Shuaibin Gao

collaborators

3 papers

math.NA2024

The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model

Zhuoqi Liu, Zhaohang Wang, Siying Sun +1

This paper focuses on the numerical scheme for multiple-delay stochastic differential equations with partially Hölder continuous drifts and locally Hölder continuous diffusion coef…

math.NA2023

Convergence rate in $L^{p}$ sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations

Shuaibin Gao, Qian Guo, Junhao Hu +1

This paper focuses on the numerical scheme of highly nonlinear neutral multiple-delay stohchastic McKean-Vlasov equation (NMSMVE) by virtue of the stochastic particle method. First…

math.NA2021

The truncated $θ$ -Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations

Shuaibin Gao, Junhao Hu, Jie He +1

This paper focuses on the strong convergence of the truncated $θ$ -Milstein method for a class of nonautonomous stochastic differential delay equations whose drift and diffusion coe…

The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model

Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations

The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations

Convergence rate in $L^{p}$ sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations

The truncated $θ$ -Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations