| Euler–Maruyama Approximations for Stochastic McKean–Vlasov Equations with Non-Lipschitz Coefficients X Ding, H Qiao Journal of Theoretical Probability 34, 1408-1425, 2021 | 39 | 2021 |
| Exponential ergodicity for SDEs with jumps and non-Lipschitz coefficients H Qiao Journal of Theoretical Probability 27, 137-152, 2014 | 33 | 2014 |
| Nonlinear filtering of stochastic dynamical systems with Lévy noises H Qiao, J Duan Advances in Applied Probability 47 (3), 902-918, 2015 | 32 | 2015 |
| Euler--Maruyama approximation for SDEs with jumps and non-Lipschitz coefficients H Qiao Osaka Journal of Mathematics 51 (1), 47-67, 2014 | 26 | 2014 |
| Homeomorphism flows for non-Lipschitz stochastic differential equations with jumps H Qiao, X Zhang Stochastic Processes and their Applications 118 (12), 2254-2268, 2008 | 23 | 2008 |
| Stability for Stochastic McKean--Vlasov Equations with Non-Lipschitz Coefficients X Ding, H Qiao SIAM Journal on Control and Optimization 59 (2), 887-905, 2021 | 21 | 2021 |
| Escape probability for stochastic dynamical systems with jumps H Qiao, X Kan, J Duan Malliavin Calculus and Stochastic Analysis: A Festschrift in Honor of David …, 2013 | 20 | 2013 |
| Effective filtering on a random slow manifold H Qiao, Y Zhang, J Duan Nonlinearity 31 (10), 4649, 2018 | 12 | 2018 |
| A theorem dual to Yamada-Watanabe theorem for stochastic evolution equations H Qiao Stochastics and Dynamics 10 (3), 367-374, 2010 | 12 | 2010 |
| The stability for multivalued McKean-Vlasov SDEs with non-Lipschitz coefficients J Gong, H Qiao arXiv e-prints, arXiv: 2106.12080, 2021 | 11 | 2021 |
| Parameter estimation of path-dependent McKean-Vlasov stochastic differential equations M Liu, H Qiao Acta Mathematica Scientia 42 (3), 876-886, 2022 | 10 | 2022 |
| On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces H Qiao, J Wu Discrete and Continuous Dynamical Systems-B 24, 1449-1467, 2019 | 10 | 2019 |
| Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps H Qiao, JL Wu Statistics & Probability Letters 119, 326-333, 2016 | 10 | 2016 |
| Asymptotic methods for stochastic dynamical systems with small non-Gaussian Lévy noise H Qiao, J Duan Stochastics and Dynamics 15 (01), 1550004, 2015 | 10 | 2015 |
| Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps H Qiao, JL Wu Infinite Dimensional Analysis, Quantum Probability and Related Topics 24 …, 2021 | 9 | 2021 |
| Nonlinear filtering of stochastic differential equations with correlated Lévy noises H Qiao Stochastics 93 (8), 1156-1185, 2021 | 8 | 2021 |
| Topological equivalence for discontinuous random dynamical systems and applications H Qiao, J Duan Stochastics and Dynamics 14 (01), 1350007, 2014 | 8 | 2014 |
| Effective filtering analysis for non-Gaussian dynamic systems Y Zhang, H Qiao, J Duan Applied Mathematics & Optimization 83 (1), 437-459, 2021 | 7 | 2021 |
| Uniqueness for measure-valued equations of nonlinear filtering for stochastic dynamical systems with Lévy noise H Qiao Advances in Applied Probability 50 (2), 396-413, 2018 | 7 | 2018 |
| Stationary measures for stochastic differential equations with jumps H Qiao, J Duan arXiv preprint arXiv:1209.0658, 2012 | 7 | 2012 |
Jinqiao Duan, Chair ProfessorGreat Bay University (near Hong Kong, China)Verified email at gbu.edu.cn
