Strong convergence rate of the truncated Euler-Maruyama method for stochastic differential delay equations with Poisson jumps. - Shuaibin Gao; Junhao Hu; Li Tan; Chenggui Yuan (CoRR, 2020)

The truncated θ-Milstein method for nonautonomous and highly nonlinear stochastic differential delay equations. - Shuaibin Gao; Junhao Hu; Jie He; Qian Guo 002 (CoRR, 2021)

An explicit Euler method for McKean-Vlasov SDEs driven by fractional Brownian motion. - Jie He; Shuaibin Gao; Weijun Zhan; Qian Guo 002 (CoRR, 2022)

Mean-square convergence and stability of the backward Euler method for stochastic differential delay equations with highly nonlinear growing coefficients. - Zhuoqi Liu; Qian Guo; Shuaibin Gao (CoRR, 2022)

The strong convergence and stability of explicit approximations for nonlinear stochastic delay differential equations. - Guoting Song; Junhao Hu; Shuaibin Gao; Xiaoyue Li (Numer. Algorithms, 2022)

Stabilization of Stochastic McKean-Vlasov Equations with Feedback Control Based on Discrete-Time State Observation. - Hao Wu; Junhao Hu; Shuaibin Gao; Chenggui Yuan (SIAM J. Control. Optim., 2022)

Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. - Shuaibin Gao; Qian Guo 002; Junhao Hu; Chenggui Yuan (CoRR, 2023)

The randomized Milstein scheme for stochastic Volterra integral equations with weakly singular kernels. - Zhaohang Wang; Zhuoqi Liu; Shuaibin Gao; Junhao Hu (CoRR, 2023)

Stability of the numerical scheme for stochastic McKean-Vlasov equations. - Zhuoqi Liu; Shuaibin Gao; Chenggui Yuan; Qian Guo 002 (CoRR, 2023)

Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. - Jie He; Shuaibin Gao; Weijun Zhan; Qian Guo 002 (Int. J. Comput. Math., 2023)

Stationary distribution of the Milstein scheme for stochastic differential delay equations with first-order convergence. - Shuaibin Gao; Xiaotong Li; Zhuoqi Liu (Appl. Math. Comput., 2023)

The truncated EM scheme for multiple-delay SDEs with irregular coefficients and application to stochastic volatility model. - Zhuoqi Liu; Zhaohang Wang; Siying Sun; Shuaibin Gao (CoRR, 2024)

Numerical scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. - Shuaibin Gao; Qian Guo 002; Zhuoqi Liu; Chenggui Yuan (CoRR, 2024)

An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion. - Jie He; Shuaibin Gao; Weijun Zhan; Qian Guo 002 (Commun. Nonlinear Sci. Numer. Simul., 2024)

Convergence rate in Lp sense of tamed EM scheme for highly nonlinear neutral multiple-delay stochastic McKean-Vlasov equations. - Shuaibin Gao; Qian Guo 002; Junhao Hu; Chenggui Yuan (J. Comput. Appl. Math., 2024)

Euler-Maruyama scheme for delay-type stochastic McKean-Vlasov equations driven by fractional Brownian motion. - Shuaibin Gao; Qian Guo; Zhuoqi Liu; Chenggui Yuan (Commun. Nonlinear Sci. Numer. Simul., 2025)