45 citations · 49 across the 12 of their papers we have counts for
5 papers · 1 filter
Hybrid Stochastic Functional Differential Equations with Infinite Delay: Approximations and Numerics
Guozhen Li, Xiaoyue Li, Xuerong Mao +1
This paper is to investigate if the solution of a hybrid stochastic functional differential equation (SFDE) with infinite delay can be approximated by the solution of the correspon…
Explicit approximation of the invariant measure for SDDEs with the nonlinear diffusion term
Li Xiaoyue, Mao Xuerong, Song guoting
To our knowledge, the existing measure approximation theory requires the diffusion term of the stochastic delay differential equations (SDDEs) to be globally Lipschitz continuous.…
Explicit Numerical Approximations for McKean-Vlasov Neutral Stochastic Differential Delay Equations
Yuanping Cui, Xiaoyue Li, Yi Liu +1
This paper studies the numerical methods to approximate the solutions for a sort of McKean-Vlasov neutral stochastic differential delay equations (MV-NSDDEs) that the growth of the…
Dynamical Behaviors of the Tumor-immune System in a Stochastic Environment
Xiaoyue Li, Guoting Song, Yang Xia +1
This paper investigates dynamic behaviors of the tumor-immune system perturbed by environmental noise. The model describes the response of the cytotoxic T lymphocyte (CTL) to the g…
The Numerical Invariant Measure of Stochastic Differential Equations With Markovian Switching
Xiaoyue Li, Qianlin Ma, Hongfu Yang +1
The existence and uniqueness of the numerical invariant measure of the backward Euler-Maruyama method for stochastic differential equations with Markovian switching is yielded, and…