Junhao Hu

activity

20142023

most citedPractitioners' Expectations on Code Completion

12 citations · 13 across the 6 of their papers we have counts for

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math.NA2025

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.…

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…

math.NA2021

The truncated $θ$ -Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations

Shuaibin Gao, Junhao Hu, Jie He +1

This paper focuses on the strong convergence of the truncated $θ$ -Milstein method for a class of nonautonomous stochastic differential delay equations whose drift and diffusion coe…

The adaptive EM schemes for McKean-Vlasov SDEs with common noise in finite and infinite horizons

Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations

The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations

Convergence rate in $L^{p}$ sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations

The truncated $θ$ -Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations