3 papers
math.NA2022
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…
math.NA2022
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…
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…