1 citations · 2 across the 3 of their papers we have counts for
3 papers
math.PR2018
Polynomial stability of exact solution and a numerical method for stochastic differential equations with time-dependent delay
Guangqiang Lan, Fang Xia, Qiushi Wang
Polynomial stability of exact solution and modified truncated Euler-Maruyama method for stochastic differential equations with time-dependent delay are investigated in this paper.…
math.PR2017★ 1 cited
Exponential stability of modified truncated EM method for stochastic differential equations
Guangqiang Lan, Fang Xia
Exponential stability of modified truncated Euler-Maruyama method for stochastic differential equations are investigated in this paper. Sufficient conditions for the -th moment…
math.PR2017★ 1 cited
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…