8 papers
McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
Zhuoqi Liu, Qian Guo, Shuaibin Gao +1
This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose di…
The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
Hu Liu, Shuaibin Gao, Junhao Hu
This paper is dedicated to investigating the adaptive Euler-Maruyama (EM) schemes for the approximation of McKean-Vlasov stochastic differential equations (SDEs) with common noise.…
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
Shuaibin Gao, Qian Guo, Zhuoqi Liu +1
This paper focuses on the numerical scheme for delay-type stochastic McKean-Vlasov equations (DSMVEs) driven by fractional Brownian motion with Hurst parameter $H\in (0,1/2)\cup (1…
Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients
Zhuoqi Liu, Qian Guo, Shuaibin Gao
Over the last few decades, the numerical methods for stochastic differential delay equations (SDDEs) have been investigated and developed by many scholars. Nevertheless, there is s…
An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion
Jie He, Shuaibin Gao, Weijun Zhan +1
In this paper, we establish the theory of chaos propagation and propose an Euler-Maruyama scheme for McKean-Vlasov stochastic differential equations driven by fractional Brownian m…
Stabilization of stochastic McKean-Vlasov equations with feedback control based on discrete-time state observation
Hao Wu, Junhao Hu, Shuaibin Gao +1
In this paper, we study the stability of solutions of stochastic McKean-Vlasov equations (SMVEs) via feedback control based on discrete-time state observation. By using a specific…