5 papers
Strong solutions and sharp Euler--Maruyama approximations for SDEs with Lebesgue--Dini drift
Jinlong Wei, Junhao Hu, Guangying Lv +1
We investigate the strong approximation of stochastic differential equations whose drift is square-integrable in time and Dini continuous in space, while the diffusion coefficient…
Large Deviation Principle for Neutral Type Mckean-Vlasov Stochastic Differential Equations
Zhaohang Wang, Junhao Hu, Chenggui Yuan
This paper investigates neutral-type McKean-Vlasov stochastic differential equations in which the drift and diffusion coefficients depend on both the segment process and its distri…
The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons
Hu Liu, Shuaibin Gao, Junhao Hu
This paper is dedicated to investigating the adaptive Euler-Maruyama (EM) schemes for the approximation of McKean-Vlasov stochastic differential equations (SDEs) with common noise.…
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…
The LDP of McKean-Vlasov stochastic differential equations with Hölder continuous conditions and integrable conditions
Hao Wu, Junhao Hu, Chenggui Yuan
In this paper, we first study the large deviation principle (LDP) for non-degenerate McKean-Vlasov stochastic differential equations (MVSDEs) with Hölder continuous drifts by usin…