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Jianhai Bao
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2020 – today
- 2023
- [j10]Jianhai Bao, Jian Wang:
Exponential ergodicity for a class of Markov processes with interactions. J. Appl. Probab. 60(2): 465-478 (2023) - 2022
- [j9]Jianhai Bao, Xing Huang, Shao-Qin Zhang:
Convergence rate of the EM algorithm for SDEs with low regular drifts. J. Appl. Probab. 59(2): 447-470 (2022) - 2020
- [i3]Jianhai Bao, Christoph Reisinger, Panpan Ren, Wolfgang Stockinger:
First order convergence of Milstein schemes for McKean equations and interacting particle systems. CoRR abs/2004.03325 (2020) - [i2]Jianhai Bao, Christoph Reisinger, Panpan Ren, Wolfgang Stockinger:
Milstein schemes for delay McKean equations and interacting particle systems. CoRR abs/2005.01165 (2020) - [i1]Jianhai Bao, Xing Huang, Shao-Qin Zhang:
Convergence rate of EM algorithm for SDEs under integrability condition. CoRR abs/2009.04781 (2020)
2010 – 2019
- 2016
- [j8]Jianhai Bao, Jinghai Shao:
Permanence and Extinction of Regime-Switching Predator-Prey Models. SIAM J. Math. Anal. 48(1): 725-739 (2016) - 2014
- [j7]Jianhai Bao, Chenggui Yuan:
Numerical Approximation of Stationary Distributions for Stochastic Partial Differential Equations. J. Appl. Probab. 51(3): 858-873 (2014) - 2012
- [j6]Jianhai Bao, Xuerong Mao
, Chenggui Yuan:
Lyapunov exponents of hybrid stochastic heat equations. Syst. Control. Lett. 61(1): 165-172 (2012) - 2011
- [j5]Jianhai Bao, Björn Böttcher, Xuerong Mao
, Chenggui Yuan:
Convergence rate of numerical solutions to SFDEs with jumps. J. Comput. Appl. Math. 236(2): 119-131 (2011) - [j4]Jianhai Bao, Aubrey Truman, Chenggui Yuan:
Almost Sure Asymptotic Stability of Stochastic Partial Differential Equations with Jumps. SIAM J. Control. Optim. 49(2): 771-787 (2011) - 2010
- [j3]Jianhai Bao, Zhenting Hou:
Existence of mild solutions to stochastic neutral partial functional differential equations with non-Lipschitz coefficients. Comput. Math. Appl. 59(1): 207-214 (2010)
2000 – 2009
- 2009
- [j2]Jianhai Bao, Zhenting Hou, Fuxing Wang:
Exponential stability in mean square of impulsive stochastic difference equations with continuous time. Appl. Math. Lett. 22(5): 749-753 (2009) - [j1]Jianhai Bao, Zhenting Hou:
An analytic approximation of solutions of stochastic differential delay equations with Markovian switching. Math. Comput. Model. 50(9-10): 1379-1384 (2009)
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