Multi-agent consensus with relative-state-dependent measurement noises T Li, F Wu, JF Zhang
IEEE Transactions on Automatic Control 59 (9), 2463-2468, 2014
206 2014 Almost sure exponential stability of numerical solutions for stochastic delay differential equations F Wu, X Mao, L Szpruch
Numerische Mathematik 115, 681-697, 2010
148 2010 Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay F Wu, S Hu, C Huang
Systems & Control Letters 59 (3-4), 195-202, 2010
97 2010 Numerical solutions of neutral stochastic functional differential equations F Wu, X Mao
SIAM Journal on Numerical Analysis 46 (4), 1821-1841, 2008
86 2008 Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching S Zhou, F Wu
Journal of Computational and Applied Mathematics 229 (1), 85-96, 2009
69 2009 Almost Sure and th-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems X Zong, F Wu, G Yin, Z Jin
SIAM Journal on Control and Optimization 52 (4), 2595-2622, 2014
68 2014 Razumikhin‐type theorems on general decay stability and robustness for stochastic functional differential equations F Wu, S Hu
International Journal of Robust and Nonlinear Control 22 (7), 763-777, 2012
67 2012 Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity F Wu, G Yin, H Mei
Journal of Differential Equations 262 (3), 1226-1252, 2017
66 2017 Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients X Zong, F Wu, C Huang
Applied Mathematics and Computation 228, 240-250, 2014
66 2014 Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods Z Jin, G Yin, F Wu
Insurance: Mathematics and Economics 53 (3), 733-746, 2013
64 2013 Stochastic Lotka–Volterra population dynamics with infinite delay F Wu, Y Xu
SIAM Journal on Applied Mathematics 70 (3), 641-657, 2009
60 2009 Suppression and stabilisation of noise F Wu, S Hu
International Journal of Control 82 (11), 2150-2157, 2009
59 2009 A highly sensitive mean-reverting process in finance and the Euler–Maruyama approximations F Wu, X Mao, K Chen
Journal of Mathematical Analysis and Applications 348 (1), 540-554, 2008
54 2008 Stochastic Lotka–Volterra models with multiple delays Y Hu, F Wu, C Huang
Journal of Mathematical Analysis and Applications 375 (1), 42-57, 2011
53 2011 Approximate method for stochastic chemical kinetics with two-time scales by chemical Langevin equations F Wu, T Tian, JB Rawlings, G Yin
The Journal of chemical physics 144 (17), 2016
52 2016 Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay Y Hu, F Wu, C Huang
Automatica 45 (11), 2577-2584, 2009
49 2009 Pathwise upper semi-continuity of random pullback attractors along the time axis H Cui, PE Kloeden, F Wu
Physica D: Nonlinear Phenomena 374, 21-34, 2018
48 2018 Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations X Zong, F Wu, C Huang
Journal of Computational and Applied Mathematics 286, 172-185, 2015
48 2015 The Cox–Ingersoll–Ross model with delay and strong convergence of its Euler–Maruyama approximate solutions F Wu, X Mao, K Chen
Applied Numerical Mathematics 59 (10), 2641-2658, 2009
47 2009 Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients X Zong, F Wu, C Huang
Journal of computational and applied mathematics 278, 258-277, 2015
44 2015