4 citations · 6 across the 7 of their papers we have counts for
7 papers
Strong convergence rates of modified truncated EM method for stochastic differential equations
Guangqiang Lan, Fang Xia
Motivated by truncated EM method introduced by Mao (2015), a new explicit numerical method named modified truncated Euler-Maruyama method is developed in this paper. Strong converg…
Exponential stability of the exact solutions and -EM approximations to neutral SDDEs with Markov switching
Guangqiang Lan, Chenggui Yuan
Exponential stability of the exact solutions as well as -EM () approximations to neutral stochastic differential delay equations with Markov switching will b…
The explicit solution and precise distribution of CKLS model under Girsanov transform
Guangqiang Lan, Yunjiao Hu, Chong Zhang
We study the relation between CKLS model and CIR model. We prove that under a suitable transformation, any CKLS model of order or corresponds to a CIR mode…
Stochastic continuity, irreducibility and non confluence for SDEs with jumps
Guangqiang Lan, Jiang-Lun Wu
In this paper, we investigate stochastic continuity (with respect to the initial value), irreducibility and non confluence property of the solutions of stochastic differential equa…
Existence and uniqueness of global strong solutions for SDEs with jumps under a new sufficient condition
Guangqiang Lan, Jiang-Lun Wu
In this paper, we investigate new sufficient conditions to ensure the existence of a unique global strong solution of stochastic differential equations with jumps. By using Euler a…
Large deviation principle of SDEs with non-Lipschitzian coefficients under localized conditions
Yunjiao Hu, Guangqiang Lan
Localized sufficient conditions for the large deviation principle of the given stochastic differential equations will be presented for stochastic differential equations with non-Li…