2 citations · 3 across the 2 of their papers we have counts for
2 papers
math.NA2021★ 1 cited
Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion
Min Li, Yaozhong Hu, Chengming Huang +1
In this paper, we study the mean-square stability of the solution and its stochastic theta scheme for the following stochastic differential equations drive by fractional Brownian m…
math.NA2020★ 2 cited
Numerical methods for stochastic Volterra integral equations with weakly singular kernels
Min Li, Chengming Huang, Yaozhong Hu
In this paper, we first establish the existence, uniqueness and Hölder continuity of the solution to stochastic Volterra integral equations with weakly singular kernels. Then, we p…