常用链接
- [1][28] Hongwei Mei, George Yin, Fuke Wu, Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense Fokker–Planck equations, Stochastic Processes and their Applications, 126, (10) (2016), 3102-3123.
- [2][27] Fuke Wu, George Yin, Zhuo Jin, Kolmogorov-type systems with regime-switching jump diffusion perturbations. Discrete and Continuous Dynamical Systems, Series- B 21 (2016), no. 7, 2293–2319.
- [3][26] Xiaofeng Zong; Fuke Wu, Chengming Huang, The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations. Proceedings of the Royal Society of Edinburgh, Section: A, 146 (2016), no. 6, 1303–1328..
- [4][103] Fuke Wu, Xuerong Mao, Kan Chen, Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump, Applied Mathematics and Computation, 206，(2008), 494-505.
- [5][98] Fuke Wu, Shigeng Hu, Stochastic Kolmogorov-Type Population Dynamics with Variable Delay, Stochastic Models, 25(2009), 129 – 150..
- [6][93] Shaobo Zhou, Fuke Wu, Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching, Journal of Computational and Applied Mathematics，229 (2009), 85-96 .
- [7][86] Juliang Yin, Xuerong Mao and Fuke Wu, The general stochastic Lotka-Volterra system, Stochastic Models，25 (3), (2009) 436 – 454..
- [8][102] Fuke Wu, Xuerong Mao and Juliang Yin, Uncertainty and economic growth in a stochastic R&D model, Economic modelling, 25 (2008) 1306-1317.
- [9][101] Fuke Wu, Xuerong Mao, Kan Chen, A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations, Journal of Mathematical Analysis and Application, 348 (2008), 540-554.
- [10][83] Fuke Wu, Shigeng Hu, A study of a class of nonlinear stochastic delay differential equations, Stochastic and Dynamics. Vol. 10, No. 1 (2010) 97–118.