80 citations · 136 across the 69 of their papers we have counts for
70 papers
Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
Hao Wu, Junhao Hu, Chenggui Yuan
In this article, we consider slow-fast McKean-Vlasov stochastic differential equations driven by Brownian motions and fractional Brownian motions. We give a definition of the large…
Convergence rate in 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…
Explicit Numerical Approximations for SDDEs in Finite and Infinite Horizons using the Adaptive EM Method: Strong Convergence and Almost Sure Exponential Stability
Ulises Botija-Munoz, Chenggui Yuan
In this paper we investigate explicit numerical approximations for stochastic differential delay equations (SDDEs) under a local Lipschitz condition by employing the adaptive Euler…
McKean-Vlasov multivalued stochastic differential equations with oblique subgradients and related stochastic control problems
Hao Wu, Junhao Hu, Chenggui Yuan
In this article, we prove the existence of weak solutions as well as the existence and uniqueness of strong solutions for McKean-Vlasov multivalued stochastic differential equation…
Asymptotic behaviors for distribution dependent SDEs driven by fractional Brownian motions
Xiliang Fan, Ting Yu, Chenggui Yuan
In this paper, we study small-time asymptotic behaviors for a class of distribution dependent stochastic differential equations driven by fractional Brownian motions with Hurst par…
The Galerkin analysis for the random periodic solution of semilinear stochastic evolution equations
Yue Wu, Chenggui Yuan
In this paper we study the numerical method for approximating the random periodic solution of semiliear stochastic evolution equations. The main challenge lies in proving a converg…