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Papers authored by Xuerong Mao

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2007 Desmond J. Higham, Xuerong Mao

ORCID

, Chenggui Yuan

Preserving exponential mean-square stability in the simulation of hybrid stochastic differential equations

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Shengyuan Xu, James Lam, Xuerong Mao

ORCID

Delay-Dependent $H_{∞ }$ Control and Filtering for Uncertain Markovian Jump Systems With Time-Varying Delays

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Xuerong Mao

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, Chenggui Yuan, G. Yin

Approximations of Euler–Maruyama type for stochastic differential equations with Markovian switching, under non-Lipschitz conditions

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Huijun Gao, James Lam, Xuerong Mao

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, Peng Shi

H ∞ Filtering for Uncertain Bilinear Stochastic Systems

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John A. D. Appleby, Xuerong Mao

ORCID

, Markus Riedle

Geometric Brownian Motion with delay: mean square characterisation

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Xuerong Mao

ORCID

Exponential stability of equidistant Euler–Maruyama approximations of stochastic differential delay equations

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Xuerong Mao

ORCID

, Gang George Yin, Chenggui Yuan

Stabilization and destabilization of hybrid systems of stochastic differential equations

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Desmond J. Higham, Xuerong Mao

ORCID

, Chenggui Yuan

Almost Sure and Moment Exponential Stability in the Numerical Simulation of Stochastic Differential Equations

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X. Mao

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, M. J. Rassias

Almost sure asymptotic estimations for solutions of stochastic differential delay equations

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John A. D. Appleby, Cónall Kelly, Xuerong Mao

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, Alexandra Rodkina

Positivity and stabilisation for nonlinear stochastic delay differential equations

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Nirav Dalal, David Greenhalgh, Xuerong Mao

ORCID

A stochastic model of AIDS and condom use

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2006 Chenggui Yuan, Xuerong Mao

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Attraction and Stochastic Asymptotic Stability and Boundedness of Stochastic Functional Differential Equations with Respect to Semimartingales

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Xiaoyue Li, Chenggui Yuan, Xuerong Mao

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, William Glover, Yi Shen

Approximate solutions of stochastic differential delay equations with Markovian switching

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Qi Luo, Xuerong Mao

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, Yi Shen

New criteria on exponential stability of neutral stochastic differential delay equations

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D. J. Higham, X. Mao

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Nonnormality and stochastic differential equations

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Xuerong Mao

ORCID

, Chenggui Yuan

Stochastic Differential Equations with Markovian Switching

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Yi Shen, Qi Luo, Xuerong Mao

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The improved LaSalle-type theorems for stochastic functional differential equations

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X. Mao

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, M. Riedle

Mean square stability of stochastic Volterra integro-differential equations

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Xuerong Mao

ORCID

, James Lam, Shengyuan Xu, Huijun Gao

Razumikhin method and exponential stability of hybrid stochastic delay interval systems

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Xuerong Mao

ORCID

, Truman Aubrey, Chenggui Yuan

Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching

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