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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…
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…
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…
Stability of hybrid pantograph stochastic functional differential equations
Hao Wu, Junhao Hu, Chenggui Yuan
In this paper, we study a new type of stochastic functional differential equations which is called hybrid pantograph stochastic functional differential equations. We investigate se…