| Image encryption based on synchronization of fractional chaotic systems Y Xu, H Wang, Y Li, B Pei Communications in Nonlinear Science and Numerical Simulation 19 (10), 3735-3744, 2014 | 185 | 2014 |
| Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion Y Xu, B Pei, JL Wu Stochastics and Dynamics 17 (02), 1750013, 2017 | 87 | 2017 |
| Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion B Pei, Y Xu, JL Wu Applied Mathematics Letters 100, 106006, 2020 | 83 | 2020 |
| Approximation properties for solutions to non‐Lipschitz stochastic differential equations with Lévy noise Y Xu, B Pei, Y Li Mathematical Methods in the Applied Sciences 38 (11), 2120-2131, 2015 | 66 | 2015 |
| Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles B Pei, Y Xu, JL Wu Journal of Mathematical Analysis and Applications 447 (1), 243-268, 2017 | 59 | 2017 |
| Stochastic averaging for slow-fast dynamical systems with fractional Brownian motion Y Xu, B Pei, R Guo Discrete Contin. Dyn. Syst., Ser. B 20 (7), 2257-2267, 2015 | 51 | 2015 |
| Existence and stability of solutions to non-Lipschitz stochastic differential equations driven by Lévy noise Y Xu, B Pei, G Guo Applied Mathematics and Computation 263, 398-409, 2015 | 45 | 2015 |
| Averaging principle for fast-slow system driven by mixed fractional Brownian rough path B Pei, Y Inahama, Y Xu Journal of Differential Equations 301, 202-235, 2021 | 41 | 2021 |
| Stochastic averaging for a class of two-time-scale systems of stochastic partial differential equations B Pei, Y Xu, G Yin Nonlinear Analysis 160, 159-176, 2017 | 37 | 2017 |
| Averaging principles for SPDEs driven by fractional Brownian motions with random delays modulated by two-time-scale Markov switching processes B Pei, Y Xu, G Yin Stochastics and Dynamics 18 (04), 1850023, 2018 | 34 | 2018 |
| Averaging principles for functional stochastic partial differential equations driven by a fractional Brownian motion modulated by two-time-scale Markovian switching processes B Pei, Y Xu, G Yin, X Zhang Nonlinear Analysis: Hybrid Systems 27, 107-124, 2018 | 29 | 2018 |
| Mild solutions of local non-Lipschitz stochastic evolution equations with jumps B Pei, Y Xu Applied Mathematics Letters 52, 80-86, 2016 | 24 | 2016 |
| Averaging principles for mixed fast-slow systems driven by fractional Brownian motion B Pei, Y Inahama, Y Xu Kyoto Journal of Mathematics 63 (4), 721-748, 2023 | 23 | 2023 |
| Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes R Guo, B Pei Stochastic Analysis and Applications 36 (4), 751-766, 2018 | 18 | 2018 |
| Mixed stochastic differential equations: averaging principle result M Han, Y Xu, B Pei Applied Mathematics Letters 112, 106705, 2021 | 17 | 2021 |
| Convergence of p-th mean in an averaging principle for stochastic partial differential equations driven by fractional Brownian motion. B Pei, Y Xu, Y Bai Discrete & Continuous Dynamical Systems-Series B 25 (3), 2020 | 14 | 2020 |
| Mild solutions of local non-Lipschitz neutral stochastic functional evolution equations driven by jumps modulated by Markovian switching B Pei, Y Xu Stochastic Analysis and Applications 35 (3), 391-408, 2017 | 14 | 2017 |
| Responses of stochastic dynamical systems by the generalized cell mapping method with deep learning X Yue, S Cui, B Pei, Y Xu International Journal of Non-Linear Mechanics 147, 104190, 2022 | 11 | 2022 |
| Random attractors for stochastic differential equations driven by two-sided Lévy processes X Zhang, Y Xu, B Schmalfuß, B Pei Stochastic Analysis and Applications 37 (6), 1028-1041, 2019 | 10 | 2019 |
| Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: Averaging principle M Han, Y Xu, B Pei, JL Wu Journal of Mathematical Analysis and Applications 510 (2), 126004, 2022 | 8 | 2022 |