Qian Guo

According to our database, Qian Guo authored at least 22 papers between 2004 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

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

Shuaibin Gao, Qian Guo, Junhao Hu, Chenggui Yuan

J. Comput. Appl. Math., May, 2024

An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion.

Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo

Commun. Nonlinear Sci. Numer. Simul., March, 2024

Strong convergence of an explicit numerical approximation for n-dimensional superlinear SDEs with positive solutions.

Yongmei Cai, Qian Guo, Xuerong Mao

Math. Comput. Simul., February, 2024

2023

Stability of the numerical scheme for stochastic McKean-Vlasov equations.

Zhuoqi Liu, Shuaibin Gao, Chenggui Yuan, Qian Guo

CoRR, 2023

Convergence analysis of an explicit method and its random batch approximation for the McKean-Vlasov equations with non-globally Lipschitz conditions.

Qian Guo, Jie He, Lei Li

CoRR, 2023

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, Chenggui Yuan

CoRR, 2023

2022

An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion.

Jie He, Shuaibin Gao, Weijun Zhan, Qian Guo

CoRR, 2022

An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions.

Jie He, Qian Guo

Appl. Math. Lett., 2022

2021

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

Shuaibin Gao, Junhao Hu, Jie He, Qian Guo

CoRR, 2021

2019

The partially truncated Euler-Maruyama method for nonlinear pantograph stochastic differential equations.

Weijun Zhan, Yan Gao, Qian Guo, Xiaofeng Yao

Appl. Math. Comput., 2019

2018

The truncated Euler-Maruyama method for stochastic differential delay equations.

Qian Guo, Xuerong Mao, Rong-Xian Yue

Numer. Algorithms, 2018

The truncated Milstein method for stochastic differential equations with commutative noise.

Qian Guo, Wei Liu, Xuerong Mao, Rong-Xian Yue

J. Comput. Appl. Math., 2018

Multi-level Monte Carlo methods with the truncated Euler-Maruyama scheme for stochastic differential equations.

Qian Guo, Wei Liu, Xuerong Mao, Weijun Zhan

Int. J. Comput. Math., 2018

2016

Almost Sure Exponential Stability of Stochastic Differential Delay Equations.

Qian Guo, Xuerong Mao, Rong-Xian Yue

SIAM J. Control. Optim., 2016

System identification and parameter estimation in mathematical medicine: examples demonstrated for prostate cancer.

Yoshito Hirata, Kai Morino, Taiji Suzuki, Qian Guo, Hiroshi Fukuhara, Kazuyuki Aihara

Quant. Biol., 2016

Asymptotic mean-square stability of explicit Runge-Kutta Maruyama methods for stochastic delay differential equations.

Qian Guo, Mingming Qiu, Taketomo Mitsui

J. Comput. Appl. Math., 2016

2010

A Mathematical Model of Prostate Tumor Growth Under Hormone Therapy with Mutation Inhibitor.

Youshan Tao, Qian Guo, Kazuyuki Aihara

J. Nonlinear Sci., 2010

2008

Mathematical Modeling of Prostate Tumor Growth under Intermittent androgen Suppression with Partial Differential Equations.

Qian Guo, Youshan Tao, Kazuyuki Aihara

Int. J. Bifurc. Chaos, 2008

2007

Hopf bifurcation of a Delayed Differential equation.

Qian Guo, Changpin Li

Int. J. Bifurc. Chaos, 2007

2006

Analysis and simulation of a model for intracellular drug accumulation in tumors.

Youshan Tao, Qian Guo

Appl. Math. Comput., 2006

2005

Bifurcation analysis of delayed logistic equation.

Zhong-hua Yang, Qian Guo

Appl. Math. Comput., 2005

2004

Dynamics of Linear Multistep Methods for Delay Differential Equations.

Hongjiong Tian, Qian Guo

Int. J. Bifurc. Chaos, 2004