80 citations · 136 across the 69 of their papers we have counts for
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Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps
Shuaibin Gao, Junhao Hu, Li Tan +1
In this paper, we study a class of super-linear stochastic differential delay equations with Poisson jumps (SDDEwPJs). The convergence and rate of the convergence of the truncated…
TCI for SDEs with irregular drifts
Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang
We obtain for stochastic differential equations with Dini continuous drift and stochastic differential equations with singular coefficients.
Weak convergence of Euler scheme for SDEs with singular drift
Yongqiang Suo, Chenggui Yuan, Shao-Qin Zhang
In this paper, we investigate the weak convergence rate of Euler-Maruyama's approximation for stochastic differential equations with irregular drifts. Explicit weak convergence rat…
Delay Feedback Control for Switching Diffusion Systems Based on Discrete Time Observations
Xiaoyue Li, Xuerong Mao, Denis S. Mukama +1
For the sake of saving time and costs the feedback control based on discrete-time observations is used to stabilize the switching diffusion systems. Response lags are required by m…