18 citations · 29 across the 5 of their papers we have counts for
5 papers
Stochastic fractional integro-differential equations with weakly singular kernels: Well-posedness and Euler--Maruyama approximation
Xinjie Dai, Aiguo Xiao, Weiping Bu
This paper considers the initial value problem of general nonlinear stochastic fractional integro-differential equations with weakly singular kernels. Our effort is devoted to esta…
Long-time behavior of numerical solutions to nonlinear fractional ODEs
Dongling Wang, Aiguo Xiao, Jun Zou
In this work, we study the long time behaviors, including asymptotic contractivity and dissipativity, of the solutions to several numerical methods for fractional ordinary differen…
A Directed Continuous Time Random Walk Model with Jump Length Depending on Waiting Time
Long Shi, Zuguo Yu, Zhi Mao +1
In continuum one-dimensional space, a coupled directed continuous time random walk model is proposed, where the random walker jumps toward one direction and the waiting time betwee…
Space-time fractional diffusion equations and asymptotic behaviors of a coupled continuous time random walk model
Long Shi, Zuguo Yu, Zhi Mao +2
In this paper, we consider a type of continuous time random walk model where the jump length is correlated with the waiting time. The asymptotic behaviors of the coupled jump proba…
Stability of analytical and numerical solutions of nonlinear stochastic delay differential equations
Siqing Gan, Aiguo Xiao, Desheng Wang
This paper concerns the stability of analytical and numerical solutions of nonlinear stochastic delay differential equations (SDDEs). We derive sufficient conditions for the stabil…