1 citations · 1 across the 3 of their papers we have counts for
3 papers
math.NA2023★ 1 cited
Convergence analysis of an explicit method and its random batch approximation for the McKean-Vlasov equations with non-globally Lipschitz conditions
Qian Guo, Jie He, Lei Li
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lip…
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…