80 citations · 136 across the 69 of their papers we have counts for
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Strong convergence of tamed -EM scheme for neutral SDDEs with one-sided Lipschitz drift
Li Tan, Chenggui Yuan
This paper is concerned with strong convergence of a tamed -Euler-Maruyama scheme for neutral stochastic differential delay equations with superlinearly growing coefficients. We…
Two-time-scale stochastic partial differential equations driven by -stable noises: Averaging principles
Jianhai Bao, George Yin, Chenggui Yuan
This paper focuses on stochastic partial differential equations (SPDEs) under two-time-scale formulation. Distinct from the work in the existing literature, the systems are driven…
Convergence Rate of Euler-Maruyama Scheme for SDEs with Rough Coefficients
Jianhai Bao, Xing Huang, Chenggui Yuan
In this paper, we are concerned with convergence rate of Euler-Maruyama scheme for stochastic differential equations with rough coefficients. The key contributions lie in (i), by m…
Tamed EM scheme of Neutral Stochastic Differential Delay Equations
Yanting Ji, Chenggui Yuan
In this paper, we investigate the convergence of the tamed Euler-Maruyama (EM) scheme for a class of neutral stochastic differential delay equations. The strong convergence results…