme is a postdoctoral fellowship scheme part funded by the European Commission under Horizon 2020's Marie Sklodowska-Curie Actions COFUND scheme.

[2] NERC grant (March 2016-Feb. 2019) /Interactions between sources of environment change: How do resource equality and coloured environments drive multi-trophic eco-evolutionary dynamics." The total award for this project is $789,927 with $334,238 being the Swansea component. Co-Investigator. In this project, I am responsible for developing mathematical methods critical in the development of this project, i.e. I will develop the deterministic framework used to describe the experimental populations in constant environments to incorporate environmental stochasticity.

[3] Two PhD studentships From Swansea University for the interdisciplinary research

theme on complex microbial interaction study in 2013. Primary supervisor for one

student.

[4] Appointment of RA for two months to promote collaboration with Beijing Normal

University, January -February, 2013. Awarded by EPSRC sponsorship bid for in the

College Research funding, Principal investigator, amount of the grant: $6022.

[5] Visited by Professor George Gang Yin to give lecturers at Swansea, Strathclyde and Oxford, May 3rd-May 17th, 2010. Awarded by London Mathematical Society. Members of project: X. Mao, C. Yuan (Principal investigator) and X. Zhou, amount of the grant: $1200.

[6] Workshop on Stochastic Di_erential Equations: Theory, Numerics and Applications, May 19th, 2010.Awarded by London Mathematical Society. Principal investigator, amount of the grant: $2000.

[7] International Travel Grant, July 19th-July 23rd , 2010. Awarded by Royal Society.

Principal investigator, amount of the grant: $800.

出版的专著

[1] Bao, J., Yin, G and Yuan C, Asymptotic Analysis for Functional Di_erential Equations, Springer, 2016.

[2] Mao, X and Yuan, C, Stochastic Differential Equations with Markovian Switching, 409pages, London, Imperial College Press, 2006

[3] Birth and Death Processes, Co-authors: Hou, Z. et al., (Chinese) Hunan Science and Technology Publishing House, June, 2000.

[4] Markov Skeleton Processes, Co-authors: Hou, Z. et al., 483 pages, (Chinese) Hunan Science and Technology Publishing House, December, 2000.

发表的论文

1. J. Bao, G. Yin and C. Yuan, Two-time-scale stochastic partial differential equations

driven by alpha-stable noise: averaging principles, Bernoulli, 23 (2017), 645-669.

2. L. Bo and C. Yuan, Stability in distribution of Markov-modulated stochastic differential delay equations with reection, Stochastic Modelling, 32 (2016), 392-413.

3. L. Bo and C. Yuan, Stochastic delay differential equations with jump reection: in-

variant measure, Stochastics: An International Journal of Probability and Stochastic

Reports, 88 (2016), 841-863.

4. J. Bao, J. Shao and C. Yuan, Approximation of invariant measures for regime-switching diffusions, Potential Analysis, 44(2016), 707-727.

5. J. Bao and C.Yuan, Blow-up for Stochastic Reaction-Diffusion Equations with Jumps, J. Theoret. Probab. 29 (2016), 617-631.

6. X. Fan and C. Yuan, Lyapunov exponents of PDEs driven by fractional noise with

Markovian switching, Statistics and Probability Letters, 110 (2016), 39-50.

7. K. Hu, N. Jacob and C. Yuan, Existence and uniqueness for a class of stochastic

time fractional space pseudo-differential equations, Fractional Calculus and Applied

Analysis, 19(1) 2016.

8. J. Bao and C.Yuan, Large deviations for neutral functional SDEs with jumps, Stochastics: An international Journal of Probability and Stochastic Processes, 87 (2015), 48-70.

9. G. Lan and C. Yuan, Exponential stability of the exact solution and theta-EM ap-

proximations to neutral SDDEs with Markovian switching, J. Comput. Appl. Math.

285(2015), 230-242.

10. J. Bao, F. Y. Wang and C. Yuan, Hypercontractivity for functional stochastic partial differential equations, Electron. J. Proba. 20 (2015), 1-15.

11. X. Zhang, C. Zhu and C. Yuan, Approximate controllability of fractional impulsive evolution systems involving nonlocal initial conditions, Adv. Difference Equ. 2015, 2015:244, 14pp.

12. J. Bao, F. Y. Wang and C. Yuan, Hypercontractivity for functional stochastic differential equations, Stochastic Process. Appl. 125(2015), 3636-3656.

13. J. Shao and C. Yuan, Transportation-cost inequalities for diffusions with jumps and its application to regime-switching process, J. Math, Anal. Appl. 425 (2015), 632-654.

14. J. Bao and C.Yuan, Large deviations for neutral functional SDEs with jumps, Stochastics: An international Journal of Probability and Stochastic Processes, 87 (2015), 48-70.

15. X. Zhang, C. Zhu and C. Yuan, Approximate controllability of impulsive fractional stochastic differential equations with state-dependent delay, Adv. Difference Equ. 2015, 2015:91, 12pp.

16. J. Bao and C.Yuan, Numerical analysis for neutral SPDEs driven by alpha-stable

processes, In_nite Dimensional Analysis, Quantum Probability and Related Topics,

17(4) (2014), 1450031.

17. J. Bao, G. Yin, C. Yuan, L. Wang, Exponential ergodicity for retarded stochastic

differential equations, Appl. Anal., 93( 2014), 2330-2349.

18. J. Bao and C.Yuan, Numerical approximation of stationary distribution for stochastic partial differential equations, J. Appl. Prob., 51( 2014), 858-873.

19. J. Bao, G. Yin and C. Yuan, Ergodicity for functional stochastic di_erential equations and applications, Nonlinear Analysis, 98(2014), 66-82.

20. J. Bao and C.Yuan, Long-term behavior of stochastic interest rate models with jumps and memory, Insurance Math. Econom., 53(2013), 266-272.

21. J. Bao, F. Y.Wang and C. Yuan, Transportation cost inequalities for neutral functional stochastic equations, ZAA. Journal for Analysis and Applications, 32 (2013), 457-475.

22. J. Bao and C.Yuan, Convergence rate of EM scheme for SDDEs, Proc. Amer. Math. Soc., 141 (2013), 3231-3243.

23. J. Bao, F. Y.Wang, C.Yuan, Bismut Formulae and Applications for Functional SPDEs, Journal of Bulletin des Sciences Mathematiques, 137(2013), 509-522.

24. C. Yuan and J. Bao, On the Exponential Stability for Switching-Di_usion Processes with Jumps, Quarterly of Applied Mathematics, 71 (2013), 311-329.

25. J. Bao, F. Y. Wang, C.Yuan, Derivative Formula and Harnack Inequality for Degenerate Functional SDEs, Stochastics & Dynamics, 13 (2013), pp22.

26. J. Shao, F.Y. Wang, C.Yuan, Harnack inequalities for stochastic (functional) differential equations with non-Lipschitzian coeffcients, Electron. J. Probab. 17(2012), pp18.

27. J. Bao and C. Yuan, Stochastic population dynamics driven by Levy noise, Journal of Mathematical Analysis and Applications, 391(2012), 363-375.

28. J. Bao and C. Yuan, Stabilization of partial di_erential equations by Levy noise,

Stochastic Analysis and Applications, 30(2012), 354-374

29. K. Hu, N. Jacob and C.Yuan, On an equation being a fractional di_erential equation with respect to time and a pseudo-di_erential equation with respect to space related to Levy-type processes, Fractional Calculus and Applied Analysis, 15(2012), 128-140.

30. J. Bao, X. Mao and C. Yuan, Lyapunov Exponents of Hybrid Stochastic Heat Equations,Systems & Control Letters, 61(2012), 165-172.

31. J. Bao and C. Yuan, Comparison Theorem for Stochastic Di_erential Delay Equations with Jumps, Acta Applicanda Mathematicae, 116 (2011), 119-132.

32. J. Bao, B. Bottcher, X. Mao and C. Yuan, Rate of convergence for numerical solutions to SFDEs with jumps, Journal of Computational and Applied Mathematics, 236 (2011), 119-131.

33. F.Y. Wang and C. Yuan, Harnack Inequalities for Functional SDEs with Multiplicative Noise and Applications, Stochastic Processes and Applications, 121 (2011), 2692-2710.

34. J. Bao, X. Mao, G. Yin and C. Yuan, Competitive Lotka-Volterra Population Dynamics with Jumps, Nonlinear Analysis, 74 (2011) 6601-6616.

35. L. Bo and C. Yuan, A note on stability in distribution of Markov-modulated stochastic differential equations with reection, Computers and Mathematics with Applications, 61 (2011) 3010-3016.

36. J. Bao, A. Truman and C. Yuan, Almost sure asymptotic stability of stochastic partial differential equations with jumps, SIAM J. Control Optim., 49, 771-787 (2011).

37. C. Yuan and G. Yin, Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach, J. Math. Anal. Appl.,

368 (2010), 103-119.

38. F.Y. Wang and C. Yuan, Poincare Inequality on the Path Space of Poisson Point

Processes, J. Theor. Probab., 23 (2010), 824-833.

39. G. Yin, X. Mao, C. Yuan and D. Cao, Approximation Methods for Hybrid Di_u-

sion Systems with State-dependent Switching Processes: Numerical Algorithms and

Existence and Uniqueness of Solutions, SIAM J. Math. Anal. 41(2010) 2335-2352 .

40. Z.Hou, J. Bao and C. Yuan, Exponential stability of energy solutions to stochastic

partial di_erential equations with variable delays and jumps, J.Math. Anal. 366

(2010) 44-54.

41. J. Bao, Z. Hou and C. Yuan , Stability in distribution of mild solutions to stochastic partial differential equations, Proc. Amer. Math. Soc., 138 (2010) 2169-2180.

42. C.Yuan and X. Mao, Stability of stochastic delay hybrid systems with jumps, European Journal of Control, 16 (2010), 595-608.

43. J. Bao, A. Truman and C. Yuan, Stability in Distribution of Mild Solutions to Stochastic Partial Di_erential Delay Equations with Jumps, Proceeding of The Royal Society A, 465 (2009), 2111-2134.

44. J. Bao, Z. Hou and C. Yuan, Stability in distribution of neutral stochastic differential delay equations with Markovian switching, Stoch. Prob. Letters, 79 (2009), 1663-1673.

45. N. Jacob, Y. Wang and C. Yuan, Numerical solutions of stochastic di_erential delay equations with jumps, Stochastic Anal. Appl., 27 (2009), 825-853.

46. N. Jacob, Y. Wang and C. Yuan, Stochastic Differential Delay Equations with Jumps, Under Nonlinear Growth Condition, Stochastics An International Journal of Probability and Stochastic Processes, 81 (2009), 571-588.

47. C. Yuan, X. Mao and J. Lygeros, Stochastic hybrid delay population dynamics: well-posed models and extinction,Journal of BiologicalDynamics, 3 (2009)1-21,2009.

48. C. Yuan and X. Mao, A Note on the Rate of Convergence of the Euler-Maruyama

Method for Scholastic Di_erential Equations, Stochastic Analysis and Applications, 26 (2008) 325-333.

49. X. Mao, Y. Shen and C. Yuan, Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching, Stochastic Processes and Applications, 118 (2008), 1385-1406.

50. Z. Yang, X. Mao and C. Yuan, Comparison theorem of one-dimensional tochastic

hybrid delay systems, Systems and Control Letters, 57 ( 2008), 56-63.

51. C. Yuan and X. Mao, A note on numerical solutions of stochastic functional differential equations with Markovian switching, Funct. Differ. Equ., 14(2007), 161-172.

52. Y. Wang and C. Yuan, Convergence of the Euler-Maruyama method for stochastic differential equations with respect to semimartingales, Appl. Math. Sci., 1 (2007), 2063-2077.

53. D. J. Higham, X. Mao and C. Yuan, Preserving exponential mean-square stability

in the simulation of hybrid stochastic differential equations, Numerische Mathematik,

108(2007), 295-325.

54. D. J. Higham, X. Mao and C. Yuan, Almost sure and moment exponential stabil-

ity in the numerical simulation of stochastic differential equations, SIAM Journal on

Numerical Analysis, 45(2007), 592-609.

55. X. Mao, C. Yuan and G. Yin, Approximations of EulerMaruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions, Journal of Computational and Applied Mathematics, 205(2007), 936-948.

56. X. Mao, G. Yin and C. Yuan, Stabilization and destabilization of hybrid systems of stochastic di_erential equations, Automatica, 43(2007), 264 273.

57. C. Yuan and X. Mao, Attraction and stochastic asymptotic stability and boundedness of stochastic functional differential equations with respect to semimartingales, Stochastic Analysis and Applications, 24(2006), 1169-1184.

58. X. Mao, A. Truman and C. Yuan, Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching, Journal of Applied Mathematics and Stochastic Analysis, Volume 2006, Article ID 80967, 20 pages (2006).

59. C. Yuan and W. Glover, Approximate solutions of stochastic differential delay equations with Markovian switching, Journal of Computational and Applied Mathematics, 194(2006), 207-226.

60. C. Yuan and J. Lygeros, Asymptotic stability and boundedness of delay switching

Diffusions, IEEE Tran. Auto. Control, 51(2006), 171- 175.

61. C. Yuan, Stability in terms of two measures for stochastic differential equations with Markovian switching, Stochastic Analysis and Applications, 23(2005), 1259-1276.

62. C. Yuan and J. Lygeros, On the exponential stability of switching di_usion processes, IEEE Tran. Auto. Control, 50 (2005), 1422- 1426.

63. C. Yuan and J. Lygeros, Stabilization of a class of stochastic differential equations with Markovian switching, Systems and control letters, 54 (2005), 819-833.

64. X. Mao, C. Yuan and J. Zou, Stochastic differential delay equations of population

dynamics, Journal of Mathematical Analysis and Applications, 304(2005), 296-320.

65. X. Mao, C. Yuan and G. Yin, Numerical methods for stationary distributions of

stochastic di_erential equations with Markovian switching (variable stepsize), Journal of Computational and Applied Mathematics, 174(2005), 1-27.

66. C. Yuan and X. Mao, Stationary distributions of Euler-Maruyama-type stochastic difference equations with Markovian switching and their convergence (constant stepsize), Journal of Difference Equations and Applications, 11(2005), 29-48.

67. C. Yuan and X. Mao, Stability in distribution of numerical solutions for stochastic

differential equations, Stochastic Analysis and Its Applications, 22(2004), 1133-1150.

68. C. Yuan and X. Mao, Robust stability and controllability of stochastic di_erential

delay equations with Markovian switching, Automatica, 40(2004), 343-354.

69. C. Yuan and X. Mao, Convergence of the Euler-Maruyama method for stochastic

differential equations with Markovian switching, Mathematics and Computers in Simulations, 64(2004), 223-235.

70. C. Yuan and X. Mao, Asymptotic stability in distribution of stochastic differential

equations with Markovian switching, Stochastic Processes and Their Applications,

103(2003), 277-291.

71. C. Yuan and X. Mao, Asymptotic stability and boundedness of stochastic differential equations with respect to semimartingales, Stoch. Anal. and Appl., 21(2003), 737-751.

72. C. Yuan, J. Zou and X. Mao, Stability in distribution of stochastic differential delay equations with Markovian switching, Systems and Control Letters, 50(2003), 195-207.

73. Z. Hou, C. Yuan, J. Zou, Z. Liu, J. Luo, G. Liu and P. Shi, Transient distribution of the length of GI/G/N queueing systems, Stoch. Anal. Appl., 5(2003), 567-592.

74. C. Yuan, Stability in terms of two measures for stochastic di_erential equations,Dynamics of Continuous, Discrete and Impulsive Systems, 10(2003), 895-910.

75. W. Lu, C. Yuan and H. Zhang, Heavy tra_c limits theorem for Lu-Kumar reentrant queueing networks, (Chinese), Math. Econ., 19(2002), 55-59.

76. J. Luo and C. Yuan, Oscillation criteria for second order nonlinear neutral differential equations, Ann. Di_erential Equations, 15, (1999), 401-406.

77. C. Yuan, Z. Hou and J. Zou, Fractal measure and dimension of curved surface, (Chinese), J. Changsha Railway University, 17(1999), 26-28 .

78. C. Yuan and Z. Hou, The su_cient and necessary condition of multidimensional Q-processes stochastically monotone, (Chinese), Math. in Econ., 15(1998), 26-28.

79. C. Yuan, A remark Li-Yorke chaos property of shift map on general non-tight space,(Chinese), Hunan Annals of Mathematics, 18(1998), 20-21 .

80. C. Yuan, Chaos of shift maps on inverse limit space, (Chinese), Hunan Annals of

Mathematics, 17(1997), 58-59.

81. Z. Hou , J. Zou and C. Yuan, Applications of QNQL processes in the queueing theory (I) input processes (I.I.D case), (Chinese), Math. Econ., 13(1996) 1-8.

82. X. Gao and C. Yuan, Continuous time MDP with average return criterion, (Chinese), Hunan Annals of Mathematics, 16(1996), 6-12.

83. C. Yuan and J. Zou, Multidimensional stochastically monotone Q-processes, (Chinese), Hunan Annals of Mathematics, 15(1995), 12-15.

84. Y. Zhu and C. Yuan, The Optimization problem of random model, Journal of Changsha Railway University, 13(2), 1995.

85. D. Tang and C. Yuan, A remark on multidimensional martingale, (Chinese), Journal of Central China Normal University, Monog. 1 1994.

86. Z. He and C. Yuan, A remark on the statistically self-similar probability measure,

(Chinese), Journal of Changsha Railway University, 11 (2), 1993.

87. C. Yuan, The su_cient and necessary condition about dual equation, (Chinese), Applied Probability and Statistics, 9(1993), 33-40.

88. C. Yuan, The existence of Hamiltonian dynamic processes, (Chinese) Applied Probability and Statistics, 8(1992), 122-128.

其他成果

1. C. Yuan, "Discrete-Time Markov Chains" by G. Yin and Q. Zhang, IEEE Tran. Aut. Ctrol., 51(2006) ,1080-1081.

2. C. Yuan, J. Lygeros, W. Glover and J. M. Maciejowski, Moment asymptotic stability of stochastic hybrid delay systems, Proc. IFAC World Congress, July, (2005).

3. C. Yuan and J. Lygeros, Invariant measure of stochastic hybrid processes, CDC, 43rd IEEE Conference, 3(2004), 14-17, 3209-3214.

4. C. Yuan and J. Lygeros, Stabilization of a class of stochastic differential equations

with Markovian switching, 16th International Symposium on Mathematical Theory of

Networks and Systems MTNS, (2004).

 


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