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math.PR2022
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…
math.PR2022
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…
math.PR2022
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…