Shou-Nian Deng, Weiyin Fei, Banban Shi (2026). Convergence of the numerical segment process for super-linear stochastic functional differential equations. Statistics & Probability Letters.DOI
Shou-Nian Deng, Chen Fei, Weiyin Fei (2026). Positivity-preserving approximations of financial SDEs with highly nonlinear coefficients: truncated Euler-Maruyama. Numerical Algorithms.DOI
Renzhong Li, Chen Fei, Xiaodong Ding, Weiyin Fei (2026). Research on almost sure exponential stability of jump-diffusion neutral stochastic differential delay systems. International Journal of General Systems.DOI
Liang Li, Chen Fei, Shou-Nian Deng, Weiyin Fei (2026). Well-posedness of coupled-type mean-field G-SDEs under one-sided local Lipschitz conditions of state variables. Journal of the Franklin Institute.DOI
Chen Fei, Lu-Zhen Yang, Weiyin Fei (2025). Quasi-Sure Exponential Stability of Stochastic Differential Delay Systems Driven by G-Brownian Motion. Symmetry.DOI
Shou-Nian Deng, Bo Shen, Weiyin Fei (2025). Convergence of θ-Milstein Method for Stochastic Differential Equations Driven by G-Brownian Motion. Journal of Advances in Applied & Computational Mathematics.DOI
Wenrui Li, Heng-Lei Xu, Chen Fei, Xue-Rong Mao, Weiyin Fei (2025). Aperiodically Delay Intermittent Control for Lévy Noise Driven Highly Nonlinear Stochastic Hybrid Systems Based on Discrete-Time Observations. IEEE Transactions on Automatic Control.DOI
Shou-Nian Deng, Chen Fei, Weiyin Fei, Xuerong Mao (2024). Positivity-preserving truncated Euler and Milstein methods for financial SDEs with super-linear coefficients. arXiv.org.DOI
Xuekang Zhang, Shou-Nian Deng, Yong Liang, Weiyin Fei (2024). Stabilization and destabilisation of non-autonomous stochastic nonlinear delay differential equations. International Journal of Control.DOI
Wenrui Li, Chen Fei, Chunhui Mei, Weiyin Fei, Xuerong Mao (2023). Delay tolerance for stable hybrid stochastic differential equations with Levy noise based on Razumikhin technique. Systems & Control Letters, Vol. 176.DOI
Yue Xu, Chen Fei, Weiyin Fei (2023). Optimal dynamic contract with Knightian uncertainty of ESG rating. International Journal of General Systems.DOI
Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao (2023). Positivity-preserving truncated Euler–Maruyama method for generalised Ait-Sahalia-type interest model. BIT Numerical Mathematics.DOI
Wenrui Li, Chen Fei, Mingxuan Shen, Mingxuan Shen, Weiyin Fei, Xuerong Mao (2023). A stabilization analysis for highly nonlinear neutral stochastic delay hybrid systems with superlinearly growing jump coefficients by variable-delay feedback control. Journal of the Franklin Institute.DOI
Xuekang Zhang, Shounian Deng, Weiyin Fei (2023). Nonparametric Estimation of Trend for Stochastic Processes Driven by G-Brownian Motion with Small Noise. Methodology And Computing In Applied Probability.DOI
Wenrui Li, Weiyin Fei, Yong Liang, Xuerong Mao (2023). Stabilization and destabilization of hybrid systems by periodic stochastic controls based on Lévy noise. IMA Journal of Mathematical Control and Information.DOI
Yanyu Shao, Dengfeng Xia, Weiyin Fei (2023). Optimal investment strategy for DC pension plan with inflation risk under the hybrid stochastic volatility model. Systems Science & Control Engineering.DOI
Chen Fei, Weiyin Fei, Shounian Deng, Xuerong Mao (2023). Asymptotic Stability in Distribution of Highly Nonlinear Stochastic Differential Equations with G-Brownian Motion. Qualitative Theory of Dynamical Systems.DOI
Fanhong Zhang, Chen Fei, Weiyin Fei (2022). Stability of stochastic Hopfield neural networks driven by G -Brownian motion with time-varying and distributed delays. Neurocomputing.DOI
Mingxuan Shen, Chen Fei, Weiyin Fei, Xuerong Mao, Chunhui Mei (2022). Delay‐dependent stability of highly nonlinear neutral stochastic functional differential equations. International Journal of Robust and Nonlinear Control.DOI
Chen Fei, Weiyin Fei, Xuerong Mao (2022). A note on sufficient conditions of asymptotic stability in distribution of stochastic differential equations with G -Brownian motion. Applied Mathematics Letters.DOI
Wenrui Li, Shounian Deng, Weiyin Fei, Xuerong Mao (2022). Stabilisation in distribution by delay feedback control for stochastic differential equations with Markovian switching and Lévy noise. IET Control Theory and Applications.DOI
Chen Fei, Weiyin Fei, Xuerong Mao, Litan Yan (2022). Delay-dependent Asymptotic Stability of Highly Nonlinear Stochastic Differential Delay Equations Driven by G -Brownian Motion. Journal of the Franklin Institute.DOI
Chunhui Mei, Chen Fei, Mingxuan Shen, Weiyin Fei, Xuerong Mao (2022). Discrete feedback control for highly nonlinear neutral stochastic delay differential equations with Markovian switching. Information Sciences.DOI
Chunhui Mei, Yong Liang, Weiyin Fei, Xuerong Mao (2021). Feedback delay control of highly nonlinear stochastic functional differential equations with discrete‐time state observations. Mathematical Methods in the Applied Sciences.DOI
Yuyuan Li, Weiyin Fei, Shounian Deng (2021). Delay feedback stabilisation of stochastic differential equations driven by G-Brownian motion. International Journal of Control.DOI
Chunhui Mei, Chen Fei, Weiyin Fei, Xuerong Mao (2021). Exponential stabilization by delay feedback control for highly nonlinear hybrid stochastic functional differential equations with infinite delay. Nonlinear Analysis Hybrid Systems.DOI
Hongjian Liu, Zidong Wang, Weiyin Fei, Hongli Dong (2021). On State Estimation for Discrete Time-Delayed Memristive Neural Networks Under the WTOD Protocol: A Resilient Set-Membership Approach. IEEE Transactions on Systems Man and Cybernetics Systems.DOI
Mingxuan Shen, Chen Fei, Weiyin Fei, Xuerong Mao (2020). Stabilisation by delay feedback control for highly nonlinear neutral stochastic differential equations. Systems & Control Letters, Vol. 137.DOI
Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao (2020). Tamed EM schemes for neutral stochastic differential delay equations with superlinear diffusion coefficients. Journal of Computational and Applied Mathematics.DOI
Hongjian Liu, Zidong Wang, Weiyin Fei, Jiahui Li, Fuad E. Alsaadi (2020). On finite-horizon H ∞ state estimation for discrete-time delayed memristive neural networks under stochastic communication protocol. Information Sciences.DOI
Hongjian Liu, Zidong Wang, Weiyin Fei, Jiahui Li (2020). Resilient H ∞ State Estimation for Discrete-Time Stochastic Delayed Memristive Neural Networks: A Dynamic Event-Triggered Mechanism. IEEE Transactions on Cybernetics.DOI
Hongjian Liu, Zidong Wang, Weiyin Fei, Jiahui Li (2020). H∞ and l2 - l∞ state estimation for delayed memristive neural networks on finite horizon: The Round-Robin protocol. Neural Networks.DOI
Jiahui Li, Zidong Wang, Hongli Dong, Weiyin Fei (2020). Delay-distribution-dependent state estimation for neural networks under stochastic communication protocol with uncertain transition probabilities. Neural Networks.DOI
Jialu Zhu, Yong Liang, Weiyin Fei (2020). On uniqueness and existence of solutions to stochastic set-valued differential equations with fractional Brownian motions. Systems Science & Control Engineering.DOI
Weiyin Fei, Liangjian Hu, Xuerong Mao, Dengfeng Xia (2020). Advances in the truncated Euler–Maruyama method for stochastic differential delay equations. Communications on Pure & Applied Analysis.DOI
Chunhui Mei, Chen Fei, Weiyin Fei, Xuerong Mao (2019). Stabilisation of highly non‐linear continuous‐time hybrid stochastic differential delay equations by discrete‐time feedback control. IET Control Theory and Applications.DOI
Fanhong Zhang, Weiyin Fei, Mingxuan Shen, Kui Jiang (2019). A study on optimal consumption and portfolio with labour income under inflation. Systems Science & Control Engineering.DOI
Mingxuan Shen, Chen Fei, Weiyin Fei, Xuerong Mao (2019). Boundedness and stability of highly nonlinear hybrid neutral stochastic systems with multiple delays. Science China Information Sciences.DOI
Chen Fei, Weiyin Fei, Xuerong Mao, Dengfeng Xia, Litan Yan (2019). Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations. IEEE Transactions on Automatic Control.DOI
Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao (2019). Generalized Ait-Sahalia-type interest rate model with Poisson jumps and convergence of the numerical approximation. Physica A Statistical Mechanics and its Applications.DOI
Dengfeng Xia, Weijie Yuan, Weiyin Fei (2019). Optimal reinsurance and investment for an insurer with the jump diffusion risk model in A-C case. Systems Science & Control Engineering.DOI
Chen Fei, Weiyin Fei, Litan Yan (2019). Existence and Stability of Solutions to Highly Nonlinear Stochastic Differential Delay Equations Driven by G-Brownian Motion. Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao.DOI
Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao (2019). Stability equivalence between the stochastic differential delay equations driven by G-Brownian motion and the Euler–Maruyama method. Applied Mathematics Letters.DOI
Shounian Deng, Weiyin Fei, Yong Liang, Xuerong Mao (2019). Convergence of the split-step θ-method for stochastic age-dependent population equations with Markovian switching and variable delay. Applied Numerical Mathematics.DOI
Shounian Deng, Weiyin Fei, Wei Liu, Xuerong Mao (2019). The truncated EM method for stochastic differential equations with Poisson jumps. Journal of Computational and Applied Mathematics.DOI
Mingxuan Shen, Weiyin Fei, Xuerong Mao, Yong Liang (2018). Stability of highly nonlinear neutral stochastic differential delay equations. Systems & Control Letters, Vol. 115.DOI
Mingxuan Shen, Weiyin Fei, Xuerong Mao, Shounian Deng (2018). Exponential Stability of Highly Nonlinear Neutral Pantograph Stochastic Differential Equations. Asian Journal of Control.DOI
Weiyin Fei, Liangjian Hu, Xuerong Mao, Mingxuan Shen (2018). Structured Robust Stability and Boundedness of Nonlinear Hybrid Delay Systems. SIAM Journal on Control and Optimization.DOI
夏登峰，费为银，刘宏建 (2016). Estimating the Shareholder's Terminal Payoff in Insurer's Solvency Ratio Model under Fractional Market. Journal of Donghua University(English Edition).
Chen Fei, Weiyin Fei (2015). Optimal control of markovian switching systems with applications to portfolio decisions under inflation. Acta Mathematica Scientia.DOI
Dengfeng Xia, Weiyin Fei, Hongjian Liu (2015). Estimating the shareholder’s terminal payoff based on insurer’s solvency ratio in mixed fractional Brownian market. Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao.DOI
Hongjian Liu, Hua Ke, Weiyin Fei (2014). Almost sure stability for uncertain differential equation. Fuzzy Optimization And Decision Making, Vol. 130, No. 40.DOI
Weiyin Fei, Hongjian Liu, Wei Zhang (2014). On solutions to fuzzy stochastic differential equations with local martingales. Systems & Control Letters, Vol. 65.DOI
Weiyin Fei (2014). On existence and uniqueness of solutions to uncertain backward stochastic differential equations. Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao.DOI
Weiyin Fei (2014). Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions. Cybernetics & Systems.DOI
Weiyin Fei, Yunhe Li, Chen Fei (2014). Properties of Solutions to Stochastic Set Differential Equations under Non-Lipschitzian Coefficients. Abstract and Applied Analysis.DOI
Weiyin Fei, Dengfeng Xia, Shuguang Zhang (2013). Solutions to BSDEs driven by both standard and fractional Brownian motions. Acta Mathematicae Applicatae Sinica English Series.DOI
Weiyin Fei, Dandan He, Hongjian Liu (2013). Non-explosion of solutions to fuzzy stochastic differential equations with non-Lipschitz coefficients.DOI
Weiyin Fei (2012). Optimal consumption-leisure, portfolio and retirement selection based on α-maxmin expected CES utility with ambiguity. Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao.DOI
Weiyin Fei (2012). Existence and uniqueness for solutions to fuzzy stochastic differential equations driven by local martingales under the non-Lipschitzian condition. Nonlinear Analysis.DOI
Hongjian Liu, Weiyin Fei (2012). Existence and uniqueness of solutions to uncertain functional differential equations. International Conference on Fuzzy Systems and Knowledge Discovery (FSKD).DOI
Weiyin Fei (2012). Optimal consumption and portfolio under inflation and Markovian switching. Stochastics.DOI
Dengfeng Xia, Weiyin Fei, Yong Liang (2011). Study on the model of an insurer’s solvency ratio in Markov-modulated Brownian markets. Applied mathematics/Applied Mathematics. A Journal of Chinese Universities/Gao-xiao yingyong shuxue xuebao.DOI
费为银 (2011). Non-contact of Solutions to Stochastic Differential Equations Driven by Semimartingale with Non-Lipschitz Coefficients. Journal of Donghua University(English Edition).
Weiyin Fei, Hongjian Liu, Derui Ding (2010). On LaSalle-type theorems for fuzzy differential delay equations. International Conference on Computer Application and System Modeling.DOI
费为银 (2010). European Option Pricing under a Class of Fractional Market. Journal of Donghua University(English Edition).
Weiyin Fei (2007). A GENERALIZATION OF BIHARI'S INEQUALITY AND FUZZY RANDOM DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS. International Journal of Uncertainty Fuzziness and Knowledge-Based Systems.DOI
Weiyin Fei (2007). Existence and uniqueness of solution for fuzzy random differential equations with non-Lipschitz coefficients. Information Sciences.DOI
Weiyin Fei (2006). Optimal consumption and portfolio choice with ambiguity and anticipation. Information Sciences.DOI
Weiyin Fei (2005). On the Theory of (Dual) Projection for Fuzzy Stochastic Processes. Stochastic Analysis and Applications.DOI
Weiyin Fei (2004). Regularity and stopping theorem for fuzzy martingales with continuous parameters. Information Sciences.DOI
Weiyin Fei, Rangquan Wu (2004). Doob's Decomposition Theorem for Fuzzy (Super) Submartingales. Stochastic Analysis and Applications.DOI
费为银，吴让泉，周少甫（2001）. 带预期的最优消费选择 :鞅方法(英文). 《数学杂志》.
费为银，吴让泉（2001）. HJB方程受约束粘性解的一个比较定理. 《系统科学与数学》.
费为银（2001）. 随机理论在连续时间金融市场模型中的应用. 《安徽工程大学学报》.
费为银（2001）. 拟鞅分解及非完备市场未定权益的保值. 《应用数学》.
费为银，吴让泉（2000）. 容许借贷的消费投资策略研究. 《应用数学》.
费为银（2000）. 风险的测度研究──对偶方法. 《安徽工程大学学报》.
费为银（2000）. 容许借贷的消费投资策略的渐近特征. 《工程数学学报》.
费为银（2000）. 关于动态规划方程受约束粘性解的比较定理. 《大学数学》.
费为银，吴让泉（1999）. 国际投资商组合投资决策模型研究(英文). 《经济数学》.
费为银（1998）. 期权蝶状价差的概率模型分析. 《安徽工程大学学报》.
费为银（1997）. 考虑红利支付的最优消费投资模型研究. 《安徽工程大学学报》.
费为银，吴让泉（1996）. 随机理论在经济建模中的应用. 《安徽工程大学学报》.
预印本
Bo Shen, Shounian Deng, Weiyin Fei, Di Wu (2026). Continuous-time mean-variance portfolio selection integrating greenwashing effect and stochastic horizon: A reinforcement learning framework. SSRN Electronic Journal.DOI
Wenrui Li, Henglei Xu, Chen Fei, Weiyin Fei, Xuerong Mao (2026). Time-varying discrete-state feedback to stabilization of super-linear hybrid stochastic networked systems. SSRN Electronic Journal.DOI
Shounian Deng, Chen Fei, Weiyin Fei, Xuerong Mao (2021). The truncated EM method for stochastic differential delay equations with variable delay. arXiv (Cornell University).DOI
Chen Fei, Weiyin Fei (2019). Consistency of least squares estimation to the parameter for stochastic differential equations under distribution uncertainty. arXiv (Cornell University).DOI
Weiyin Fei, Chen Fei (2013). On exponential stability for stochastic differential equations disturbed by G-Brownian motion. arXiv (Cornell University).DOI
书籍章节
Yong Liang, Weiyin Fei, Hongjian Liu, Dengfeng Xia (2011). An Application of the Forward Integral to an Insider’s Optimal Portfolio with the Dividend. Advances in intelligent and soft computing.DOI