1 citations · 1 across the 5 of their papers we have counts for
5 papers
McKean-Vlasov stochastic differential equations with super-linear measure arguments: well-posedness and propagation of chaos
Zhuoqi Liu, Qian Guo, Shuaibin Gao +1
This paper studies McKean-Vlasov stochastic differential equations (MVSDEs) whose drift coefficients grow super-linearly in both state variables and measure arguments, and whose di…
The Euler-Maruyama method for SDEs with low-regularity drift
Jinlong Wei, Junhao Hu, Guangying Lv +1
We study the strong -convergence rates of the Euler-Maruyama method for stochastic differential equations driven by Brownian motion with low-regularity drift coefficients. Spe…
Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion
Shuaibin Gao, Qian Guo, Zhuoqi Liu +1
This paper focuses on the numerical scheme for delay-type stochastic McKean-Vlasov equations (DSMVEs) driven by fractional Brownian motion with Hurst parameter $H\in (0,1/2)\cup (1…
Propagation of chaos in infinite horizon and numerical stability for stochastic McKean-Vlasov equations
Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan +1
This paper focuses on the numerical stability of stochastic McKean-Vlasov equations (SMVEs) via the stochastic particle method. Firstly, the long-time propagation of chaos in the m…
Stochastic equations with low regularity drifts
Jinlong Wei, Junhao Hu, Chenggui Yuan
By using the Itô-Tanaka trick, we prove the unique strong solvability as well as the gradient estimates for stochastic differential equations with irregular drifts in low regularit…