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20142023
most citedStability of hybrid pantograph stochastic functional differential equations

1 citations · 1 across the 10 of their papers we have counts for

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10 papers

math.PR2023

Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions

Hao Wu, Junhao Hu, Chenggui Yuan

In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large…

math.NA2023

Convergence rate in 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.PR2022

McKean-Vlasov multivalued stochastic differential equations with oblique subgradients and related stochastic control problems

Hao Wu, Junhao Hu, Chenggui Yuan

In this article, we prove the existence of weak solutions as well as the existence and uniqueness of strong solutions for McKean-Vlasov multivalued stochastic differential equation…

math.NA2021

The truncated -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 -Milstein method for a class of nonautonomous stochastic differential delay equations whose drift and diffusion coe…

math.PR2021

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…

math.PR2021

Stability of Numerical Solution to Pantograph Stochastic Functional Differential Equations

Hao Wu, Junhao Hu, Chenggui Yuan

In this paper, we study the convergence of the Euler-Maruyama numerical solutions for pantograph stochastic functional differential equations which was proposed in [11]. We also sh…