Shuaibin Gao
Orcid: 0000-0001-8321-4132
According to our database1,
Shuaibin Gao
authored at least 13 papers
between 2020 and 2024.
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Bibliography
2024
Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations.
J. Comput. Appl. Math., May, 2024
An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion.
Commun. Nonlinear Sci. Numer. Simul., March, 2024
The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model.
CoRR, 2024
2023
Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence.
Appl. Math. Comput., December, 2023
The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels.
CoRR, 2023
Convergence rate in L<sup>p</sup> sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations.
CoRR, 2023
2022
Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation.
SIAM J. Control. Optim., October, 2022
The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations.
Numer. Algorithms, 2022
Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients.
CoRR, 2022
An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion.
CoRR, 2022
2021
The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations.
CoRR, 2021
2020
Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps.
CoRR, 2020