Qian Guo

most citedConvergence analysis of an explicit method and its random batch approximation for the McKean-Vlasov equations with non-globally Lipschitz conditions

1 citations · 1 across the 2 of their papers we have counts for

collaborators

2 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.NA2023

Convergence rate in $L^{p}$ sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations

Shuaibin Gao, Qian Guo, Junhao Hu +1

This paper focuses on the numerical scheme of highly nonlinear neutral multiple-delay stohchastic McKean-Vlasov equation (NMSMVE) by virtue of the stochastic particle method. First…

Convergence analysis of an explicit method and its random batch approximation for the McKean-Vlasov equations with non-globally Lipschitz conditions

Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations

Convergence rate in $L^{p}$ sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations