C. Yuan

activity

20082023

most citedTwo-time-scale stochastic partial differential equations driven by

α

-stable noises: Averaging principles

80 citations · 136 across the 69 of their papers we have counts for

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math.PR2023

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…

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…

Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions

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