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math.PR2024
Limit error distributions of Milstein scheme for stochastic Volterra equations with singular kernels
Shanqi Liu, Yaozhong Hu, Hongjun Gao
For stochastic Volterra equations driven by standard Brownian and with singular kernels , it is known that the Milstein scheme has a…
math.PR2024
Asymptotic behaviors for Volterra type McKean-Vlasov stochastic integral equations with small noise
Shanqi Liu, Yaozhong Hu, Hongjun Gao
This work is devoted to studying asymptotic behaviors for Volterra type McKean-Vlasov stochastic differential equations with small noise. By applying the weak convergence approach,…